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Kato, Kengo; Sasaki, Yuya; Ura, Takuya - In: Quantitative economics : QE ; journal of the … 12 (2021) 1, pp. 109-142

Kotlarski's identity has been widely used in applied economic research based on repeated-measurement or panel models with latent variables. However, how to conduct inference for these models has been an open question for two decades. This paper addresses this open problem by constructing a novel...

Persistent link: https://www.econbiz.de/10012432813

A Causal Inference Approach to Network Meta-Analysis

Schnitzer, Mireille E; Steele, Russell J; Bally, Michèle; … - In: Journal of Causal Inference 4 (2016) 2

nonparametric structural assumptions. This allows us to determine the requirements for identifiability of this parameter, enabling a …

Persistent link: https://www.econbiz.de/10014610848

An objective measure of distributional estimability as applied to the phase-type aging model

Nie, Cong; Liu, Xiaoming; Provost, Serge B. - In: Risks : open access journal 12 (2024) 2, pp. 1-26

The phase-type aging model (PTAM) is a class of Coxian-type Markovian models that can provide a quantitative description of the effects of various aging characteristics. Owing to the unique structure of the PTAM, parametric inference on the model is affected by a significant estimability issue,...

Persistent link: https://www.econbiz.de/10014497332

When it counts : econometric identification of the basic factor model based on glt structures

Frühwirth-Schnatter, Sylvia; Hosszejni, Darjus; Lopes, … - In: Econometrics : open access journal 11 (2023) 4, pp. 1-30

address the identifiability of these models beyond standard rotation-based identification such as the positive lower …

Persistent link: https://www.econbiz.de/10014507908

The pricing kernel under proportional ambiguity

Spengemann, Marco - 2025

The pricing kernel is an important tool for understanding asset prices, expected returns, and investor preferences. However, empirical findings often reveal deviations from theoretical predictions, leading to the so-called "pricing kernel puzzle". This article explores the pricing kernel under...

Persistent link: https://www.econbiz.de/10015192948

Municipal waste management in the era of COVID-19 : Perceptions, practices, and potentials for research in developing countries

Oyedotun, Temitope D. Timothy; Kasim, Oluwasinaayomi Faith - In: Research in globalization 2 (2020), pp. 1-10

potential contamination of the waste disposed by individuals diagnosed with the virus. The proliferation of contaminated waste … of the virus through waste. The study explored the possibility of cross-contamination between residents and landfill … of waste disposal and the potential contamination of COVID-19. The communities readily recognized the inefficiencies of …

Persistent link: https://www.econbiz.de/10012486151

Microdosing of psychoactive substances in business practice

Lehmert, Karel; Ambrozova, Eva; Pokorny, Vratislav; … - In: Businesses 1 (2021) 3, pp. 196-204

, focused on contamination mapping in office spaces for employees in target positions. Further research continues on the …

Persistent link: https://www.econbiz.de/10012803501

A wavelet analysis of the dynamic connectedness among oil prices, green bonds, and CO2 emissions

Marín-Rodríguez, Nini Johana; González-Ruiz, Juan David - In: Risks : open access journal 11 (2023) 1, pp. 1-21

Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to examine the co-movements among oil prices, green bonds, and CO2 emissions on daily data from January 2014 to October 2022. The WPS results show that oil returns exhibit significant volatility at low and medium...

Persistent link: https://www.econbiz.de/10014233065

Rank-based multivariate Sarmanov for modeling dependence between loss reserves

Abdallah, Anas; Wang, Lan - In: Risks : open access journal 11 (2023) 11, pp. 1-37

the dependence between lines of business. An inadequate choice of the dependence structure may negatively impact the … robust estimation, and better captures the dependence between the risks. We also show that it generates smaller risk capital …

Persistent link: https://www.econbiz.de/10014435614

Assessing ChatGPT's proficiency in quantitative risk management

Hofert, Marius - In: Risks : open access journal 11 (2023) 9, pp. 1-29

courses on quantitative risk management, and address risk in general, risk measures, time series, extremes and dependence. As …

Persistent link: https://www.econbiz.de/10014375303