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variance, positive skewness, and smaller kurtosis. This information, in turn, enables decision makers to determine the ASD …
Persistent link: https://www.econbiz.de/10011112992
, investors prefer the one with positive gain, smaller variance and positive skewness. This information, in turn, enables decision …
Persistent link: https://www.econbiz.de/10011113097
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This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
Persistent link: https://www.econbiz.de/10012139158
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distribution of log10(JIF) exhibits conspicuous skewness and non-mesokurticity. In this paper we estimate the parameters of Johnson …-sampling close to bootstrapping. It has been found that log10(JIF) is Pearson-IV distributed. Johnson SU distribution fits very well …
Persistent link: https://www.econbiz.de/10008562615
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The GARCH-t model is widely used to predict volatilty. However, modeling the conditional variance as a linear combination of past squared observations may not be the best approach if the standardized observations are non-Gaussian. A simple modi.cation lets the conditional variance, or its...
Persistent link: https://www.econbiz.de/10005650533
An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure based on the importance sampling technique. In particular,...
Persistent link: https://www.econbiz.de/10010326209