Search Results - subject:"transition probability matrices"

Persistence in firm growth: Inference from conditional quantile transition matrices

Bottazzi, Giulio; Kang, Taewon; Tamagni, Federico - 2022

Transition Probability Matrices (CQTPMs) and well-known indexes of intra-distributional mobility. Improving upon previous studies …

Persistent link: https://www.econbiz.de/10014318962

Persistence in firm growth : inference from conditional quantile transition matrices

Bottazzi, Giulio; Kang, Taewon; Tamagni, Federico - 2022

Transition Probability Matrices (CQTPMs) and well-known indexes of intra-distributional mobility. Improving upon previous studies …

Persistent link: https://www.econbiz.de/10013402028

Probabilistic sensitivity analysis on Markov models with uncertain transition probabilities : an application in evaluating treatment decisions for type 2 diabetes

Zhang, Yuanhui; Wu, Haipeng; Denton, Brian T.; Wilson, … - In: Health care management science 22 (2019) 1, pp. 34-52

Persistent link: https://www.econbiz.de/10011993984

Pitfalls in the modeling of labor market flows : a reappraisal

Baussola, Maurizio; Ferretti, Camilla; Mussida, Chiara - In: International review of applied economics 33 (2019) 6, pp. 852-877

Persistent link: https://www.econbiz.de/10012182364

Robust and consistent estimation of generators in credit risk

Reis, Gonçalo dos; Smith, Greig - In: Quantitative finance 18 (2018) 6, pp. 983-1001

Persistent link: https://www.econbiz.de/10011911257

Do some firms persistently outperform?

Capasso, Marco; Cefis, Elena; Frenken, Koen - 2009

correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …

Persistent link: https://www.econbiz.de/10010328428

Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping

Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - Dipartimento di Istituzioni Economiche e Finanziarie, … - 2009

<font size="1">While the large portion of the literature on Markov chain (possibly of orderhigher than one) bootstrap methods has focused on the correct estimation ofthe transition probabilities, little or no attention has been devoted to theproblem of estimating the dimension of the transition probability...</font>

Persistent link: https://www.econbiz.de/10005396494

Do Some Firms Persistently Outperform ?

Capasso, Marco; Cefis, Elena; Frenken, Koen - Laboratory of Economics and Management (LEM), Scuola … - 2009

correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …

Persistent link: https://www.econbiz.de/10008479706

Do some Firms Persistently Outperform?

Capasso, M.; Cefis, E.; Frenken, K. - School of Economics, Universiteit Utrecht - 2009

correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …

Persistent link: https://www.econbiz.de/10008577748

Survivor: The Role of Innovation in Firmsâ€™ Survival

Cefis, Elena; Marsili, O. - School of Economics, Universiteit Utrecht - 2003

: Transition Probability Matrices were calculating over different time periods. We observe that, in general, innovation has a …

Persistent link: https://www.econbiz.de/10005040834