Search Results - subject:"hypergeometric functions"

The last-success stopping problem with random observation times

Gnedin, Alexander; Derbazi, Zakaria - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10015331070

A review of first-passage theory for the Segerdahl-Tichy risk process and open problems

Avram, Florin; Perez-Garmendia, Jose-Luis - In: Risks 7 (2019) 4, pp. 1-21

The Segerdahl-Tichy Process, characterized by exponential claims and state dependent drift, has drawn a considerable amount of interest, due to its economic interest (it is the simplest risk process which takes into account the effect of interest rates). It is also the simplest non-Lévy,...

Persistent link: https://www.econbiz.de/10013200535

A review of first-passage theory for the Segerdahl-Tichy risk process and open problems

Avram, Florin; Perez-Garmendia, Jose-Luis - In: Risks : open access journal 7 (2019) 4/117, pp. 1-21

Persistent link: https://www.econbiz.de/10012127762

On the Stock-Yogo tables

Skeels, Christopher L.; Windmeijer, Frank - In: Econometrics 6 (2018) 4, pp. 1-23

A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by Stock and Yogo (2005) using simulations. We derive a closed-form solution for the expectation from which these critical values are derived, as well as present some second-order...

Persistent link: https://www.econbiz.de/10011995234

On the Stock-Yogo tables

Skeels, Christopher L.; Windmeijer, Frank - In: Econometrics : open access journal 6 (2018) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10011945785

On the stock-yogo tables

Skeels, Christopher L.; Windmeijer, Frank - 2016

Persistent link: https://www.econbiz.de/10011560625

Global dynamics and imbalance effects in the Lucas Uzawa model : further results

Rauf, BOUCEKKINE; Blanca, MARTINEZ; Jose R., RUIZ-TAMARIT - Institut de Recherche Économique et Sociale (IRES), … - 2007

In this paper we use a new analytical approach to the Lucas-Uzawa model (Boucekkine and Ruiz-Tamarit, 2007) to extend the existinc results on the dynamics and notably on the imbalance effects arising in the model. The approach does not only allow to extend the traditional analysis to any initial...

Persistent link: https://www.econbiz.de/10004984780

Global dynamics and imbalance effects in the Lucas-Uzawa model: further results

BOUCEKKINE, Raouf; MARTINEZ, Blanca; RUIZ-TAMARIT, Jose R. - Center for Operations Research and Econometrics (CORE), … - 2007

In this paper we use a new analytical approach to the Lucas-Uzawa model (Boucekkine and Ruiz Tamarit, 2007) to extend the existing results on the dynamics, and notably on the imbalance effects arising in the model. The approach does not only allow to extend the traditional analysis to any...

Persistent link: https://www.econbiz.de/10005065456

A note on global dynamics and imbalance effects in the Lucas-Uzawa model

Boucekkine, Raouf; Martínez, B.; Ruiz-Tamarit, J. R. - Department of Economics, Adam Smith Business School - 2007

value. Keywords: Lucas-Uzawa, hypergeometric functions, imbalance efiects, global dy- namics. Journal of Economic Literature … and Ruiz-Tamarit (2007) use Gaussian hypergeometric functions 2F1(a;b;c;z) in their closed-form solution. Some basic … (11)- (14) can be written in terms of Gaussian hypergeometric functions in their Euler integral representation. More …

Persistent link: https://www.econbiz.de/10005729963

Bayesian estimation of the size of a population

Höhle, Michael; Held, Leonhard - 2006

We consider the following problem: estimate the size of a population marked with serial numbers after only a sample of the serial numbers has been observed. Its simplicity in formulation and the inviting possibilities of application make this estimation well suited for an undergraduate level...

Persistent link: https://www.econbiz.de/10010266136