Search Results - subject:"dynamic binary choice models"

CEO turnover in public and private organizations: Analysis of the relevance of different performance horizons

Lafuente, Esteban; García Cestona, Miguel Angel - In: Journal of Economics, Finance and Administrative Science 26 (2021) 52, pp. 333-357

documented in a sample of 1,493 Spanish public and private firms during 1998-2004 by computing dynamic binary choice models that …

Persistent link: https://www.econbiz.de/10013192210

CEO turnover in public and private organizations : analysis of the relevance of different performance horizons

Lafuente, Esteban; García Cestona, Miguel Angel - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 333-357

documented in a sample of 1,493 Spanish public and private firms during 1998-2004 by computing dynamic binary choice models that …

Persistent link: https://www.econbiz.de/10012814049

Exploring household financial strain dynamics

French, Declan - In: International review of financial analysis 86 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014248311

Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests

Dumitrescu, Elena-Ivona; Hurlin, Christophe; Pham, Vinson - HAL - 2012

In this paper we propose a new tool for backtesting that examines the quality of Value-at- Risk (VaR) forecasts. To date, the most distinguished regression-based backtest, proposed by Engle and Manganelli (2004), relies on a linear model. However, in view of the di- chotomic character of the...

Persistent link: https://www.econbiz.de/10009651571

Worker Reallocation across Occupations in Western Germany

Isaoglu, Aysen - 2010

This paper analyzes the determinants of annual worker reallocation across disaggregated occupations in western Germany for the period 1985-2003. Employing data from the German Socio-Economic Panel, the pattern of average occupational mobility is documented. Worker reallocation is found to be...

Persistent link: https://www.econbiz.de/10011600961

Worker Reallocation across Occupations in Western Germany

Isaoglu, Aysen - Forschungsbasierte Infrastruktureinrichtung … - 2010

Persistent link: https://www.econbiz.de/10008671257

Worker reallocation across occupations in Western Germany

Isaoglu, Aysen - 2010

Persistent link: https://www.econbiz.de/10008826392

Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions

Michaud, Pierre-Carl; Tatsiramos, Konstantinos - 2008

We investigate the direct and long-run effects of fertility on employment in Europe estimating dynamic models of labor supply under different assumptions regarding the exogeneity of fertility and modeling assumptions related to initial conditions, unobserved heterogeneity and serial correlation...

Persistent link: https://www.econbiz.de/10010269054

Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions

Michaud, Pierre-Carl; Tatsiramos, Konstantinos - Institute for the Study of Labor (IZA) - 2008

exogeneity of fertility and other econometric modeling assumptions. We do so by using dynamic binary choice models of labor … binary choice models, initial conditions Corresponding author: Konstantinos Tatsiramos IZA P.O. Box 7240 53072 …. JEL Classification: C23, C25, D91, J22 Keywords: intertemporal labor supply, female employment, fertility, dynamic …

Persistent link: https://www.econbiz.de/10005761891

Predicting recessions with a composite real-time dynamic probit model

Proaño, Christian R.; Theobald, Thomas - In: International Journal of Forecasting 30 (2014) 4, pp. 898-917

In this paper we propose a composite indicator for real-time recession forecasting based on alternative dynamic probit models. For this purpose, we use a large set of monthly macroeconomic and financial leading indicators from the German and US economies. Alternative dynamic probit regressions...

Persistent link: https://www.econbiz.de/10011051408