Search Results - subject:"Regularity Conditions"

Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis

Gurkan, G.; Listes, O.L. - Erasmus University Rotterdam, Econometric Institute - 2004

analysis of stochastic variational inequalities, and prove the equivalence of two different regularity conditions. …

Persistent link: https://www.econbiz.de/10004991135

Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach

Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron C. - Econometric Society - 2004

utility, profit, and cost functions. Commonly, these regularity conditions are imposed either locally or globally. Here we … extend and improve upon currently available estimation methods for imposing regularity conditions by imposing regularity on a …. Specific contributions of this paper are (a) to increase the computational speed and tractability of imposing regularity …

Persistent link: https://www.econbiz.de/10005342199

Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis

Birbil, S.I.; GÃ¼rkan, G.; ListeÅŸ, O. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

analysis of stochastic variational inequalities, and prove the equivalence of two different regularity conditions. …

Persistent link: https://www.econbiz.de/10005288631

The Theory of Functional Forms of the Consumer Demand System and its Application

Usui, Ikuyasu - 2010

This dissertation studies the consumer demand system focusing on its functional forms in the theoretical aspect and the empirical aspect. The theoretical part investigates the regularity property of the consumer demand system with the normalized quadratic functional form. We display the regular...

Persistent link: https://www.econbiz.de/10009430903

Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach

Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron - In: Computational Economics 36 (2010) 4, pp. 309-339

Persistent link: https://www.econbiz.de/10008776288

Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility

McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric Reviews 28 (2009) 5, pp. 422-440

Various univariate and multivariate models of volatility have been used to evaluate market risk, asymmetric shocks, thresholds, leverage effects, and Value-at-Risk in economics and finance. This article is concerned with market risk, and develops a constant conditional correlation vector...

Persistent link: https://www.econbiz.de/10005476150

A note on the dual of an unconstrained (generalized) geometric programming problem

Frenk, Frenk, J.B.G.; Still, G.J. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

In this note we show that the strong duality theorem of an unconstrained (generalized) geometric programming problem as defined by Peterson (cf.[1]) is actually a special case of a Lagrangian duality result. Contrary to [1] we also consider the case that the set C is compact and convex and in...

Persistent link: https://www.econbiz.de/10010731624

Modelling International Tourism Demand and Volatility in Small Island Tourism Economies

Shareef, Riaz; McAleer, Michael - School of Business, Edith Cowan University - 2005

of the regularity conditions of the logarithm of monthly international tourist arrivals and their growth rates suggest …

Persistent link: https://www.econbiz.de/10009642878

Estimating functions in the Bayesian paradigm

William, Martin; Durairajan, T. - In: Statistical Papers 42 (2001) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10005391197