Search Results - subject:"Relative convergence"

Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US

Morgan, Lynn Bergeland; Phillips, Peter C. B.; Sul, Donggyu - 2023

Persistent link: https://www.econbiz.de/10014538947

Convergence of European natural gas prices

Bastianin, Andrea; Galeotti, Marzio; Polo, Michele - 2018

number of changes in the implementation of the statistical tests. The analysis of relative convergence points to the …

Persistent link: https://www.econbiz.de/10012546051

Convergence of European natural gas prices

Bastianin, Andrea; Galeotti, Marzio; Polo, Michele - 2018

of changes in the implementation of the statistical tests. The analysis of relative convergence points to the existence …

Persistent link: https://www.econbiz.de/10012395753

El proceso de convergencia regional en México : un análisis de la dinámica de transición bajo heterogeneidad estatal y temporal

López González, José Ángel; Cermeño, Rodolfo - 2016

Persistent link: https://www.econbiz.de/10011664889

Convergence studies on Monte Carlo methods for pricing mortgage-backed securities

Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150

instruments. We further define two new concepts, absolute convergence and relative convergence, and show that while the … the desired accuracy for effective duration and effective convexity (relative convergence). These results suggest that …

Persistent link: https://www.econbiz.de/10011708977

Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities

Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10011274551

Convergence studies on Monte Carlo methods for pricing mortgage-backed securities

Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10011308463

Bernstein estimator for unbounded density copula

Bouezmarni, Taoufik; Ghouch, Anouar El; Taamouti, Abderrahim - Departamento de Economía, Universidad Carlos III de Madrid - 2011

estimator converges to infinity at the corner. We establish its relative convergence when the copula is unbounded and we provide …

Persistent link: https://www.econbiz.de/10010547881

Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method

Shibamoto, Masahiko; Tsutsui, Yoshiro; Yamane, Chisako - Research Institute for Economics and Business … - 2009

-prefectures. Using the concept of relative convergence, we find that although the poor stay poor, the relative income gap will narrow …

Persistent link: https://www.econbiz.de/10005042216

Transition Modeling and Econometric Convergence Tests

Phillips, Peter C.B.; Sul, Donggyu - Cowles Foundation for Research in Economics, Yale University - 2007

A new panel data model is proposed to represent the behavior of economies in transition allowing for a wide range of possible time paths and individual heterogeneity. The model has both common and individual specific components and is formulated as a nonlinear time varying factor model. When...

Persistent link: https://www.econbiz.de/10005593613