Search Results - subject:"Duration Models"

Modelling financial high frequency data using point processes

Bauwens, Luc; Hautsch, Nikolaus - 2007

In this paper, we give an overview of the state-of-the-art in the econometric literature on the modeling of so-called financial point processes. The latter are associated with the random arrival of specific financial trading events, such as transactions, quote updates, limit orders or price...

Persistent link: https://www.econbiz.de/10010263710

Childhood economic conditions and length of life: evidence from the UK boyd orr cohort, 1937 - 2005

Frijters, Paul; Shields, Michael A.; Hatton, Timothy J.; … - 2007

We study the importance of childhood socioeconomic conditions in explaining differences in life expectancy using data from a sample of around 5,000 children collected in the UK in 1937-39, who have been traced through official death records up to 2005. We estimate a number of duration of life...

Persistent link: https://www.econbiz.de/10010268338

Factores que influyen en la velocidad del proceso exportador: Aplicación a las empresas manufactureras españolas

Olivares Mesa, Arístides; Suárez Ortega, S. M. - In: Investigaciones Europeas de Dirección y Economía de … 13 (2007) 1, pp. 167-181

This study postulates the export development process is a set of sequential phases: the preengagement phase, the initial phase and the advanced phase. We empirically investigate factors that accelerate or decelerate timing of entry in each phase. Based on the resource-based view of the firm, we...

Persistent link: https://www.econbiz.de/10010280419

R&D-EXPERIENCE AND INNOVATION SUCCESS

Beneito, Pilar; Llopis, Amparo Sanchis; Barrachina, … - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2007

This paper analyses the role of firms' R&D-experience in their innovative success using a representative sample of Spanish firms for the period 1990-2002. Using count data models and within an innovation production function approach, we investigate the influence of firms' R&D-experience in the...

Persistent link: https://www.econbiz.de/10005515807

Oil rents and the tenure of the leaders in Africa

Désiré, Omgba Luc - In: Economics Bulletin 3 (2007) 42, pp. 1-12

It is often underlined that African oil producing countries are politically unstable as a result of this natural resource. Based on the data relating to the duration in office of 101 heads of States exercises of power of 26 African countries (North Africa and Sub-Saharan Africa), our study finds...

Persistent link: https://www.econbiz.de/10011208237

Oil rents and the tenure of the leaders in Africa

Désiré, Omgba Luc - In: Economics Bulletin 3 (2007) 42, pp. 1-12

Persistent link: https://www.econbiz.de/10005094649

Sick of work or too sick to work? Evidence on health shocks and early retirement from the BHPS

Roberts, Jennifer; Rice, Nigel; Jones, Andrew M. - Department of Economics, University of Sheffield - 2007

We follow individuals as they retire using discrete-time hazard models applied to a stock sample from 12 waves of the British Household Panel Survey. Results confirm that health shocks are a determinant of retirement age and are quantitatively more important than pension entitlement. This is the...

Persistent link: https://www.econbiz.de/10005593080

Modelling Financial High Frequency Data Using Point Processes

Bauwens, Luc; Hautsch, Nikolaus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

individual models and discuss major empirical applications. Keywords: Financial point processes, dynamic duration models, dynamic … major statistical tools. In Section 3, we review the class of dynamic duration models. Specifying a (dynamic) duration model … process model. Throughout this chapter we associate the term duration models to a model of the (discrete-time) duration …

Persistent link: https://www.econbiz.de/10005678003

The Dynamics and Persistence of Poverty: Evidence from Italy

Devicienti, Francesco; Gualtieri, Valentina - Collegio Carlo Alberto, Università degli Studi di Torino - 2007

This article studies the dynamics and persistence of poverty in Italy during the nineties, using the ECHP, 1994-2001. Various definitions of poverty are analyzed in parallel, income poverty, subjective poverty and a multidimensional index of life-style deprivation. For each poverty definition,...

Persistent link: https://www.econbiz.de/10005765466

FACTORES QUE INFLUYEN EN LA VELOCIDAD DEL PROCESO EXPORTADOR: APLICACIÓN A LAS EMPRESAS MANUFACTURERAS ESPAÑOLAS /

Olivares Mesa, A.; Suárez Ortega, S.M - In: Investigaciones Europeas de Dirección y Economía de … 13 (2007) 1, pp. 167-181

Este estudio plantea el proceso exportador como un conjunto de fases sucesivas: la fase previa, la fase inicial y la fase avanzada. Investigamos empíricamente los factores que aceleran o retardan la entrada de la empresa en cada una de las fases. Sobre la teoría de los recursos y capacidades...

Persistent link: https://www.econbiz.de/10010567198