Search Results - subject:"Convolution"

Launching rockets : introducing Hofstede Pairs to business analyses, and the risks of ignoring them

Lanier, Charles - In: Review of business : interdisciplinary journal on risk … 40 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012173723

Implied risk aversion and pricing kernel in the FTSE 100 index

Liao, Wen Ju; Sung, Hao-Chang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012667184

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia

Gong, Xiaodong; Gao, Jiti - 2015

Persistent link: https://www.econbiz.de/10011781162

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia

Gong, Xiaodong; Gao, Jiti - 2015

Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution …

Persistent link: https://www.econbiz.de/10011309141

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia

Gong, Xiaodong; Gao, Jiti - 2015

Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution …

Persistent link: https://www.econbiz.de/10011307470

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia

Gong, Xiaodong; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2015

Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution …

Persistent link: https://www.econbiz.de/10011262824

Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects

Iwakura, Haruo - Institute of Economic Research, Kyoto University - 2014

estimators are derived using the infinite-dimensional convolution theorem by van der Varrt and Wellner (1996). It should be noted …

Persistent link: https://www.econbiz.de/10010735418

Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

Iwakura, Haruo; Okui, Ryo - Institute of Economic Research, Kyoto University - 2014

This paper studies the asymptotic efficiency in factor models with serially correlated errors and dynamic panel data models with interactive effects. We derive the efficiency bound for the estimation of factors, factor loadings and common parameters that describe the dynamic structure. We use...

Persistent link: https://www.econbiz.de/10010740026

Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points

Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117

Persistent link: https://www.econbiz.de/10012301329

Blocks of coordinates, stochastic programming, and markets

Flåm, Sjur D. - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 3-16

Persistent link: https://www.econbiz.de/10011993406