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The Interchangeability of Paid Staff and Volunteers in Nonprofit Organizations

Handy, Femida; Mook, Laurie; Quarter, Jack - 2008

This article examines the interchangeability of paid and volunteer labor. It reports on estimates and prevalence of … such interchangeability through a series of studies of Canadian nonprofits: two national surveys of nonprofit organizations … the sample agreed that the interchangeability of tasks occurred, but the data indicated that it was limited to about 12 …

Persistent link: https://www.econbiz.de/10009439099

A Scaled Linear Mixed Model for Multiple Outcomes

Lin, Xihong; Ryan, Louise; Sammel, Mary; Zhang, Daowen; … - 2000

We propose a scaled linear mixed model to assess the effects of exposure and other covariates on multiple continuous outcomes. The most general form of the model allows a different exposure effect for each outcome. An important special case is a model that represents the exposure effects using a...

Persistent link: https://www.econbiz.de/10009476540

Parameter Estimation and Hypothesis Testing for the Truncated Normal Distribution with Applications to Introductory Statistics Grades

Hattaway, James T 1981- - 2010

The normal distribution is a commonly seen distribution in nature, education, and business. Data that are mounded or bell shaped are easily found across various fields of study. Although there is high utility with the normal distribution; often the full range can not be observed. The truncated...

Persistent link: https://www.econbiz.de/10009456970

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility

Yu, Jung-Suk - 2006

There has been an on-going debate about choices of the most suitable model amongst avariety of model specifications and parameterizations. The first dissertation essay investigateswhether asymmetric leptokurtic return distributions such as Hansen’s (1994) skewed tdistributioncombined with...

Persistent link: https://www.econbiz.de/10009468629

Testing for threshold moving average with conditional heteroscedasticity

Li, G; Li, WK - 2008

The recent paper by Ling and Tong (2005) considered a quasi-likelihood ratio test for the threshold in moving average models with errors. This article generalizes their results to the case with GARCH errors, and a new quasi-likelihood ratio test is derived. The generalization is not direct since...

Persistent link: https://www.econbiz.de/10009471397

Small Sample Properties of Certain Cointegration Test Statistics: A Monte Carlo Study

Dhrymes, Phoebus J.; Thomakos, Dimitrios D. - 1997

This paper reports on the result of a Monte Carlo study. The latter investigates the performance of various versions of the Conformity test (CCT) for the existence and rank of cointegration, as given in Johansen (J) (1988), (1991), and the stochastic trends qf(k,m) test (SW), as given in Stock...

Persistent link: https://www.econbiz.de/10009472581

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility

Yu, Jung-Suk - 2006

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with...

Persistent link: https://www.econbiz.de/10009451062

Semiparametric regression analysis of zero-inflated data

Liu, Hai - 2009

Zero-inflated data abound in ecological studies as well as in other scientific and quantitative fields. Nonparametric regression with zero-inflated response may be studied via the zero-inflated generalized additive model (ZIGAM). ZIGAM assumes that the conditional distribution of the response...

Persistent link: https://www.econbiz.de/10009466022

Asymptotic Theory of General Multivariate GARCH Models

Jiang, Weibin - 2011

Generalized autoregressive conditional heteroscedasticity (GARCH) models are widely used in financial markets. Parameters of GARCH models are usually estimated by the quasi-maximum likelihood estimator (QMLE). In recent years, economic theory often implies equilibrium between the levels of time...

Persistent link: https://www.econbiz.de/10009447285

MISSPECIFIED MODELS WITH PARAMETERS OF INCREASING DIMENSION

Chen, Ru - 2005

We study a special class of misspecified generalized linear models, where the true model is a mixed effect model but the working model is a fixed effect model with parameters of dimension increasing with sample size. We provide a sufficient condition both in linear models and generalized linear...

Persistent link: https://www.econbiz.de/10009450821