Search Results - subject:"Distribution Function"

Numerical distribution functions of fractional unit root and cointegration tests

MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171

Persistent link: https://www.econbiz.de/10010414227

Generalized moment-independent importance measures based on Minkowski distance

Zhai, Qingqing; Yang, Jun; Xie, Min; Zhao, Yu - In: European journal of operational research : EJOR 239 (2014) 2, pp. 449-455

Persistent link: https://www.econbiz.de/10010407842

The contribution of human capital variables to changes in the wage distribution function

Ghosh, Pallab Kumar - In: Labour economics : official journal of the European … 28 (2014), pp. 58-69

Persistent link: https://www.econbiz.de/10010481250

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; … - 2007

goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to reestimate unknown …

Persistent link: https://www.econbiz.de/10010328518

Loans Size and Portfolio Loss Predictability in Argentina

Bebczuk, Ricardo N. - In: Ensayos Económicos 1 (2007) 49, pp. 139-155

The main purpose of our work is to construct portfolio loss distributions of small and large loans in Argentina using bootstrapping techniques. Annual data (covering the 1999-2005 period) from the Debtors Register of the Central Bank of Argentina over 580.000 records have been used. The work has...

Persistent link: https://www.econbiz.de/10010849659

Global and local stationary modelling in finance : theory and empirical evidence

Guegan, Dominique - HAL - 2007

obtain the distribution function of some specific models. …

Persistent link: https://www.econbiz.de/10010750670

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; … - Laboratory of Economics and Management (LEM), Scuola … - 2007

goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown … statistics based on the empirical distribution function: The case of unknown parameters. Marco Capasso⁄ Lucia Alessi⁄ Matteo … Monte- Carlo simulations the distributions of goodness-of-flt test statistics based on the em- pirical distribution function …

Persistent link: https://www.econbiz.de/10005650091

Effect of IMF Structural Adjustment Programson Expectations; The Case of Transition Economies

Imam, Patrick A. - International Monetary Fund (IMF) - 2007

We analyze the effect of IMF programs on economic agents' expectations about the economy in transitional countries using survey data from the Central and Eastern Eurobarometer poll, an annual general public survey monitoring the evolution of public opinion from 1990 to 1997. Previous studies, in...

Persistent link: https://www.econbiz.de/10005768769

Global and local stationary modelling in finance : theory and empirical evidence.

Guégan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007

obtain the distribution function of some specific models. …

Persistent link: https://www.econbiz.de/10005670891

Estimation of the parameters of stochastic differential equations

Jeisman, Joseph Ian - 2006

cumulative distribution function(CDF) provides the best balance across all of the desired characteristics. The recommended …

Persistent link: https://www.econbiz.de/10009437988