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Additive Intensity Regression Models in Corporate Default Analysis

David Lando, Mamdouh Medhat, Mads Stenbo Nielsen and Søren Feodor Nielsen.

in Journal of Financial Econometrics

June 2013; p ublished online January 2013 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Bankruptcy; Econometric Modelling; Corporate Governance. 13776 words.

We consider additive intensity (Aalen) models as an alternative to the multiplicative intensity (Cox) models for analyzing the default risk of a sample of rated, nonfinancial U.S. firms....

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Aggregation of Price Risk over Commodities: An Economic Index Number Approach

Barry T. Coyle.

in American Journal of Agricultural Economics

November 2007; p ublished online November 2007 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Agricultural Economics. 7698 words.

This article extends the economic theory of index numbers to the aggregation of price risk over commodities in production. Superlative indexes of aggregate price risk are related to...

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Aggregation without Separability: Tests of the United States and Mexican Agricultural Production Data

George C. Davis, Ni Lin and C. Richard Shumway.

in American Journal of Agricultural Economics

February 2000; p ublished online February 2000 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Agricultural Economics. 0 words.

The generalized composite commodity theorem (GCCT) and testing procedure is extended to test for consistent aggregation of the United States and Mexican agricultural production data in each...

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Beyond Dimension two: A Test for Higher-Order Tail Risk

Carsten Bormann, Julia Schaumburg and Melanie Schienle.

in Journal of Financial Econometrics

June 2016; p ublished online December 2015 .

Journal Article. Subjects: Econometrics and Mathematical Economics; Econometric and Statistical Methods; Special Topics; Econometric Modelling. 11225 words.

In practice, multivariate dependencies between extreme risks are often only assessed in a pairwise way. We propose a test for detecting situations when such pairwise measures are inadequate...

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Capital Services in U.S. Agriculture: Concepts, Comparisons, and the Treatment of Interest Rates

Matt A. Andersen, Julian M. Alston and Philip G. Pardey.

in American Journal of Agricultural Economics

April 2011; p ublished online April 2011 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Data Collection and Date Estimation Methodology; Computer Programs; Agricultural Economics. 11219 words.

This paper begins with a review of the methods and assumptions used to measure capital service flows. Two data series on capital inputs in U.S. agriculture are briefly described and...

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Early Entrant Protection in Approval Regulation: Theory and Evidence from FDA Drug Review

Daniel Carpenter, Susan I. Moffitt, Colin D. Moore, Ryan T. Rynbrandt, Michael M. Ting, Ian Yohai and Evan James Zucker.

in The Journal of Law, Economics, and Organization

December 2010; p ublished online April 2009 .

Journal Article. Subjects: Regulation and Industrial Policy; Econometric and Statistical Methods; Special Topics; Economics of Health; Public Economics. 11613 words.

Early entrant protection in approval regulation exists when the first incumbents in an exclusive market niche receive more favorable regulatory treatment than later entrants. We show that...

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AN EMPIRICAL ANALYSIS OF SECONDARY LINE PRICE DISCRIMINATION MOTIVATIONS

Hagit Bulmash.

in Journal of Competition Law & Economics

June 2012; p ublished online April 2012 .

Journal Article. Subjects: Market Structure, Firm Strategy, and Market Performance; Econometric and Statistical Methods and Methodology: General; Econometric and Statistical Methods; Special Topics; Antitrust Issues and Policies; Firm Objectives, Organization, and Behaviour; Law and Economics; Regulation and Industrial Policy. 14707 words.

The prohibition of secondary line price discrimination stated in the Robinson-Patman Act probably still affects more business decisions than any other antitrust law. This article applies a...

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Estimation of Distortion Risk Measures

Hideatsu Tsukahara.

in Journal of Financial Econometrics

January 2014; p ublished online March 2013 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Corporate Governance. 6320 words.

For the class of distortion risk measures, a natural estimator has the form of L-statistics. In this article, we investigate the large sample properties of general L-statistics based on...

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Expectation errors, uncertainty, and economic activity

Yavuz Arslan, Aslıhan Atabek, Timur Hulagu and Saygın Şahinöz.

in Oxford Economic Papers

July 2015; p ublished online February 2015 .

Journal Article. Subjects: Information, Knowledge, and Uncertainy; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Data Collection and Date Estimation Methodology; Computer Programs; Econometric and Statistical Methods; Special Topics; Prices, Business Fluctuations, and Cycles. 8700 words.

In this article we analyse the relationship between uncertainty and economic activity. For this purpose, we use a firm-level panel data set from Turkey to form proxies for uncertainty by...

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Firm dynamics and regional resilience: an empirical evolutionary perspective

Matthias Duschl.

in Industrial and Corporate Change

October 2016; p ublished online August 2016 .

Journal Article. Subjects: Urban, Rural, and Regional Economics; Market Structure, Firm Strategy, and Market Performance; Econometric and Statistical Methods; Special Topics. 9863 words.

This article breaks down the distributional analysis of firm growth rates to the domain of regions. Extreme growth events, i.e., turbulence at the level of firms, are conceptualized as an...

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