Search Results - subject:"random"

Bitcoin market efficiency analysis pre- and post-COVID-19 pandemic : an interrupted time series and ARIMAX approach

Makoni, Tendai; Mushori, Providence; Chikobvu, Delson - In: Economies : open access journal 14 (2026) 3, pp. 1-19

horizons, and the null hypothesis of a random walk cannot be rejected, indicating that daily Bitcoin returns are consistent …

Persistent link: https://www.econbiz.de/10015628708

Nonseparable panel models with index structure and correlated random effects

Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274

Persistent link: https://www.econbiz.de/10015196600

Conditional expectations given the sum of independent random variables with regularly varying densities

Denuit, Michel; Ortega-Jiménez, Patricia; Robert, … - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 449-485

Persistent link: https://www.econbiz.de/10015450049

Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem

Kumar, Ajeet; Mishra, Babita - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 121-136

Persistent link: https://www.econbiz.de/10015127174

Forecasting economic growth with traditional methods and a simple neural network model

Li, Shujie; Feng, Yuanhua - 2026

Persistent link: https://www.econbiz.de/10015627073

Testing for spatial lag dependence and homoskedasticity in a random effects panel data model

Baltagi, Badi H.; Liu, Long - In: Economics letters 254 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015467978

Age-gender-country-specific death rates modelling and forecasting : a linear mixed-effects model

Dastranj, Reza; Kolář, Martin - In: Scandinavian actuarial journal 2025 (2025) 10, pp. 1009-1024

Persistent link: https://www.econbiz.de/10015555076

The gambler’s ruin with asymmetric payoffs

Whelan, Karl - 2025

The gambler's ruin is usually presented as a repeated game where the gambler can either win or lose one unit. We examine cases where the profits from winning gambles are multiple times the stake at risk, with the expected profit per gamble being either zero, positive or negative. For positive...

Persistent link: https://www.econbiz.de/10015330787

High-dimensional dynamic panel with correlated random effects : a semiparametric hierarchical empirical Bayes approach

Pacifico, Antonio - In: Computational economics 66 (2025) 1, pp. 869-902

Persistent link: https://www.econbiz.de/10015590832

Random utility and limited consideration

Aguiar, Victor H.; Boccardi, Maria Jose; Kashaev, Nail; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 71-116

The random utility model (RUM, McFadden and Richter (1990)) has been the standard tool to describe the behavior of a … framework that unifies well‐known models of random (limited) consideration and generalizes them to allow for preference … race between competing models of random consideration and RUM. We find that RUM cannot explain the population behavior. In …

Persistent link: https://www.econbiz.de/10014306354