Results 161 to 170 of about 13,804,862 (294)
Bootstrap Testing in Nonlinear Models [PDF]
When a model is nonlinear, bootstrap testing can be expensive because of the need to perform at least one nonlinear estimation for every bootstrap sample.
Russell Davidson, James G. MacKinnon
core
Abstract Prior literature on market categories and identities focuses primarily on whether categorical atypicality leads to positive or negative evaluation; however, much less is known about whether the evaluation is accurate or not. While it is important for producers to know if atypicality is penalized or rewarded, audiences are also concerned about ...
Pengfei Wang, Jingjiang Liu
wiley +1 more source
A joint model of cost and churn for the insurance industry
Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong +4 more
wiley +1 more source
A Tobit model with garch errors
In the context of time series regression, we extend the standard Tobit model to allow for the possibility of conditional heteroskedastic error processes of the GARCH type.
Calzolari, Giorgio, Fiorentini, Gabriele
core
Evaluating the technical efficiency of care among long-term care facilities in Xiamen, China: based on data envelopment analysis and Tobit model. [PDF]
Zhang L, Zeng Y, Fang Y.
europepmc +1 more source
Abstract Most insurance decisions combine risk management and an intertemporal dimension. Yet while non‐canonical behavioral models have been applied extensively to the risk management aspect, they are mostly missing from the intertemporal component. We expand insurance demand theory by showing that individuals who perceive themselves as present‐biased
Andreas J. Dambaur +1 more
wiley +1 more source
Innovation in Family Firms: The Role of Absorptive Capacity and Knowledge Collaboration
ABSTRACT While prior research suggests that family ownership can significantly facilitate sales and innovation, empirical findings often overlook the nuanced differences in innovation inputs between family and non‐family firms. We address this gap by examining the extent to which family firms are able to use absorptive capacity by creating knowledge ...
David Bruce Audretsch +3 more
wiley +1 more source
Input-output efficiency, productivity dynamics, and determinants in western China's higher education: A three-stage DEA, global Malmquist index, and Tobit model approach. [PDF]
Guo R, Ye M.
europepmc +1 more source
Beyond Collective Agreements: The Rise of the Wage Cushion in Germany
ABSTRACT Representative establishment data reveal that over 60% of German plants covered by collective agreements pay wages above the level stipulated in the agreements, creating a wage cushion between actual and contractual wages. While collective bargaining coverage has fallen over time, the prevalence of wage cushions has increased, particularly in ...
André Rieder, Claus Schnabel
wiley +1 more source
Estimation of a Tobit model with unknown censoring threshold
Conventional wisdom suggests that only the estimated intercept is affected by imposition of a zero censoring threshold on a Tobit model. This is true for Heckman-Lee estimation.
Thomas Zuehlke
core +1 more source

