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Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects

Kruiniger, Hugo - 2003

In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …

Persistent link: https://www.econbiz.de/10014114275

Spatial model for determining the optimum placement of logistics centers in a predefined economic area

Ţarţavulea, Ramona Iulia; Belu, Mihaela Gabriela; … - In: Amfiteatru economic : an economic and business research … 18 (2016) 43, pp. 707-725

The process of globalization has stimulated the demand for logistics services at a level of speed and increased efficiency, which involves using of techniques, tools, technologies and modern models in supply chain management. The aim of this research paper is to present a model that can be used...

Persistent link: https://www.econbiz.de/10011840569

Russia's comparative advantages in foreign trade : forecasting potential dynamics and identifying stimulation measures

Savin, Ivan - 2013

Persistent link: https://www.econbiz.de/10009684693

Benchmarking global optimizers

Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019

Persistent link: https://www.econbiz.de/10012128867

Impacts of fertilizer subsidy reform options in Iran : an assessment using a Regional Crop Programming model

Aghabeygi, Mona; Louhichi, Kamel; Gómez y Paloma, Sergio - In: Bio-based and applied economics 11 (2022) 1, pp. 55-73

The aim of this paper is to assess the potential impacts of different fertilizer subsidy reform options on the performance of the Iranian crops production sector. This is achieved using a Regional Crop Programming (RCP) model, based on Positive Mathematical Programming, which includes in total...

Persistent link: https://www.econbiz.de/10013349351

The Most Representative Composite Rank Ordering of Multi-Attribute Objects by the Particle Swarm Optimization

Mishra, Sudhanshu K. - 2009

Rank-ordering of individuals or objects on multiple criteria has many important practical applications. A reasonably representative composite rank ordering of multi-attribute objects/individuals or multi-dimensional points is often obtained by the Principal Component Analysis, although much...

Persistent link: https://www.econbiz.de/10014046920

A Note on ‘Good Starting Values’ in Numerical Optimisation

Gilli, Manfred; Schumann, Enrico - 2010

Many optimisation problems in finance and economics have multiple local optima or discontinuities in their objective functions. In such cases it is stressed that ‘good starting points are important’. We look into a particular example: calibrating a yield curve model. We find that while...

Persistent link: https://www.econbiz.de/10014194475

Alternative Objective Functions for Quasi-Shrinkage Portfolio Optimization

Guettler, Andre; Trübenbach, Fabian - 2011

In this paper we propose a quasi-shrinkage approach for minimum-variance portfolios which does not use a quadratic loss function to derive the optimal shrinkage intensity. We develop two alternative objective functions for linear shrinkage. The first targets the reduction of portfolio variance....

Persistent link: https://www.econbiz.de/10014196794

Sensitivity of University Rankings : Implications of Stochastic Dominance Efficiency Analysis

Pinar, Mehmet; Milla, Joniada; Stengos, Thanasēs - 2018

To create their rankings, university-ranking agencies usually combine multiple performance measures into a composite index. However, both rankings and index scores are sensitive to the weights assigned to performance measures. This paper uses a stochastic dominance efficiency methodology to...

Persistent link: https://www.econbiz.de/10014112285

Analytic Solution to Variance Optimization with No Short-Selling

Kondor, Imre - 2017

borrowed from the theory of disordered systems. The no-short selling constraint acts as an asymmetric ℓ<sub>1</sub> regularizer …

Persistent link: https://www.econbiz.de/10012965487