Search Results - subject:"Delta method"

Sensitivity of optimal replacement policies to lifetime parameter estimates

Fouladirad, Mitra; Paroissin, Christian; Grall, Antoine - In: European journal of operational research : EJOR 266 (2018) 3, pp. 963-975

Persistent link: https://www.econbiz.de/10011812122

The numerical delta method

Hong, Han; Li, Jessie - In: Journal of econometrics 206 (2018) 2, pp. 379-394

Persistent link: https://www.econbiz.de/10012110395

Confidence sets for inequality measures : Fieller-type methods

Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda; … - In: Productivity and Inequality, (pp. 143-155). 2018

Persistent link: https://www.econbiz.de/10013357122

A Multi-Stage Almost Ideal Demand System: the case of beef demand in Colombia

Hassan, Andrés Ramírez - UNIVERSIDAD EAFIT - 2012

estimates in order to use the Delta Method for calculating the standard deviation of the long-term elasticities estimates …

Persistent link: https://www.econbiz.de/10010762771

On the role of the estimation error in prediction of expected shortfall

Lönnbark, Carl - Institutionen för Nationalekonomi, Umeå Universitet - 2012

In the estimation of risk measures such as Value at Risk and Expected shortfall relatively short estimation windows are typically used rendering the estimation error a possibly non-negligible component. In this paper we build upon previous results for the Value at Risk and discuss how the...

Persistent link: https://www.econbiz.de/10010564003

Inverting the indirect - the ellipse and the boomerang : visualizing the confidence intervals of the structural coefficient from two-stage least squares

Hirschberg, Joseph G.; Lye, Jenny N. - In: Journal of econometrics 199 (2017) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10011897669

Trade potential revisited : a panel data analysis for Zimbabwe

Proença, Isabel; Martinez-Galán, Enrique; Fontoura, … - In: Applied econometrics and international development 17 (2017) 1, pp. 113-130

Persistent link: https://www.econbiz.de/10011856409

Inefficiency and bias of modified value-at-risk and expected shortfall

Martin, R. Douglas; Arora, Rohit - In: Journal of risk 19 (2017) 6, pp. 59-84

Persistent link: https://www.econbiz.de/10011799157

Provisionnement et mesure de risque en assurance dommage dans le cadre de Solvabilité II

Khordj, Mohamed; Haffar, Adlane; Teulon, Frédéric - In: Revue Gestion 2000 : management & prospective 34 (2017) 3, pp. 137-168

Persistent link: https://www.econbiz.de/10011964551

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011

datain that period. To calculate asymptotically valid confidence intervals we usethe delta method and two bootstrap variants …

Persistent link: https://www.econbiz.de/10010460507