Search Results - subject:"Non parametric"

The impact of the "Green Transition" in the field of food packaging on the behavior of Romanian consumers

Jurconi, Alexandru; Popescu, Ioana Maria; Manea, … - In: Amfiteatru Economic Journal 24 (2022) 60, pp. 395-409

the use of eco-sustainable packaging. The validation of the research hypotheses was done with methods of non-parametric …

Persistent link: https://www.econbiz.de/10014462025

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: SPOUDAI - Journal of Economics and Business 72 (2022) 3/4, pp. 3-55

We investigate whether alternative asset classes should be included in optimal portfolios of the most prominent investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss Averse types of investors. We develop a stochastic spanning...

Persistent link: https://www.econbiz.de/10014477251

Impulse response estimation via flexible local projections

Mumtaz, Haroon; Piffer, Michele - 2022

This paper introduces a exible local projection that generalises the model by Jordà (2005) to a non-parametric setting …

Persistent link: https://www.econbiz.de/10014480365

A century of regional inequalities in Brazil

Magalhães, João Carlos Ramos; Alves, Pedro Jorge Holanda - 2022

five Brazilians' macro-regions, from 1920 to 2016. The use of non-parametric statistics reveals rough short-term paths of …

Persistent link: https://www.econbiz.de/10014548570

Sampling methods for the concentration parameter and discrete baseline of the Dirichlet Process

Liu, Yang; Nandram, Balgobin - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 21-36

There are many models in the current statistical literature for making inferences based on samples selected from a finite population. Parametric models may be problematic because statistical inference is sensitive to parametric assumptions. The Dirichlet process (DP) prior is very flexible and...

Persistent link: https://www.econbiz.de/10015051615

Efficiencies of faith and secular microfinance institutions in regions of Asia, Africa, and Latin America: A two-stage dual efficiency bootstrap DEA approach

Kolloju, Adithya Kiran; Meoli, Michele - In: Economies 10 (2022) 3, pp. 1-12

Purpose: the objective is to measure the financial and social performance of 127 microfinance institutions (MFIs) and observe the effects with explanatory factors such as 'type', 'geography region', and 'secular and faith' variables. Design/methodology/approach: The time-series performance...

Persistent link: https://www.econbiz.de/10013200008

Cryptocurrencies, diversification and the COVID-19 pandemic

Allen, David E. - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-25

and the S&P500 Index using a variety of parametric and non-parametric techniques. These methods include linear standard … measures of association. In addition, non-linear, non-parametric measures such as the Generalised Measure of Correlation (GMC …) and non-parametric copula estimates are applied. The results across this range of measures are consistent. The metrics …

Persistent link: https://www.econbiz.de/10013201406

Measuring female factor in determinants of entrepreneurship: Illustration by case of Côte d'Ivoire through a quasi-experimental ex-post approach

Koné, Salif - In: The Journal of Entrepreneurial Finance (JEF) 24 (2022) 3, pp. 100-119

's entrepreneurship in general and specifically in Côte d'Ivoire. To do this, we conducted a quasi-experimental analysis using non-parametric …

Persistent link: https://www.econbiz.de/10015108130

Islamic finance and economic growth: The Turkish experiment

Ledhem, Mohammed Ayoub; Mekidiche, Mohammed - In: ISRA International Journal of Islamic Finance 14 (2022) 1, pp. 4-19

endogenous growth model in Turkey using a robust non-parametric approach. …

Persistent link: https://www.econbiz.de/10015052313

A century of regional inequalities in Brazil

Magalhães, João Carlos Ramos; Alves, Pedro Jorge Holanda - 2022

five Brazilians' macro-regions, from 1920 to 2016. The use of non-parametric statistics reveals rough short-term paths of …

Persistent link: https://www.econbiz.de/10014428797