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Development of the evaluation model for national innovation capability

Jeon, Jeonghwan; Geetha, Selvaraj; Kang, Deakook; … - In: Technology analysis & strategic management 34 (2022) 3, pp. 335-348

Persistent link: https://www.econbiz.de/10013412456

Gpt as Knowledge Worker : A Zero-Shot Evaluation of (AI)CPA Capabilities

Bommarito, Jillian; Bommarito, Michael James; Ann … - 2023

The global economy is increasingly dependent on knowledge workers to meet the needs of public and private organizations. While there is no single definition of knowledge work, organizations and industry groups still attempt to measure individuals’ capability to engage in it. The most...

Persistent link: https://www.econbiz.de/10014263548

Evaluating the Forecasts of Risk Models

Berkowitz, Jeremy - 1999

The forecast evaluation literature has traditionally focused on methods for assessing point-forecasts. However, in the … evaluating such forecasts. It requires evaluation of the entire forecast distribution, rather than a value-at-risk quantity. The …

Persistent link: https://www.econbiz.de/10014196296

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

Calculating confidence intervals for continuous and discontinuous functions of parameters

Woutersen, Tiemen; Ham, John C. - 2013

Applied researchers often need to estimate confidence intervals for functions of parameters, such as the effects of counterfactual policy changes. If the function is continuously differentiable and has non-zero and bounded derivatives, then they can use the delta method. However, if the function...

Persistent link: https://www.econbiz.de/10009747952

Applications of fractional response model to the study of bounded dependent variables in accounting research

Gallani, Susanna; Krishnan, Ranjani; Wooldridge, Jeffrey M. - 2015

Survey research studies make extensive use of rating scales to measure constructs of interest. The bounded nature of such scales presents econometric estimation challenges. Linear estimation methods (e.g. OLS) often produce predicted values that lie outside the rating scales, and fail to account...

Persistent link: https://www.econbiz.de/10011536090

Efficient numerical pricing of American call options using symmetry arguments

Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 2/59, pp. 1-26

regression and simulation-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …

Persistent link: https://www.econbiz.de/10012022212

Various versatile variances : an object-oriented implementation of clustered covariances in R

Berger, Susanne; Graham, Nathaniel; Zeileis, Achim - 2017

methods' performance in a simulation study. …

Persistent link: https://www.econbiz.de/10011697332

Problems of sample-selection bias in the historical heights literature : a theoretical and econometric analysis

Bodenhorn, Howard; Guinnane, Timothy; Mroz, Thomas A. - 2013

An extensive literature uses anthropometric measures, typically heights, to draw inferences about living standards in the past. This literature's influence reaches beyond economic history; the results of historical heights research appear as crucial components in development economics and...

Persistent link: https://www.econbiz.de/10009744186

Problems of Sample-Selection Bias in the Historical Heights Literature : A Theoretical and Econometric Analysis

Bodenhorn, Howard - 2013

Persistent link: https://www.econbiz.de/10013082366