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applications. Using a PCC, multivariate data that exhibit complex patterns of dependence can be modeled using bivariate copulae as …
Persistent link: https://www.econbiz.de/10011755354
Drawing from relational exchange, dependence, and agency theories the authors explain that it is not only the type of … performance. Dependence affected relationship continuity positively. Monitoring affected the second order relational norm … continuity. Dependence, relationship continuity, monitoring, and relational norm affected distributor performance positively. …
Persistent link: https://www.econbiz.de/10010308921
We examine a kernel regression smoother for time series that takes account of the error correlation structure as proposed by Xiao et al. (2008). We show that this method continues to improve estimation in the case where the regressor is a unit root or near unit root process.
Persistent link: https://www.econbiz.de/10010318720
, we examine how intermediaries’ activities fit with two central features of the social context – inequality and dependence …
Persistent link: https://www.econbiz.de/10014372769
approach of quantile coherency is used to examine the dependence structure between energy and nonenergy commodity pairs at …
Persistent link: https://www.econbiz.de/10012585204
This dissertation research focuses on modeling and evaluating multivariate uncertainties and the dependency between the uncertainties. Managing risk and making strategic decisions under uncertainty is critically important for both individual and corporate success. In this dissertation research,...
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