Search Results - subject:"Conditional Distributions"

Macroeconomic and financial risks : a tale of mean and volatility

Caldara, Dario; Scotti, Chiara; Zhong, Molin - 2021

Persistent link: https://www.econbiz.de/10012700481

Robust estimates of vulnerability to poverty using quantile models

Oconnor, Christopher - In: Economic modelling 123 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014462564

The One-way Fubini Property and Conditional Independence : an equivalence result

Hammond, Peter J.; Sun, Yeneng - 2019 - Revised July 2019

Persistent link: https://www.econbiz.de/10012267179

Breaking the bank? : a probabilistic assessment of euro area bank profitability

Elekdaǧ, Selim Ali; Malik, Sheheryar; Mitra, Srobona - 2019

profitability. However, the estimated conditional distributions reveal that, while higher growth would raise profits on average, a …

Persistent link: https://www.econbiz.de/10012154822

Breaking the Bank? : a Probabilistic Assessment of Euro Area Bank Profitability

Elekdaǧ, Selim Ali; Malik, Sheheryar; Mitra, Srobona - In: Journal of banking & finance 120 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012521348

Joint Distribution of Minimum of N Iid Exponential Random Variables and Poisson Marginal

Al-Obaidi, Ali Hussein Mahmood - In: Journal of Asian Scientific Research 3 (2013) 3, pp. 337-343

stochastic representations. Our results include explicit formulas for marginal and conditional distributions, moments and moments …

Persistent link: https://www.econbiz.de/10010641436

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135

Persistent link: https://www.econbiz.de/10011795009

Conditional parameter estimates from mixed logit models: Distributional assumptions and a free software tool

Hess, Stephane - In: Journal of Choice Modelling 3 (2010) 2, pp. 134-152

of a freeware software tool that allows users to compute conditional distributions independently of the software used … have on the results obtained with conditional distributions. Here, an application using stated choice data collected in … Denmark shows that while the move from unconditional to conditional distributions possibly brings results closer together …

Persistent link: https://www.econbiz.de/10010289566

Estimating portfolio credit losses in downturns

Moreira, Fernando - In: Financial markets, institutions & instruments 24 (2015) 5, pp. 391-414

Persistent link: https://www.econbiz.de/10011412170

Compatibility results for conditional distributions

Berti, Patrizia; Dreassi, Emanuela; Rigo, Pietro - In: Journal of Multivariate Analysis 125 (2014) C, pp. 190-203

putative conditional distributions Q1,…,Qk. Each Qi is regarded as a possible (or putative) conditional distribution for Xi …

Persistent link: https://www.econbiz.de/10011041946