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Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy

Sant'Anna, Pedro H. C. - Volkswirtschaftliche Fakultät, … - 2013

This article proposes a new diagnostic test for dynamic count models, which is well suited for risk management. Our test proposal is of the Portmanteau-type test for lack of residual autocorrelation. Unlike previous proposals, the resulting test statistic is asymptotically pivotal when...

Persistent link: https://www.econbiz.de/10011111164

Poisson qmle of count time series models

Ahmad, Ali; Francq, Christian - Volkswirtschaftliche Fakultät, … - 2014

Regularity conditions are given for the consistency of the Poisson quasi-maximum likelihood estimator of the conditional mean parameter of a count time series. The asymptotic distribution of the estimator is studied when the parameter belongs to the interior of the parameter space and when it...

Persistent link: https://www.econbiz.de/10011111631

Screening ex-ante or screening on-the-job? The impact of the employment contract

Pinoli, Sara - Volkswirtschaftliche Fakultät, … - 2008

-ante, through the recruitment process, and monitoring new hires at work, or screening on-the-job. Using two datasets representative … of lower cost and higher speed - and closer monitoring than permanent employees. But this relation depends crucially on …

Persistent link: https://www.econbiz.de/10005836629

Program Management for Social Development

Kannan, Srinivasan - Volkswirtschaftliche Fakultät, … - 2009

Program Management is an important step in Social Development. There are variety of uses of the term "program" in organizations. In general use, a program is a collection of organizational resources that is geared to accomplish a certain major goal or set of goals. This definition of a program...

Persistent link: https://www.econbiz.de/10005837005

The impact of foreign investors on the risk-taking of Japanese firms

Nguyen, Pascal - Volkswirtschaftliche Fakultät, … - 2012

Consistent with a bank-centered governance system, Japanese firms exhibit an exceptionally low level of performance variability. The increased involvement of foreign investors motivated by shareholder value is thus likely to have triggered a major shift in their risk-taking behavior. My results...

Persistent link: https://www.econbiz.de/10011258934

Концепция подхода к оценке деятельности управленческого персонала

Filippova, Irina; Balakhnin, Hary - Volkswirtschaftliche Fakultät, … - 2010

The main goal of the article is to formulate an approach to appraisal of managerial staff activity from the standpoint of manager’s working time as scarce resource and extent of efficiency of its utilisation, and the issue of optimal allocation of managerial load in the control system.

Persistent link: https://www.econbiz.de/10011259575

Risk management – a new priority system customs and its consequences

Iacob, Constanta; Zaharia, Stefan - Volkswirtschaftliche Fakultät, … - 2012

The preoccupations concerning the analysis and the administration of the risks began in the year 1970 and lasted for 10 years, aiming at different fields of the human sciences: administration, sociology, economy, political sciences. The negligence in analyzing the risks for more than 20 years...

Persistent link: https://www.econbiz.de/10011261114

Short-run vs. long-run cooperation among the G-20 countries

Mundaca, Gabriela - Volkswirtschaftliche Fakultät, … - 2011

countries and their interrelations can change because of shifts in government regimes. Monitoring and peer pressure to comply …

Persistent link: https://www.econbiz.de/10009294593

Collateral Monitoring and Bank Regulation

Mallick, Indrajit - Volkswirtschaftliche Fakultät, … - 2002

We present a theory of banking regulation affecting procedural compliance in monitoring collateral in secured debt … contracts. The theory suggests an externality which creates a gap between the socially optimal level of monitoring and the bank …’s privately optimal level. Banks can not be punished ex post for lack of monitoring or otherwise in the bad state of nature. Hence …

Persistent link: https://www.econbiz.de/10009246896

Revisiting the strengths and limitations of regulatory contracts in infrastructure industries

Marques, Rui Cunha; Berg, Sanford V - Volkswirtschaftliche Fakultät, … - 2010

allocated correctly nor is effective monitoring ensured. This review of contract procedures and design allows us to draw several …

Persistent link: https://www.econbiz.de/10009251550