Search Results - subject:"numerical inversion"

Induced innovation and its impact on productivity growth in China : a latent variable approach

Wong, Ka Kei Gary; Zhao, Min Qiang - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 371-399

Persistent link: https://www.econbiz.de/10014329055

Computation and transient analysis of a k-out-of-n:G repairable system with general repair times

Wu, Wenqing; Tang, Yinghui; Yu, Miaomiao; Jiang, Ying - In: Operational research : an international journal 15 (2015) 2, pp. 307-324

Persistent link: https://www.econbiz.de/10011410042

The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory

McLaren, Keith R.; Wong, K. K. Gary - Department of Econometrics and Business Statistics, … - 2008

derived directly from a benefit function. We also make use of a numerical inversion estimation method to rectify the …

Persistent link: https://www.econbiz.de/10005427615

Effective global regularity and empirical modeling of direct, inverse and mixed demand systems

McLaren, Keith R.; Wong, K.K. Gary - Department of Econometrics and Business Statistics, … - 2007

rank, which can better approximate non-linear Engel curves. We also make extensive use of duality theory and a numerical … inversion estimation method to rectify the endogeneity problem encountered in the estimation of the mixed demand systems. We …

Persistent link: https://www.econbiz.de/10005149055

An empirical investigation of the trade benefit function

Wong, K.K. Gary - In: Economics Letters 119 (2013) 2, pp. 150-153

We introduce new definition and estimation procedures of trade benefit functions that allow researchers to generate estimable import share functions. The method is based on the work of Chau and Färe, while it is more general in permitting the estimation of Hicksian import share systems, which...

Persistent link: https://www.econbiz.de/10011041598

Trade distance functions and the derivation of inverse demand for imports

Wong, K. K. Gary - In: Applied economics 45 (2013) 28/30, pp. 4160-4168

Persistent link: https://www.econbiz.de/10010345749

A general control variate method for option pricing under Lévy processes

Dingeç, Kemal Dinçer; Hörmann, Wolfgang - In: European Journal of Operational Research 221 (2012) 2, pp. 368-377

fast numerical inversion of the cumulative distribution functions and exploits the strong correlation of the payoff of the …

Persistent link: https://www.econbiz.de/10011052450

Regular and Estimable Inverse Demand Systems: A Distance Function Approach

Wong, Gary K.K.; McLaren, Keith R. - Department of Econometrics and Business Statistics, … - 2002

using the numerical inversion estimation approach. This paper develops the formal theory for using distance functions in …

Persistent link: https://www.econbiz.de/10005581141

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS

LABART, CÉLINE; LELONG, JÉRÔME - In: International Journal of Theoretical and Applied … 12 (2009) 01, pp. 19-44

result on the accuracy of the numerical inversion when the function to be recovered is sufficiently smooth. Henceforth, we …

Persistent link: https://www.econbiz.de/10004977439