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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...

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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Determinants of entry in the deregulated German interurban bus industry

Niklas S Dürr and Kai Hüschelrath.

in Industrial and Corporate Change

June 2018; p ublished online November 2017 .

Journal Article. Subjects: Transport; Market Structure, Firm Strategy, and Market Performance; Firm Objectives, Organization, and Behaviour; Econometric and Statistical Methods; Special Topics; Economics; Transportation Systems. 11261 words.

Abstract

Two years after the deregulation of the German interurban bus industry in January 2013, two new entrants emerged as industry leaders: MeinFernbus...

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...

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...

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...

The formation of R&D cooperation ties: an event history analysis for German laser source manufacturers

Muhamed Kudic, Andreas Pyka and Marco Sunder.

in Industrial and Corporate Change

August 2016; p ublished online March 2016 .

Journal Article. Subjects: Technological Change; Research and Development; Econometric and Statistical Methods; Special Topics. 14425 words.

This study sheds light on a phenomenon that has remained widely neglected in the literature on innovation networks so far: the timing of network entries and consecutive research and...

Identifying Aggregate Supply and Demand Shocks in South Africa

Stan du Plessis, Ben Smit and Federico Sturzenegger.

in Journal of African Economies

November 2008; p ublished online April 2008 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Prices, Business Fluctuations, and Cycles; Single Equation Models; Single Variables. 6292 words.

This paper uses a structural VAR methodology to identify aggregate demand and supply shocks to real output for the South African economy. Demand shocks, in turn, are separated into fiscal...

The impact of aging and technological relatedness on agglomeration externalities: a survival analysis

Frank M.H. Neffke, Martin Henning and Ron Boschma.

in Journal of Economic Geography

March 2012; p ublished online March 2011 .

Journal Article. Subjects: Technological Change; Research and Development; Econometric and Statistical Methods; Special Topics; Urban, Rural, and Regional Economics. 13930 words.

We study localization, urbanization and Jacobs’ externality effects on plant survival in Sweden (1970–2004). We focus on two questions: (i) do agglomeration externalities change with the...

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The Impact of Decentralized Data Entry on the Quality of Household Survey Data in Developing Countries: Evidence from a Randomized Experiment in Vietnam

Paul Glewwe and Hai-Anh Hoang Dang.

in The World Bank Economic Review

February 2008; p ublished online January 2008 .

Journal Article. Subjects: Data Collection and Date Estimation Methodology; Computer Programs; Design of Experiments; Econometric and Statistical Methods; Special Topics; Welfare and Poverty; Economic Development. 8713 words.

Computers were provided to randomly selected districts participating in a household survey in Vietnam to assess the impact on data quality of entering data within a day or two of completing...

Information Transmission in Irrigation Technology Adoption and Diffusion: Social Learning, Extension Services, and Spatial Effects

Margarita Genius, Phoebe Koundouri, Céline Nauges and Vangelis Tzouvelekas.

in American Journal of Agricultural Economics

January 2014; p ublished online August 2013 .

Journal Article. Subjects: Technological Change; Research and Development; Econometric and Statistical Methods; Special Topics; Renewable Resources and Conservation; Economic Development. 9066 words.

In this article, we investigate the role of information transmission in promoting agricultural technology adoption and diffusion through extension services and social learning. We develop a...

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Innovation and the determinants of company survival

Hielke Buddelmeyer, Paul H. Jensen and Elizabeth Webster.

in Oxford Economic Papers

April 2010; p ublished online May 2009 .

Journal Article. Subjects: Technological Change; Research and Development; Econometric and Statistical Methods; Special Topics; Market Structure, Firm Strategy, and Market Performance. 9313 words.

Although many companies compete through the development of new technologies and products, it is well known that innovation is inherently risky and therefore may increase the ex ante likelih...

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Inter-city migration in China: a recurrent-event duration analysis of repeat migration

Ming Tian, Zheng Tian and Brian Cushing.

in Cambridge Journal of Regions, Economy and Society

November 2016; p ublished online September 2016 .

Journal Article. Subjects: Household Analysis; Econometric and Statistical Methods; Special Topics; Economic Development. 8715 words.

This paper focuses on repeat migration of migrant workers in China. We explore repeat migration from the perspective of the duration of each migration stage in one’s migration history. The...

Keynes' abominable Z-footnote

Gerhard Michael Ambrosi.

in Cambridge Journal of Economics

May 2011; p ublished online September 2010 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; History of Economic Thought (to 1925). 8020 words.

Keynes' concept of a Zw -function relates the value of aggregate supply in wage units to employment. It aroused much controversy until the very recent past. A special bone of...

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Limit of Random Measures Associated with the Increments of a Brownian Semimartingale

Jean Jacod.

in Journal of Financial Econometrics

September 2018; p ublished online August 2017 .

Journal Article. Subjects: Econometric and Statistical Methods; Special Topics. 34325 words.

Abstract

We consider a Brownian semimartingale X (the sum of a stochastic integral w.r.t. a Brownian motion and an integral w.r.t. Lebesgue measure), and for...