Results 61 to 70 of about 2,627,672 (111)
Generalized estimation equation model for insurance claims.
, 2019 Generalized estimation equation model for insurance claims.
Patrick O. Asuming (6312581) +7 more
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Research in GlobalizationAs financial globalization continues to evolve, it has played a pivotal role in the development of financial sectors in developing countries, enhancing efficiency and fostering competition. However, this trend has also raised concerns regarding its socio-
Chadi Azmeh
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Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence [PDF]
This paper investigates the behaviour of estimators based on the Kullback-Leibler information criterion (KLIC), as an alternative to the generalized method of moments (GMM).
Jean-Francois Lamarche +2 more
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Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution [PDF]
In the present study, we estimate the parameters of the Generalized Hyperbolic Distribution for a series of stock index returns including the Romanian BETC and indexes from other two Eastern European countries, Hungary and the Czech Republic.
Necula, Ciprian
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Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates [PDF]
We show by Monte Carlo simulations that the jackknife estimation of QUENOUILLE (1956) provides substantial bias reduction for the estimation of short-term interest rate models applied in CHAN ET AL. (1992) - hereafter CKLS (1992).
Balázs Cserna
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Generalized empirical likelihood estimators and tests under partial, weak and strong identification [PDF]
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) methods for time series instrumental variable models specified by nonlinear moment restrictions when identification may be weak.
Patrik Buggenberger, Richard Smith
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Brain and BehaviorPurpose In the chronic phase, many stroke survivors did not regain their pre‐stroke upper limb movement capabilities. This emphasizes the crucial role of assessing motor function in patients with stroke, as it provides valuable insights into setting ...
Da‐Hye Kim +3 more
doaj +1 more source
Parameter estimation in nonlinear AR–GARCH models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
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Generalized Hyperbolic Distributions and Brazilian Data [PDF]
The aim of this paper is to discuss the use of the Generalized Hyperbolic Distributions to fit Brazilian assets returns. Selected subclasses are compared regarding goodness of fit statistics and distances.
Aquiles Farias, José Fajardo
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A BAYESIAN ALTERNATIVE TO GENERALIZED CROSS ENTROPY SOLUTIONS FOR UNDERDETERMINED ECONOMETRIC MODELS [PDF]
This paper presents a Bayesian alternative to Generalized Maximum Entropy (GME) and Generalized Cross Entropy (GCE) methods for deriving solutions to econometric models represented by underdetermined systems of equations. For certain types of econometric
Heckelei, Thomas +2 more
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