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Econometrics and equilibrium models

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The role of economic theory in modelling the long run

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Estimation errors in input-output tables and prediction errors in computable general equilibrium analysis

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Projection methods and the curse of dimensionality

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Estimating inefficiencies in banking : a survey

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Output specific efficiencies : the case of UK privat secondary schools

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Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions

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The joint measurement of technical and allocative inefficiencies : an application of Bayesian inference in nonlinear random-effects models

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Estimating the VaR-Induced Euler Allocation Rule

Gribkova, Nadezhda; Su, Jianxi; Zitikis, Ricardas - 2022

The prominence of the Euler allocation rule (EAR) is rooted in the fact that it is the only return on risk-adjusted capital (RORAC) compatible capital allocation rule. When the total regulatory capital is set using the value-at-risk (VaR), the EAR becomes -- using a statistical term -- the...

Persistent link: https://www.econbiz.de/10014239805