Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2011%2E08289
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The crudest measure of income volatility is the variance of income changes, specifically the sample variance of changes in excess log income, var ( y it − y it − k ). If
We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed distributions.. The
We, the editors, would like to warmly thank our Editorial Co- ordinator, Jamie Hutchens, for keeping the JBES editorial oper- ation running smoothly, along with our publishers,
2007—Winner: Panle Jia, Yale University thesis, “Entry and Competition in the Retail and Service Industries.” Honorable Mention: Azeem Shaikh, Stanford University thesis,
Further research on the extended screening model (Li 2009) shows that, based on year 2001–2002 MCBS data, our findings still hold; the elderly are likely to screen according to
A Monte Carlo analysis suggests that a quantile-based flexible approach can be used to successfully deal with censoring and possible rounding levels present in the data.. Finally,
The reality check results provided in Table 7 show that, tak- ing the search for a best model into account, most of the tests compared against our proposed bootstrap critical
In general, class membership is unknown, and there appear to be three natural ways to proceed: (1) compute the within-class predictors for each class and combine them in a
