Showing 11 - 20 of 4,056
Persistent link: https://www.econbiz.de/10012268807
), we examine the impact of exposure to excessive noise levels on birth outcomes. Using birth records that include mothers … mothers living near the airport in the direction of the runway. We utilize exogenous variation in noise exposure triggered by … NextGen, which unintentionally increased noise in communities affected by the new flight patterns. Our finding informs policy …
Persistent link: https://www.econbiz.de/10012110475
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to …
Persistent link: https://www.econbiz.de/10010368200
to test for dependence in the labor allocation, addressing the importance of fringe benefits to the farm household, and …
Persistent link: https://www.econbiz.de/10011599794
significance in many low- and middle-income developing economies. It examines the scale of the current dependence of low- and … levels of dependence have changed in the past twenty years, showing that there has been a clear upward trend. The paper …
Persistent link: https://www.econbiz.de/10011688590
Some middle-income economies, many of which Latin American, have not achieved to make the transition into high-income status for long years and are allegedly trapped in middle-income status. While there is considerable consensus on the proximate causes of this phenomenon, we present a global...
Persistent link: https://www.econbiz.de/10011960107
confounding, model inconsistency, and statistical dependence in networks. Here we show that in some settings, social network … additional period, then under the null of no contagion, the problems of model inconsistency and statistical dependence …
Persistent link: https://www.econbiz.de/10014621095
Abstract In this paper, we discuss the problem of calculating the primary risk measures in the variance-gamma model. A portfolio of investments in a one-period setting is considered. It is supposed that the investment returns are dependent on each other. In terms of the variance-gamma model, we...
Persistent link: https://www.econbiz.de/10014621260
Abstract We present a list of challenges one faces when given the task of modeling dependence between stochastic … common) pitfalls and fallacies, and we particularly address readers who are new to dependence modeling. The presented list of … challenges is clearly not complete, but it gives a flavor of how difficult and subtle the task of dependence modeling can be …
Persistent link: https://www.econbiz.de/10014622241
dependence.The relationship of housing market prices for nine U.S. census divisions is studied in thefirst essay. The results … isexamined in the second essay. The general dependence structure and degree is estimatedusing copula functions. The findings show … weak dependence between stock marketindices and oil prices for most countries except for the large oil producing nations …
Persistent link: https://www.econbiz.de/10009464873