Showing 1 - 10 of 33
Son preference is strong in Vietnam, according to attitudinal surveys and studies of contraceptive prevalence and birth hazards. These techniques assume a single model is valid for all families, but it is more plausible that son preference is found for some, but not all, families. Heterogeneous...
Persistent link: https://www.econbiz.de/10005639399
Persistent link: https://www.econbiz.de/10005780411
This paper proposes to use a semi parametric regression method, named Sliced Inverse Regression (SIR hereafter), to analyse ambulatory blood pressure monitoring data.
Persistent link: https://www.econbiz.de/10005780452
Sliced inverse regression is a dimension reduction technique for exploring non-linear relationships between an output variable and a vector of input variables. Motivated by a data set of income distributions and economic indicators of french cities, we adress the problem of modelling a family of...
Persistent link: https://www.econbiz.de/10005639398
This paper pursues three objectives in the context of multiple regression models: 1) To give a rationale for model selection criteria which combine a badness of fit term (such as minus twice the log likelihood) with a measure of complexity of a model. 2) To investigate the asymptotic consistency...
Persistent link: https://www.econbiz.de/10005780435
The paper considers parametric and nonparametric estimation of the distribution function F. Issues of particular interest are the identification properties of this model and, in the nonparametric case, the speed of convergence of the estimator F. The latter depends upon the properties of the...
Persistent link: https://www.econbiz.de/10005486534
As the structure of consumer preferences plays a crucial role in the analysis of differentiated product markets, estimation of demand systems is a sensitive task. This paper contributes to this project in two ways. First, we develop a method to deal with the simultaneous choice of an equipment...
Persistent link: https://www.econbiz.de/10005486544
Persistent link: https://www.econbiz.de/10005486548
In addition to showing the connection between parallel contingent and noncontingent risk comparison problems, we articulate a method for solving both kinds of problems using the "basis" approach. The basis approach has often been used implicitly, but we argue that there is value to making its...
Persistent link: https://www.econbiz.de/10005780414
This paper studies a classical extension of the Black and Scholes model of option pricing, often known as the Hull and White model. Our specificity is that the volatility process is assumed not only to be stochastic, but also to have long memory features and properties. We study here the...
Persistent link: https://www.econbiz.de/10005780419