Search Results - subject:"Index Model"

Defying the LATE? Identification of local treatment effects when the instrument violates monotonicity

de Chaisemartin, Clement - Department of Economics, University of Warwick - 2013

The instrumental variable method relies on strong "no-defiers" condition, which requires that the instrument affect every subject's treatment decision in the same direction. This paper shows that "no-defiers" can be replaced by a weaker "compliers-defiers" condition, which requires that a...

Persistent link: https://www.econbiz.de/10011144205

Re-evaluating the effectiveness of inflation targeting

Ardakani, Omid M.; Kishor, N. Kundan; Song, Suyong - In: Journal of economic dynamics & control 90 (2018), pp. 76-97

Persistent link: https://www.econbiz.de/10011974027

An efficient exact model for the cell formation problem with a variable number of production cells

Bychkov, Ilya; Batsyn, Mikhail - In: Computers & operations research : and their … 91 (2018), pp. 112-120

Persistent link: https://www.econbiz.de/10011793545

Estimation in semiparametric models with missing data

Chen, Songxi - Volkswirtschaftliche Fakultät, … - 2012

This paper considers the problem of parameter estimation in a general class of semiparametric models when observations are subject to missingness at random. The semiparametric models allow for estimating functions that are non-smooth with respect to the parameter. We propose a nonparametric...

Persistent link: https://www.econbiz.de/10011109911

ПОДХОДЫ К РЕГУЛИРОВАНИЮ ДВИЖЕНИЯ ДЕНЕЖНЫХ ПОТОКОВ КОНТРАГЕНТОВ БАНКА

ВАЛЕРИЕВИЧ, НИКИТИН АНДРЕЙ - In: Бизнес Информ (2012) 3, pp. 204-208

В исследовании предложен подход к оценке регулирования движения денежных потоков контрагентов банка на основе интегрального показателя достаточности...

Persistent link: https://www.econbiz.de/10011217147

Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model

Kamal, Javed Bin - Volkswirtschaftliche Fakultät, … - 2012

The paper aims at constructing an optimal portfolio by applying Sharpe’s single index model of capital asset pricing in … went for single index model applied to same stocks those made to the optimum portfolio in ex ante stock price bubble … Index Model criteria i.e. excess return over beta must be higher than the risk free rate. Here for the period of 2010 to …

Persistent link: https://www.econbiz.de/10011112447

Approaches to Regulatory of Money Flows of Bank Contactors

Nikitin Andrey V. - In: Business Inform (2012) 10, pp. 204-208

It is offered an approach to the estimation of sufficiency of money flows of bank contractors on the basis of integral index that allows controlling the dynamics of sufficiency indexes of money flows and regulating a direction of its development. The open financial reports of industrial...

Persistent link: https://www.econbiz.de/10010671972

A Comparative Analysis of the Performance of Collective Investment Institutions

Carmen-Pilar Mart¨ª-Ballester - In: Review of Economics & Finance 2 (2012) May, pp. 43-52

investment institutions. To this end, we apply a multi-index model based on an extension of Jensen?s Alpha to a sample of data …

Persistent link: https://www.econbiz.de/10010686060

Modelos de Índice de Difusão para prever a taxa de crescimento do PIB agrícola brasileiro [Diffusion index models to forecast GDP growth rate Brazilian agriculture]

Ferreira, Roberto Tatiwa; Júnior, José Nilo de Oliveira; … - In: Nova Economia 22 (2012) 1, pp. 117-139

This article uses linear and nonlinear diffusion index models to forecast, one step ahead, the quarterly growth rate of Brazilian Agricultural GDP. These models are composed by common factor which allow a significant reduction in the number of the original explanatory variables. After comparing...

Persistent link: https://www.econbiz.de/10010655916

The Arab League : export earnings and economic development

Gouvea Neto, Raúl de; Vora, Gautam - In: Modern economy 8 (2017) 4, pp. 604-641

Persistent link: https://www.econbiz.de/10011694698