Narrow search
Showing 1 - 9 of 9
Cover Image
Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - HAL - 2011
We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the...
Persistent link: https://www.econbiz.de/10010820447
Cover Image
Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - HAL - 2011
We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the...
Persistent link: https://www.econbiz.de/10010820956
Cover Image
Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals
Treyens, Pierre-Eric - HAL - 2008
the models y =μ+u and y=ax+u where the disturbances have nonnull kurtosis coefficient and a skewness coefficient equal to …
Persistent link: https://www.econbiz.de/10008793622
Cover Image
A PARAMETRIC BOOTSTRAP USING THE FIRST FOURMOMENTS OF THE RESIDUALS
Treyens, Pierre-Eric - HAL - 2007
this paper that this assertion is false if skewness and/or kurtosis coefficients of the distribution of the disturbances … an intercept where the disturbances where the disturbances have nonnull kurtosis coefficient and a skewness coefficient …
Persistent link: https://www.econbiz.de/10008793826
Cover Image
TWO METHODS TO GENERATE CENTERED DISTRIBUTIONS CONTROLLING SKEWNESS AND KURTOSIS COEFFICIENTS
Treyens, Pierre-Eric - HAL - 2007
Whatever the econometric model which we study; any simulation requires a perfectly definite DGP. Thus, even if all software can generate standard normal distributions, we need methods not programmed to control higher moments. For all these methods, we need to estimate the parameters connected to...
Persistent link: https://www.econbiz.de/10008794842
Cover Image
On Portfolio Choice with Savoring and Disappointment
Jouini, Elyès; Karehnke, Paul; Napp, Clotilde - HAL - 2013
We revisit the model proposed by Gollier and Muermann (see Gollier, C. and A. Muermann, 2010, Optimal choice and beliefs with exante savoring and ex-post disappointment, Management Sci., 56, 1272-1284, hereafter GM). In GM, for a given lottery, agents form anticipated expected payoffs and the...
Persistent link: https://www.econbiz.de/10010733705
Cover Image
From Consumer Resistance to Stakeholder Resistance The case of nanotechnology
Gauthier, Caroline - HAL - 2010
The development of emerging technologies encounters resistance among heterogeneous actors. A good understanding of that … resistance phenomenon may help leaders to take decisions reflecting multiple interests. In particular, a better understanding of … tenants of resistance may help defining strategic choices for further responsible developments of emerging technology. However …
Persistent link: https://www.econbiz.de/10010549149
Cover Image
From Consumer Resistance to Stakeholder Resistance The case of nanotechnology
Gauthier, Caroline - HAL - 2010
The development of emerging technologies encounters resistance among heterogeneous actors. A good understanding of that … resistance phenomenon may help leaders to take decisions reflecting multiple interests. In particular, a better understanding of … tenants of resistance may help defining strategic choices for further responsible developments of emerging technology. However …
Persistent link: https://www.econbiz.de/10008796092
Cover Image
Accounterability and the problematics of accountability
Joannides, Vassili - HAL - 2012
giving an account. Alternative practices arising out of such resistance are inductively identified through an ethnographic …
Persistent link: https://www.econbiz.de/10010635263