◆ On Maximum Likelihood and PseudoMaximum

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2012 ASTIN,Non-life insurance payouts consist of two factors: claimsizes and claim frequency. When calculating e.g. next years premium, it is vital to correctly model these factors and to estimate t...

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2013-09-30

◆ VAR Based optimal partial hedging

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ASTIN最新论文，Hedging is one of the most important topics in finance. When a financial market is complete, every contingent claim can be hedged perfectly to eliminate any potential future obliga...

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2013-09-30

◆ OECD convergence: A sectoral decomposition exercise

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对OECD国家生产率的收敛进行了分解。...

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2012-12-05

◆ specificaiton, estimation, and evaluation of smooth transition autoregressive mo

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权威的star模型的设定、检验和评价...

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2012-11-07

◆ Using Regression Discontinuity Design for Program Evaluatio

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using Regression Discontinuity Design for program evaluatio...

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2010-11-25

◆ An Optimization-Based Decision Support System for a Product Mix Problem

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关于矩阵求解的实际应用案例...

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2010-11-07

◆ Threshold cointegration and causality relationship between energy use and growth

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The paper investigates the long-run and the causality relationship between energy consumption and economic growth for seven Sub-Saharan African countries during the period 1970–2007...

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2010-10-18

◆ The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables

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以9篇经典文献为例讨论了工具变量（IV）估计中经常会遇到或被忽视的一些问题，对过度识别、弱工具变量所带来的bias以及IV估计结果的解读等问题做...

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2010-09-26

◆ On the fitting of multivariate autoregressions, and the approximate canonical fa

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The reoursive method proposed by Durbin (1960) for the fitting of autoregreseive schemes of successively increasing order is generalized to the fitting of multivariate autoregressions, and of scheme...

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2010-08-02

◆ Economic Processes Involving Feedback

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The present paper is also Chapter 7 of Spectral Analysis of Economic Time Series, by C. W. J. Granger in association with Michio Hatanaka (Princeton University Press, 1963)....

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2010-08-02

◆ TESTING FOR CAUSALITY

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A general definition of causahty is introduced and then specialized to become operational. By considering simple examples a numhcr ditliculties, with the definition arc discussed. Tests based on th...

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2010-08-02

◆ Ising model for neural data: Model quality and approximate methods for extractin

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This paper study pairwise Ising models for describing the statistics of multineuron spike trains, using data from a simulated cortical network. We explore efficient ways of finding the optimal coupli...

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2010-08-02

◆ Model specification in the analysis of spatial dependence

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The recent surge in studies analysing spatial dependence in political science has ne hand-in-hand with increased attention paid to the choice of estimation technique. In comparison,specification choic...

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2010-06-29

◆ Serial and spatial error correlatio

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This paper demonstrates that jointly modeling serial and spatial error correlation results in a trade-off between the serial and spatial autocorrelation coefficients. Ignoring this trade-off causes in...

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2010-06-29

◆ Using Spatial Panel Data in Modelling Regional Growth and Convergence

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In this paper we use spatial dependence panel data models to analyse regional growth behaviour in Italy. Controlling for fixed-effects allows us to disentangle the effect of spatial dependence (or sp...

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2010-06-09