Search Results - subject:"SML"

Scenario sampling for large supermodular games

Graham, Bryan S.; Pelican, Andrin - 2023

-market entry games. More generally, the algorithm facilitates simulated maximum likelihood (SML) estimation of games with large …

Persistent link: https://www.econbiz.de/10014480510

Scenario sampling for large supermodular games

Graham, Bryan S.; Pelican, Andrin - 2023 - This Draft: July 2023

-market entry games. More generally, the algorithm facilitates simulated maximum likelihood (SML) estimation of games with large …

Persistent link: https://www.econbiz.de/10014316766

SNP and SML estimation of univariate and bivariate binary-choice models

Luca, Giuseppe De - In: Stata Journal 8 (2008) 2, pp. 190-220

We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363-390), the semiparametric maximum likelihood ap- proach of Klein and Spady (1993, Econometrica 61: 387-421), and a set of new Stata commands for semiparametric estimation of three binary-choice models....

Persistent link: https://www.econbiz.de/10005748339

Copula-based stochastic cost frontier with correlated technical and allocative inefficiency

Das, Arabinda - In: Journal of quantitative economics 19 (2021) 2, pp. 207-222

Persistent link: https://www.econbiz.de/10012584924

Institutional investor sentiment, beta, and stock returns

Wang, Wenzhao - In: Finance research letters 37 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012484979

Speaking truth to power through social movements and learning

Grenier, Robin S. - In: Advances in developing human resources : ADHR 21 (2019) 2, pp. 143-149

Persistent link: https://www.econbiz.de/10011997047

A deep dive : does big data improve maturity in the developed capital markets?

Singh, Rajesh Kumar; Mitra, Subrata Kumar - In: Theoretical economics letters 9 (2019) 1, pp. 60-74

Persistent link: https://www.econbiz.de/10012005237

Validita modelu CAPM na akciovém trhu USA

Širůček, Martin; Šoba, Oldřich; Němeček, Jaroslav - Volkswirtschaftliche Fakultät, … - 2014

stock data of selected companies. Security Market Line (SML) was used on the data collected from a wide range of investment … by using the model of Security Market Line (SML) verify the validity of CAPM model by assets pricing. According to Alfa … the shape of SML curve can be recommended by using as discount factor. …

Persistent link: https://www.econbiz.de/10011201277

Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange

Gómez-González, José Eduardo; Sanabria-Buenaventura, … - BANCO DE LA REPÚBLICA - 2012

We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting the classical linear CAPM. Furthermore, we find inconsistent linear betas for a series of stocks in the Colombian stock exchange (BVC), supporting the hypothesis of a better and consistent...

Persistent link: https://www.econbiz.de/10010763661

Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange

Gómez-González, José Eduardo; Sanabria-Buenaventura, … - Banco de la Republica de Colombia - 2012

Persistent link: https://www.econbiz.de/10010543166