Search Results - subject:"Beta Distribution"

Time series models with an EGB2 conditional distribution

Caivano, M.; Harvey, A. - Faculty of Economics, University of Cambridge - 2013

beta distribution of the second kind (EGB2), in which the signal is a linear function of past values of the score of the …

Persistent link: https://www.econbiz.de/10010700221

PARAMETRIC DISTRIBUTION FAMILIES USEFUL FOR MODELLING NON-LIFE INSURANCE PAYMENTS DATA. TAIL BEHAVIOUR

Teodorescu, Sandra - In: Global Economic Observer 1 (2013) 2, pp. 104-111

those listed, special attention is paid to the transformed Beta distribution family. This distribution as well as those … which are obtained from it (special cases of four-parameter transformed Beta distribution) are used in the modeling of high …

Persistent link: https://www.econbiz.de/10010721090

A new strategy to estimate time-to-build completion rates

Jung, Yong-gook - In: Economics Bulletin 33 (2013) 2, pp. 1073-1081

summing up to one. As an alternative strategy, we may use the beta distribution as a restriction and calculate the … corresponding completion rates collectively. The estimation results of a time-to-build model indicate that imposing the beta … distribution may successfully preclude unrealistic completion pattern and improve fit of the model to data. …

Persistent link: https://www.econbiz.de/10010836165

The β Family of Inequality Measures

Olmedo, Luis José Imedio; Gallardo, Encarnación M. Parrado - Society for the Study of Economic Inequality - ECINEQ - 2013

This paper introduces and analyses, both normatively and statistically, a new class of inequality measures. This class generalizes and comprises different well-known families of inequality measures as particular cases. The elements of this new class are obtained by weighting local inequality...

Persistent link: https://www.econbiz.de/10011098386

Agglomeration economies in classical music

Borowiecki, Karol Jan - 2013

Persistent link: https://www.econbiz.de/10010241551

What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - 2013

The monthly frequency of price-changes is a prominent feature of many studies of the CPI micro-data. In this paper, we see how much this ties down the behavior of price-setters ("firms") in steady-state in terms of the average length of price-spells across firms. We are able to divide an upper...

Persistent link: https://www.econbiz.de/10009738914

Estimation of flexible fuzzy GARCH models for conditional density estimation

Almeida, Rui Jorge; Baştűrk, Nalan; Kaymak, Uzay; … - 2013

Persistent link: https://www.econbiz.de/10009781903

Agglomeration economies in classical music

Borowiecki, Karol Jan - 2013

Persistent link: https://www.econbiz.de/10010126750

What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - 2013

In this paper, we see how much the average monthly frequency of price changes ties down the behavior of firms in steady-state in terms of the average length of price-spells across firms. We use the UK CPI data at the aggregate and sectoral level and find that the actual mean is about twice the...

Persistent link: https://www.econbiz.de/10009736733

Model choice and size distribution : a Bayequentist approach

Engler, John-Oliver; Baumgärtner, Stefan - 2013

We propose a new three-step model-selection framework for size distributions in empirical data. It generalizes a recent frequentist plausibility-of-fit analysis (Step 1) and combines it with a relative ranking based on the Bayesian Akaike Information Criterion (Step 2). We enhance these...

Persistent link: https://www.econbiz.de/10009712517