Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500104000000370
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As an example, we use the Bayesian investor’s portfolio allocation problem to show that failure to include probability point mass on the null hypothesis that returns are not
For each firm, we present the value of θ ˆ ; the estimate of technical efficiency; the confidence intervals cor- responding to the marginal and multiple comparisons with the best;
To this end, we introduce a GMM estimator as a flexible and versatile estimation method for multifractal parameters and compare its performance to that of ML (where applicable), and
In this article, we match firm data to individual work history files to simultaneously estimate the wage and employment duration processes of a longitudinal sample of 2 million
In particular, we model the joint distribution of the response and the covariates with a flexible nonparametric mixture, then develop inference for different quantile curves based
We rst estimate individual country- (or region-)specic vector error-correcting models (VECMs), where such domes- tic macroeconomic variables as gross domestic product (GDP),
We develop a testing procedure adapted to this simulation-based estimation method, and detail its use for detecting the threshold effect in threshold moving average models
Notes: the figure displays the coefficients from a regression of the absolute value of the signed income estimation error (a student’s estimate of physician income in a specialty
