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Scaling conditional tail probability and quantile estimators

Cotter, John - 2009

In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade … their risk profile accounting for losses (quantiles) at a given likelihood (probability) and a given time frame (holding … series to model the tail returns, allowing them to examine low-probability (out-of-sample) events for single-period horizons …

Persistent link: https://www.econbiz.de/10009475704

Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia

Ivanovski, Zoran; Ivanovska, Nadica; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 13 (2022) 2, pp. 214-220

In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first, residual regression test table and second, Engle & Granger...

Persistent link: https://www.econbiz.de/10013489691

IMP : a decision aid for multiattribute evaluation using imprecise weight estimates

Jessop, Alan - In: Omega : the international journal of management science 49 (2014), pp. 18-29

Persistent link: https://www.econbiz.de/10010411442

Mr Malinvaud and econometrics

Mazodier, Pascal - In: Annals of economics and statistics 125/126 (2017), pp. 169-185

Persistent link: https://www.econbiz.de/10011744363

Moments of the truncated normal distribution

Horrace, William C. - In: Journal of productivity analysis 43 (2015) 2, pp. 133-138

Persistent link: https://www.econbiz.de/10011379893

Parametric estimation of latent default frequency in credit insurance

Giacomelli, Jacopo - In: Journal of the Operational Research Society 74 (2023) 1, pp. 330-350

Persistent link: https://www.econbiz.de/10014231726

Robust compound Poisson parameter estimation for inventory control

Prak, Dennis; Teunter, Ruud H.; Babai, M. Zied; Boylan, … - In: Omega : the international journal of management science 104 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012648550

Bound to happen : explanation bias in historical analysis

Mukharji, Aroop; Zeckhauser, Richard - 2019 - Updated November 2019

Persistent link: https://www.econbiz.de/10012156688

Probability and confidence : how to improve communication of uncertainty about uncertainty in intelligence analysis

Duke, Misty C. - In: Journal of behavioral decision making 37 (2024) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10014473595

When half is at least 50 % : effect of "framing" and probability level on frequency estimates

Mandel, David R.; Kelly, Megan - In: Journal of behavioral decision making 37 (2024) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10015154594