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  • Search: subject:"Bivariate Poisson"
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Year of publication
Subject
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Bivariate Poisson 5 Football 4 Fußball 3 Professional sports 3 Profisport 3 Bivariate Poisson process 2 COVID-19 2 Intraday 2 Liquidity Buffer 2 Liquidity Risk 2 Monte Carlo Simulation 2 Oversight 2 Payments Systems 2 football 2 paired-comparison models 2 sport statistics 2 Australia 1 Australian rules football 1 Australien 1 Autoregression 1 Competition 1 Coronavirus 1 EM algorithm 1 Football Match Results 1 Forecasting 1 Forecasting model 1 Ordered Probit 1 Ordered probit 1 Probabilistic loss function 1 Prognoseverfahren 1 Random effects 1 Score-driven models 1 Skellam 1 Sport 1 Sports 1 Sports economics 1 Sportökonomik 1 Theorie 1 Theory 1 Time series analysis 1
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Online availability
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Free 9
Type of publication
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Book / Working Paper 7 Article 2
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5 Undetermined 4
Author
All
Lit, Rutger 4 Gorgi, Paolo 2 Koopman, Siem Jan 2 Koopman, Siem Jan S.J. 2 Alotaibi, Naif 1 Carrivick, Philip J.W. 1 Chumacero, Romulo 1 Khare, Akshay 1 Lee, Andy H. 1 León, Carlos 1 Léon, Carlos 1 Scarf, Phil 1 Stevenson, Mark R. 1 Wang, Kui 1 Yau, Kelvin K.W. 1
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Institution
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BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 IMA journal of management mathematics 1 MPRA Paper 1
Source
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ECONIS (ZBW) 3 RePEc 3 EconStor 2 BASE 1
Showing 1 - 9 of 9
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On skill and chance in sport
Scarf, Phil; Khare, Akshay; Alotaibi, Naif - In: IMA journal of management mathematics 33 (2022) 1, pp. 53-73
Persistent link: https://www.econbiz.de/10012654787
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Estimation of final standings in football competitions with premature ending: the case of COVID-19
Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger - 2020
We study an alternative approach to determine the final league table in football competitions with a premature ending. For several countries, a premature ending of the 2019/2020 football season has occurred due to the COVID-19 pandemic. We propose a model-based method as a possible alternative...
Persistent link: https://www.econbiz.de/10012427170
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Estimation of final standings in football competitions with premature ending : the case of COVID-19
Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger - 2020
We study an alternative approach to determine the final league table in football competitions with a premature ending. For several countries, a premature ending of the 2019/2020 football season has occurred due to the COVID-19 pandemic. We propose a model-based method as a possible alternative...
Persistent link: https://www.econbiz.de/10012427707
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Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
Koopman, Siem Jan S.J.; Lit, Rutger - 2017
We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national league competitions. The proposed dynamic model is based on the score of the predictive observation mass function for a high-dimensional panel of weekly match results. Our main...
Persistent link: https://www.econbiz.de/10011819455
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Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan S.J.; Lit, Rutger - 2017
We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national league competitions. The proposed dynamic model is based on the score of the predictive observation mass function for a high-dimensional panel of weekly match results. Our main...
Persistent link: https://www.econbiz.de/10011688523
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Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
Léon, Carlos - BANCO DE LA REPÚBLICA - 2012
´s intraday liquidity risk. Based on the generation of bivariate Poisson random numbers for simulating the minute …
Persistent link: https://www.econbiz.de/10010763701
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Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach
León, Carlos - Banco de la Republica de Colombia - 2012
’s intraday liquidity risk. Based on the generation of bivariate Poisson random numbers for simulating the minute …
Persistent link: https://www.econbiz.de/10010548326
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Altitude or hot air?
Chumacero, Romulo - Volkswirtschaftliche Fakultät, … - 2007
This paper uses several econometric models to evaluate the determinants of the outcomes of the World Cup Qualifying matches played in South America. It documents the relative importance of home-field advantage and other factors. Contrary to popular belief, altitude appears not to be an important...
Persistent link: https://www.econbiz.de/10005052189
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Modelling bivariate count series with excess zeros
Lee, Andy H.; Wang, Kui; Yau, Kelvin K.W.; Carrivick, … - 2005
Bivariate time series of counts with excess zeros relative to the Poisson process are common in many bioscience applications. Failure to account for the extra zeros in the analysis may result in biased parameter estimates and misleading inferences. A class of bivariate zero-inflated Poisson...
Persistent link: https://www.econbiz.de/10009448442
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