Search Results - subject:"Transition Probability"

Transition probability, dynamic regimes, and the critical point of financial crisis

Tang, Yinan; Chen, Ping - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 11-20

-equilibrium physics. The transition probability provides a new tool for diagnosing a changing market. Both calm and turbulent markets can … be described by the birth–death process for price movements driven by identical agents. The transition probability in a … the upper and lower curves in transition probability. Three dynamic regimes are discovered from two time periods including …

Persistent link: https://www.econbiz.de/10011264543

The Unemployment Gender Gap in a Comparative Perspective

Baussola, Maurizio; Jenkins, Jamie; Mussida, Chiara; … - Centro di Ricerca Interdipartimentale in Sviluppo … - 2015

transition probability from each state makes to the unemployment differentials between males and females. This investigation …

Persistent link: https://www.econbiz.de/10011264827

Transition choice probabilities in logit

Delle Site, Paolo; Salucci, Marco Valerio - In: Economics Letters 126 (2015) C, pp. 135-139

We consider the widely used multinomial logit model with i.i.d. Gumbel random terms. Transition choice probabilities, i.e. probabilities of choosing alternative i in the first choice and alternative j in the second, are available in analytic form in the two extreme cases where the random terms...

Persistent link: https://www.econbiz.de/10011189559

Explicit form of approximate transition probability density functions of diffusion processes

Choi, Seungmoon - In: Journal of econometrics 187 (2015) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10011498739

On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games

Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Mathematical methods of operations research 81 (2015) 2, pp. 169-179

Persistent link: https://www.econbiz.de/10010526380

Transition choice probabilities in logit

Delle Site, Paolo; Salucci, Marco Valerio - In: Economics letters 126 (2015), pp. 135-139

Persistent link: https://www.econbiz.de/10011376443

Dynamics of the black-white gap in academic achievement

McDonough, Ian K. - In: Economics of education review 47 (2015), pp. 17-33

Persistent link: https://www.econbiz.de/10011572537

Macroeconomic stress, equity market liquidity spirals and Markov regime switching

Mishra, Ajay Kumar; Tripathy, Trilochan - In: International journal of economics and finance 7 (2015) 6, pp. 179-192

Persistent link: https://www.econbiz.de/10011292356

Business Ownership and Self-Employment in Developing Economies: The Colombian Case

Parga, Ximena Peña; Mondragón-Vélez, Camilo - UNIVERSIDAD DE LOS ANDES-CEDE - 2008

We characterize entrepreneurship in developing economies through a case study for Colombia. We document self-employment and business ownership since the 1980s; while the relative size of these groups within the labor force is stable across time, they differ significantly in important observable...

Persistent link: https://www.econbiz.de/10005082470

Modeling rating data with Nonlinear CUB models

Manisera, Marica; Zuccolotto, Paola - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 100-118

framework of the Nonlinear CUB models, it is possible to express a transition probability, i.e. the probability of increasing …

Persistent link: https://www.econbiz.de/10010785336