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This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10015216309
In the present document it is exposed in an abstract way the models of credit portfolioes CreditMetricsTM, KMV … portfolio by means of the provisions, the economic capital and limits to the amounts of the credits. For which the models apply … of loss of a portfolio from the models of latent variables, mixture and credit concentration. …
Persistent link: https://www.econbiz.de/10015218094
Relatively few published studies apply Heckman’s (1979) sample selection model to the case of a discrete endogenous variable and those are limited to a single outcome equation. However, there are potentially many applications for this model in health, labor and financial economics. To fill in...
Persistent link: https://www.econbiz.de/10015225489
We develop a structural model of detailing and prescribing decisions under an environment where detailing helps physicians obtain the current information sets about drug qualities. Our model assumes that a representative opinion leader is responsible for updating the prior belief about the...
Persistent link: https://www.econbiz.de/10015258589
This paper examines the impact of overweight family members on weight outcomes of Italian children aged 6 to 14 years. We use an original dataset matching the 2012 cross sections of the Italian Multipurpose Household Survey and the Household Budget Survey. Since identification of peer effects...
Persistent link: https://www.econbiz.de/10015262236
We propose a novel class of count time series models, the mixed Poisson integer-valued stochastic volatility models …
Persistent link: https://www.econbiz.de/10015262949
This article examines the impact of counter-sanctions on the welfare of Russia’s population. We build a multiple-choice model and calculate the probability of being in a particular group of well-being based on the price (cost) of consumed counter-sanctions goods. The next step is the...
Persistent link: https://www.econbiz.de/10015264294
A fundamental question in pharmaceutical marketing management is: How does the effectiveness of detailing change when additional information on drugs is revealed via patients' experiences during the product lifecycle? To address this question, we develop a model of detailing and prescribing...
Persistent link: https://www.econbiz.de/10015238477
preference or choice data. The authors exploit a new method for estimating probit models from panel data to infer market …
Persistent link: https://www.econbiz.de/10015240229
simple statistical models, such as the multinomial logit (MNL), in which choice probabilities could be evaluated quickly on a … make it possible to estimate richer behavioral models that generate very complex choice probability expressions. This paper …
Persistent link: https://www.econbiz.de/10015240277