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We examine the estimation problem for shape-restricted functions that are continuous, non-negative, monotone non-decreasing, and strictly concave. A sieve estimator based on bivariate Bernstein polynomials is proposed. This estimator is drawn from a sieve, a set of shape-restricted Bernstein...
Persistent link: https://www.econbiz.de/10005558016
A lot of regional studies cover classification of territorial units due to considering research problem. This approach examines territorial diversification of a phenomena, as well as spatial interactions. The occurrence of spatial dependence can reveal the processes of creating or extanding...
Persistent link: https://www.econbiz.de/10012232249
A lot of regional studies cover classification of territorial units due to considering research problem. This approach examines territorial diversification of a phenomena, as well as spatial interactions. The occurrence of spatial dependence can reveal the processes of creating or extanding...
Persistent link: https://www.econbiz.de/10012000717
Persistent link: https://www.econbiz.de/10013295027
In this paper we present a new approach to integration and cointegration. We show that a periodically correlated time series can be divided in a natural way into subseries that are integrated. Moreover, with high probability they are cointegrated. Therefore it is enough to show periodic...
Persistent link: https://www.econbiz.de/10009003631
The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved heterogeneity across observation unit, as well as unobserved time-specific...
Persistent link: https://www.econbiz.de/10004980841
Celem opracowania jest analiza zasadnosci wykorzystania metody Valua at Risk w szacowaniu ryzyka zwiazanego z inwestycja w spolki branzy metalurgicznej. W artykule przedstawiono sposob konstruowania modelu, rozne metody jego estymacji oraz ich wady i zalety. W czesci badawczej artykulu...
Persistent link: https://www.econbiz.de/10009001797
The paper presents empirical results on the discounting of delayed payoffs which show that: (1) the best approximation of the discounting process is a hyperbolic function, (2) (both animals and humans) can reverse their preferences in time. The article presents theoretical conditions on the...
Persistent link: https://www.econbiz.de/10009003609
Celem artykulu jest analiza pozycji konkurencyjnej najwiekszych przedsiebiorstw branzy budowlanej z wojewodztwa podlaskiego, na tle sektora w latach 2010 - 2012. Do analizy wykorzystany zostal tzw. Radar Nagashimy, pozwalajacy okreslic w sposob syntetyczny wzgledne ksztaltowanie sie wybranego...
Persistent link: https://www.econbiz.de/10012232347
Od czasu tzw. banki internetowej, ktora miala miejsce na przelomie XX i XXI wieku, na globalnym rynku kapitalowym, w tym rowniez w Polsce, odnotowac mozna rosnace zainteresowanie spolkami stawiajacymi na innowacje i innowacyjnosc. Glownym motorem tego zainteresowania jest przekonanie, ze w...
Persistent link: https://www.econbiz.de/10012232573