Search Results - subject:"Conditional Independence"

Risk aggregation and stochastic claims reserving in disability insurance

Djehiche, Boualem; Löfdahl, Björn - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 100-108

We consider a large, homogeneous portfolio of life or disability annuity policies. The policies are assumed to be independent conditional on an external stochastic process representing the economic–demographic environment. Using a conditional law of large numbers, we establish the connection...

Persistent link: https://www.econbiz.de/10011116628

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - In: Journal of Econometrics 182 (2014) 1, pp. 27-44

We construct two classes of smoothed empirical likelihood ratio tests for the conditional independence hypothesis by …

Persistent link: https://www.econbiz.de/10010785278

Spurious regressions and near-multicollinearity, with an application to aid, policies and growth

Chatelain, Jean-Bernard; Ralf, Kirsten - In: Journal of Macroeconomics 39 (2014) PA, pp. 85-96

In multiple regressions, explanatory variables with simple correlation coefficients with the dependent variable below 0.1 in absolute value (such as aid/gross domestic product (GDP) with GDP growth) face a problem of parameter identification. They may have very large, statistically significant,...

Persistent link: https://www.econbiz.de/10011065309

The topology of information on the space of probability measures over Polish spaces

Barbie, Martin; Gupta, Abhishek - In: Journal of Mathematical Economics 52 (2014) C, pp. 98-111

independence property converges to a measure that also satisfies the same conditional independence property. This also corrects the … Hellwig (1996). We show that under this topology, a convergent sequence of probability measures satisfying a conditional …

Persistent link: https://www.econbiz.de/10011065450

Testing conditional independence restrictions

Linton, Oliver; Gozalo, Pedro L. - In: Econometric reviews 33 (2014) 5/6, pp. 523-552

Persistent link: https://www.econbiz.de/10010360794

Risk aggregration and stochastic claims reserving in disability insurance

Djehiche, Boualem; Löfdahl, Björn - In: Insurance / Mathematics & economics 59 (2014), pp. 100-108

Persistent link: https://www.econbiz.de/10010469169

Spurious regressions and near-multicollinearity, with an application to aid, policies and growth

Chatelain, Jean-Bernard; Ralf, Kirsten - In: Journal of macroeconomics 39 (2014) 1, pp. 85-96

Persistent link: https://www.econbiz.de/10010494123

The topology of information on the space of probability measures over Polish spaces

Barbie, Martin; Gupta, Abhishek - In: Journal of mathematical economics 52 (2014), pp. 98-111

Persistent link: https://www.econbiz.de/10010495162

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10010497148

The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table

Colignatus, Thomas - Volkswirtschaftliche Fakultät, … - 2007

formulated, with the parameters interpretable as regression coefficients. Requiring conditional independence would be too strong … conditional independence. The paper gives a taxonomy of issues of confounding, a parameterization by risk or safety, and develops … the various cases of dependence and (conditional) independence. The paper is supported by software that allows variations …

Persistent link: https://www.econbiz.de/10005789473