Search Results - subject:"statistical methods"

Assessing the impact of domestic economic crises on foreign travel data recording : the Greek case

Gatopoulos, Georgios; Gazopoulou, Helen; Zombanakis, George - In: European research studies 23 (2020) 3, pp. 327-339

Persistent link: https://www.econbiz.de/10012286961

Glabadanidis, Paskalis - 2020

I propose an alternative weighting mechanism for equity mandates based on the statistical significance of the factor loading on the benchmark. Specifically, the weight of each security entering the active portfolio is directly proportional to the t-statistic of the factor loading ($\beta$) with...

Persistent link: https://www.econbiz.de/10012842879

Ambiguity, Robust Statistics, and Raiffa's Critique

Massari, Filippo - 2020

I show that ambiguity-averse decision functionals matched with the multiple-prior learning model are more robust to model misspecification than the standard expected utility with Bayesian learning. However, these criteria may fail to deliver robust decisions because the multiple-prior learning...

Persistent link: https://www.econbiz.de/10012849212

Covariate Distribution Balance via Propensity Scores

Sant'Anna, Pedro H. C. - 2020

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by making the underlying covariate distribution of different...

Persistent link: https://www.econbiz.de/10012851228

Data Gaps, Data Incomparability, and Data Imputation : A Review of Poverty Measurement Methods for Data-Scarce Environments

Dang, Hai-Anh - 2020

This paper reviews methods that have been employed to estimate poverty in contexts where household consumption data are unavailable or missing. These contexts range from completely missing and partially missing consumption data in cross-sectional household surveys, to missing panel household...

Persistent link: https://www.econbiz.de/10012853232

Measuring Extreme Price Risks by Different Statistical Methods : An In-Depth Case Study in the Crude Oil Market

Nguyen, Quynh Trang - 2020

Crude oil prices are particularly volatile. Managing such price risks is vital for participants in financial markets, in particular the oil market. In the perspective of a long position, we conduct an in-depth study of popular existing statistical approaches as well as a recently developed...

Persistent link: https://www.econbiz.de/10012829477

Evaluating the Attitude of Managers towards Significance of Statistical Techniques for Business Decision Making

Kiradoo, Giriraj - 2020

Purpose: Most of the managers in business organizations do not place a great significanceover the statistical methods … knowledge, skills and abilities of managerstowards using statistical methods and techniques can improve the use of such tools in …

Persistent link: https://www.econbiz.de/10012830409

Predicting Default by Indian Firms using Statistical Methods

Upadhyay, Rajeev Kumar - 2020

This study assesses the classification accuracies of two statistical methods namely, multiple discriminant analysis and … for the sample period of six years over 2010-11 to 2015-16. Two models have been built using the two statistical methods … change in statistical methods. Different statistical measures clearly suggest that the two developed models have comparative …

Persistent link: https://www.econbiz.de/10012830769

Statistical Decision Properties of Imprecise Trials Assessing Covid-19 Drugs

Manski, Charles F. - 2020

As the COVID-19 pandemic progresses, researchers are reporting findings of randomized trials comparing standard care with care augmented by experimental drugs. The trials have small sample sizes, so estimates of treatment effects are imprecise. Seeing imprecision, clinicians reading research...

Persistent link: https://www.econbiz.de/10012831848

Le informazioni statistiche sul rischio di credito della Banca d'Italia e la nuova rilevazione AnaCredit (Credit Risk Statistical Information of the Bank of Italy and the New AnaCredit Data Collection)

Di Noia, Maria - 2020

Italian Abstract Il lavoro fornisce un quadro delle informazioni statistiche sul rischio di credito gestite dalla Banca d'Italia. L'Istituto ha una lunga tradizione nella raccolta sistematica e dettagliata di informazioni dal sistema finanziario. Con particolare riferimento a quelle sul rischio...

Persistent link: https://www.econbiz.de/10012832776