Search Results - subject:"additional information"

ФОРМИРОВАНИЕ АУДИТОРСКОГО МНЕНИЯ И ВАРИАНТЫ ЕГО МОДИФИКАЦИИ

ГЕННАДЬЕВНА, БЕЛОЗЕРОВА ТАТЬЯНА - In: Вестник Адыгейского … (2012) 3, pp. 137-144

В мае 2010 г. приказом Министерства финансов Российской Федерации №46-н утверждены три Федеральных стандарта аудиторской деятельности (ФСАД №1/2010, №2/2010, №3/2010),...

Persistent link: https://www.econbiz.de/10011231284

Data protection and statistics – a dynamic and tension-filled relationship

Schaar, Peter - 2009

: the vast amount of additional information now available on the Internet makes it almost impossible to judge whether …

Persistent link: https://www.econbiz.de/10011934342

Data protection and statistics – a dynamic and tension-filled relationship

Schaar, Peter - Rat für Sozial- und Wirtschaftsdaten (RatSWD), … - 2009

: the vast amount of additional information now available on the Internet makes it almost impossible to judge whether …

Persistent link: https://www.econbiz.de/10008678638

Utility duality under additional information: Conditional measures versus filtration enlargements

Ankirchner, Stefan - 2005

The utility maximisation problem is considered for investors with anticipative additional information. We distinguish …

Persistent link: https://www.econbiz.de/10010263595

Utility duality under additional information: conditional measures versus filtration enlargements

Ankirchner, Stefan - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005

The utility maximisation problem is considered for investors with anticipative additional information. We distinguish …

Persistent link: https://www.econbiz.de/10005207942

Forecasting based on Very Small Samples and Additional Non-Sample Information

Brännäs, Kurt; Hellström, Jörgen - Institutionen för Nationalekonomi, Umeå Universitet - 1998

Generalized method of moments estimation and forecasting is introduced for very small samples when additional non-sample information is available. Small simulation experiments are conducted for the linear model with errors-in-variables and for a Poisson regression model. Two empirical...

Persistent link: https://www.econbiz.de/10005651952