Results 101 to 110 of about 27,516 (250)

Copula bivariate probit models: with an application to medical expenditures [PDF]

The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core  

Remote Sensing for Irrigation Water Management—The State of the Art and Prospects for Near‐Future Operations

Irrigation and Drainage, EarlyView.
ABSTRACT A recent UN report describes many regions as facing ‘water bankruptcy,’ a condition in which available water resources can no longer meet existing demands. In practice, this means irrigation will likely bear the greatest burden of future water‐use reductions, a complicated and fraught decision to make given its critical role in food security ...
Wim G. M. Bastiaanssen, Chris Perry, Royce Dalby, Yasir Mohamed, Xueliang Cai, Poolad Karimi, IJsbrand de Jong, Pasquale Steduto, Marat Beksultanov, Christopher C. M. Neale, David Molden, Waqas Awan, Laarousi Mohamed, Jippe Hoogeveen, Jeff Davids, Nutchanart Sriwongsitanon, P. S. Rao, Roula Bachour, Palitha Bandara, Sophea Chhim, Richard Evans, Tom Lahad, D. Nagesh Kumar, Zakaria Adawy, Devendra Singh Bundela, Kawa Hakzi, Isaya Kisekka, Nicolas Puelma, Alejandro A. Pannunzio, Benjamin Koetz, Mukhiddin Ibragimov   +30 more
wiley   +1 more source

Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas [PDF]

Model risk in the estimation of value-at-risk is a challenging threat for the success of any financial investments. The degree of the model risk increases when the estimation process is constructed with a portfolio in the emerging markets.
Ozun, Alper, Cifter, Atilla
core  

Construction and Application of a Novel C‐Vine Copula‐Based Multi‐Variate Ecological Drought Index

Irrigation and Drainage, EarlyView.
ABSTRACT A comprehensive ecological drought index capturing vegetation growth conditions and meteorological–hydrological variability is essential for assessing ecological drought and optimizing water resource management. This study selected soil moisture (SM), actual evapotranspiration (ET), land surface temperature (LST) and leaf area index (LAI) to ...
Haofei Zhang, Xingye Han, Zhijun Wu
wiley   +1 more source

Enjoy the Joy of Copulas: With a Package copula [PDF]

Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
core  

Analysis of the effect of COVID‐19 on crude oil and agricultural commodity market relationships

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract This study examines the COVID‐19 pandemic's effect on relationships between crude oil and agricultural commodity markets. Using a Time‐Varying Parameter Vector Autoregressive model, we find strong volatility transmission, with Brent, WTI, corn, and soybean prices acting as net shock transmitters, while cotton and wheat are net receivers ...
Derick Adu, Darren Hudson, Khondoker Abdul Mottaleb   +2 more
wiley   +1 more source

Design flood estimation of cascade reservoirs based on vine-copula flood regional composition

Journal of Hydrology: Regional Studies
Study region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong, Yanfeng He, Shenglian Guo, Yuzuo Xie, Chong-Yu Xu   +4 more
doaj   +1 more source

Using Distribution Regression Difference‐in‐Differences to Evaluate the Effects of a Minimum Wage Introduction on the Distributions of Wages, Earnings, and Working Hours

Journal of Applied Econometrics, EarlyView.
ABSTRACT We estimate the causal effects of the introduction of the minimum wage in Germany on the distributions of hourly wages, monthly earnings, and hours worked, combining rich large‐scale data sources. We compare linear and non‐linear versions of distribution regression difference‐in‐differences (DR‐DiD) and also estimate bivariate DR‐DiD.
Martin Biewen, Bernd Fitzenberger, Marian Rümmele   +2 more
wiley   +1 more source

A Bayesian copula model for stochastic claims reserving [PDF]

We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
core  

Extending the hyper‐logistic model to the random setting: New theoretical results with real‐world applications

Mathematical Methods in the Applied Sciences, EarlyView.
We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés, Ana Navarro‐Quiles, Sorina Madalina Sferle   +2 more
wiley   +1 more source