Results 131 to 140 of about 139,358 (346)
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
"Policy scepticism" and the impact of Northern Irish higher education institutions (HEIS) on their host region : accounting for regional budget contraints [PDF]
, 2010 This paper replicates the analysis of Scottish HEIs in Hermannsson et al (2010b) for the case of Northern Ireland. The motivation is to provide a self-contained analysis that is readily accessible by those whose primary concern is with the regional ...
Hermannsson, Kristinn +3 more
core
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Locked-in and Sticky Textbooks: Mainstream Teaching of the Money Supply Process [PDF]
Current macro-economic textbooks provide a fatally misleading description of the money supply process in modern economies. Over the past 20 years Post Keynesian authors have established conclusively that despite strictly-enforced cash reserve ...
Boermans, Martijn Adriaan +1 more
core +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
To What Extent Does ESG Performance Influence Board Engagement in Acquisition Activity?
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the relationship between boards and corporate acquisition activity. Specifically, we posit that boards with directors who have been politicians positively influence the propensity to pursue acquisitions and that ESG performance (divided into environmental, social, and governance scores) moderates this relationship.
Leticia Pérez‐Calero +4 more
wiley +1 more source
Fiscal consolidation : Dr Pangloss meets Mr Keynes [PDF]
, 2013 A simple dynamic framework is used to show how consolidation plans that are robust and effective at capacity output can be undermined by demand failure.
Miller, Marcus, Zhang, Lei
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study investigates how proactive environmental strategy, operationalized through company environmental strategy (CES) and green marketing strategy (GMS), shapes green brand competitiveness (GBC) and new green product success (NGPS) via green brand positioning (GBP).
Haozhe Ma, Arnaldo Coelho, Célia Santos
wiley +1 more source