Search Results - subject:"negative binomial"

Delta boosting implementation of negative binomial regression in actuarial pricing

Lee, Simon CK - In: Risks : open access journal 8 (2020) 1/19, pp. 1-21

implementation of the negative binomial regression, both by one-parameter estimation and a novel two-parameter estimation, was tested … on the empirical data. Accurate parameter estimation of the negative binomial regression is complicated with … move from light-tail Poisson to negative binomial for over-dispersed data, from generalized linear model (GLM) to boosting …

Persistent link: https://www.econbiz.de/10012203805

Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

Blasques, Francisco; Hol´y, Vladimír; Tomanová, Petra - 2019

-inflated negative binomial distribution with score dynamics. We establish the invertibility of the score filter. Additionally, we derive …

Persistent link: https://www.econbiz.de/10012114757

Zero-inflated autoregressive conditional duration model for discrete trade durations with excessive zeros

Blasques, Francisco; Holý, Vladimír; Tomanová, Petra - 2019

-inflated negative binomial distribution with score dynamics. We establish the invertibility of the score filter. Additionally, we derive …

Persistent link: https://www.econbiz.de/10011954223

Debt financing and technological innovation: evidence from China

Xin, Kuang; Sun, Yuchun; Zhang, Ran; Liu, Xiao - In: Journal of business economics and management 20 (2019) 5, pp. 841-859

The availabilities of debt for Chinese firms have been increased since 2008 due to the expansionary monetary policies. These policies triggered concerns over the impact of debt financing on firms' technological innovation activities. Based on a sample of 225 listed computer and...

Persistent link: https://www.econbiz.de/10012175872

Debt financing and technological innovation: Evidence from China

Xin, Kuang; Sun, Yuchun; Zhang, Ran; Liu, Xiao - In: Journal of Business Economics and Management (JBEM) 20 (2019) 5, pp. 841-859

Persistent link: https://www.econbiz.de/10015401505

A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales

De Rezende, Rafael B.; Egert, Katharina; Marin, Ignacio; … - In: International journal of forecasting 38 (2022) 4, pp. 1460-1467

Persistent link: https://www.econbiz.de/10014381111

Long and short-distance internal migration motivations in post-apartheid Namibia : a gravity model approach

Moses, Eldridge - In: Journal for studies in economics and econometrics : SEE 46 (2022) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10013413078

Long and short-distance internal migration motivations in post-apartheid Namibia : a gravity model approach

Moses, Eldridge - In: Journal for studies in economics and econometrics : SEE 46 (2022) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10013453853

The impact of supplier innovation on buyer innovation and the moderating effects of geographic distance, financial interdependence and technical similarity

Elking, Isaac; Cantor, David E.; Hofer, Christian - In: Journal of strategy and management 15 (2022) 4, pp. 571-589

Persistent link: https://www.econbiz.de/10013454299

A control chart based on Pearson residuals for a negative binomial regression : application to infant mortality data

García-Bustos, Sandra; Cárdenas-Escobar, Nadia; … - In: International journal of quality & reliability management 39 (2022) 10, pp. 2378-2399

Persistent link: https://www.econbiz.de/10013455446