Search Results - subject:"Structural Models"

Exogenous impact and conditional quantile functions

Chesher, Andrew - EconWPA - 2001

An exogenous impact function is defined as the derivative of a structural function with respect to an endogenous variable, other variables, including unobservable variables held fixed. Unobservable variables are fixed at specific quantiles of their marginal distributions. Exogenous impact...

Persistent link: https://www.econbiz.de/10005119107

The Relationship of the Degree of Exposure to a Technological Disaster and Emotional Response: A Structural Model Approach

Esparcia, Adolfo; Olmos, Joan Guárdia - In: Quality & Quantity: International Journal of Methodology 35 (2001) 2, pp. 161-171

Persistent link: https://www.econbiz.de/10009391295

Structural Analysis of Manufacturer Pricing in the Presence of a Strategic Retailer

Sudhir, K. - In: Marketing Science 20 (2001) 3, pp. 244-264

Consumer goods manufacturers usually sell their brands to consumers through common independent retailers. Theoretical research on such channel structures has analyzed the optimal behavior of channel members under alternative assumptions of manufacturer-retailer interaction (Vertical Strategic...

Persistent link: https://www.econbiz.de/10008787604

Competitive Pricing Behavior in the Auto Market: A Structural Analysis

Sudhir, K. - In: Marketing Science 20 (2001) 1, pp. 42-60

In a competitive marketplace, the effectiveness of any element of the marketing mix is determined not only by its absolute value, but also by its relative value with respect to the competition. For example, the effectiveness of a price cut in increasing demand is critically related to...

Persistent link: https://www.econbiz.de/10008788187

Measuring Co-Movements Between US and European Stock Markets

Bonfiglioli, Alessandra; Favero, Carlo A. - C.E.P.R. Discussion Papers - 2000

In this paper we concentrate on the potential consequences for the European stock market of a correction of the US stock market. We conduct our analysis by explicitly considering the distinction between interdependence and contagion. By considering a Vector Error Correction Model, in which stock...

Persistent link: https://www.econbiz.de/10005067572

Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator

Li, Tong - In: Statistics & Probability Letters 47 (2000) 3, pp. 243-248

Hsiao (1989, J. Econometrics 41, 159-185) proposes a minimum distance estimator in estimating the structural nonlinear errors-in-varaibles models. We propose a simulated minimum distance estimator that is consistent and resolves the computational difficulty involved in the minimum distance...

Persistent link: https://www.econbiz.de/10005223952

Optimal Mailing of Catalogs: A New Methodology Using Estimable Structural Dynamic Programming Models

Gönül, Füsun; Shi, Meng Ze - In: Management Science 44 (1998) 9, pp. 1249-1262

We investigate the key determinants of the optimal direct mail policy in a dynamic environment where customers maximize utility and the direct mailer maximizes profits. We measure the sensitivity of the customers to receiving a catalog in the mail, while controlling for customer characteristics...

Persistent link: https://www.econbiz.de/10009191809

Estimating the Impact of Consumer Expectations of Coupons on Purchase Behavior: A Dynamic Structural Model

Gönül, Füsun; Srinivasan, Kannan - In: Marketing Science 15 (1996) 3, pp. 262-279

limitation of our model, and estimable structural models in general, is the computational cost. While it is possible to … functions without sacrificing much accuracy. When these methods are well developed we expect that structural models will become … expectations on choice behavior. The target audiences for our paper are (a) empirical researchers who intend to make structural …

Persistent link: https://www.econbiz.de/10008788057

Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises

Huang, Shirley J.; Yu, Jun - School of Economics, Singapore Management University

In this paper a Markov chain Monte Carlo (MCMC) technique is developed for the Bayesian analysis of structural credit risk models with microstruc- ture noises. The technique is based on the general Bayesian approach with posterior computations performed by Gibbs sampling. Simulations from the...

Persistent link: https://www.econbiz.de/10010561676

Management, Strategy, and Industry Structure As Influences on the Success of New Firms: A Structural Model

Keeley, Robert H.; Roure, Juan B. - In: Management Science 36 (1990) 10, pp. 1256-1267

This study develops and tests a model examining the interrelationships and relative importance of management characteristics, business strategy and industry structure as influences on the performance of new, technology based companies. For a sample of 36 companies the founding managers had a...

Persistent link: https://www.econbiz.de/10009191916