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...

In the present document it is exposed in an abstract way the models of credit portfolioes CreditMetricsTM, KMV, CreditRisk+, Credit Portfolio View in such a way that they could be calibrated and implemented in financial institutions where the quality and quantity of credit information is scanty,...

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...

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...

We propose a novel class of count time series models, the mixed Poisson integer-valued stochastic volatility models. The proposed specification, which can be considered as an integer-valued analogue of the discrete-time stochastic volatility model, encompasses a wide range of conditional...

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...

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...

Internal market structure analysis infers both brand attributes and consumer preferences for those attributes from preference or choice data. The authors exploit a new method for estimating probit models from panel data to infer market structures that can be displayed in few dimensions, even...

Until recently, computational constraints forced researchers in the discrete choice area to limit themselves to very simple statistical models, such as the multinomial logit (MNL), in which choice probabilities could be evaluated quickly on a computer. But the MNL only makes sense as a...