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71.
72.
Stochastic dominance (SD) is a very useful tool in various areas of economics and finance. the purpose of this paper is to provide the results of SD relations developed in other areas such as applied probability which, we believe, are useful for many portfolio selection problems. In particular, the bivariate characterization of SD relations given by Shanthikumar and Yao (1991) is a powerful tool for the demand and the shift effect problems in optimal portfolios. the method enables one to extend many results that hold for the case where the underlying lying assets are statistically independent to the dependent case directly. 相似文献
73.
The score test statistics for testing zero inflation and covariance parameter are proposed in the bivariate zero‐inflated Poisson (BZIP) regression model. The Monte Carlo studies show that the score test and likelihood ratio test for testing zero inflation underestimate the nominal significance level, while the score test for covariance parameter keeps the significance level close to the nominal one. To overcome this nominal level underestimation, we propose a bootstrap method of the score test for the testing problem of zero inflation. An empirical example with covariates is provided to illustrate the results. In addition, score test for zero inflation is also proposed in the BZIP model, which allows a flexible dependence structure using copula. 相似文献
74.
José Tavares 《Journal of public economics》2004,88(12):2447-2468
This paper tests the widely held assumption that left-wing cabinets favor higher public spending and examines whether cabinet ideology affects the persistence of major fiscal adjustments. In a panel of large fiscal adjustments in OECD countries during the last 40 years, we find evidence that left-wing and right-wing cabinets are partisan: the left tends to reduce the deficit by raising tax revenues while the right relies mostly on spending cuts. Our testable hypothesis is that cabinets can signal commitment by undertaking fiscal adjustments in ways that are not favored by their constituencies. In other words, the left gains credibility when it cuts spending while the right becomes more credible when it increases tax revenues. Probit estimates of the determinants of persistence in fiscal adjustments confirm that spending cuts by the left and tax increases by the right are associated with persistent adjustments. The effect is significant for cuts in public spending, public consumption (wage or nonwage), increases in total revenues, direct taxes on businesses and other taxes. We test for the role of several other determinants of persistence, confirming that coalition and majority cabinets are associated with less persistence while periods of high or rising levels of indebtedness favor persistence. The estimates of the impact of ideology and other variables on GDP and its components show that it is the size of the spending cut rather than cabinet ideology that is most important. 相似文献
75.
We develop a bivariate probit selection model of consumer access and adoption that accounts for the cross equation correlations of the errors. The Survey of Consumers, collected by the University of Michigan, is the database used to estimate the model. We find a significant cross equation correlation between consumers perceived access and their use of computer banking. Based on our results, the bivariate selection model provides asymptotically more efficient estimates than does a single equation model because the bivariate selection model accounts for the sample selection bias associated with access. In addition, the bivariate selection model has a higher percentage of correctly predicted adopters than does the corresponding single equation (univariate) model. 相似文献
76.
77.
This paper presents an empirical analysis of airport choice and passenger movement on international flights from local cities in Japan to Narita and Haneda Airports in the Tokyo metropolitan area. This is the first study to evaluate airport choice behavior in Japan empirically by using the micro data collected by Japan’s Ministry of Land, Infrastructure, Transport and Tourism in 2010 (i.e., when time slots for international long-haul flights were first assigned at Haneda). The analysis confirms that flight connectivity is a crucial element in airport choice.Further, Japanese airlines and their associated alliances are able to attract passengers arriving from local cities by using Haneda airport. Above all, we find that the introduction of long-haul international flights from Haneda has met the needs of a number of passengers arriving from local cities in Japan owing to the convenience of the domestic flight network, especially for business purpose passengers. 相似文献
78.
Bivariate risk apportionment is the preference for dispersing risks associated with two aspects of individuals’ well-being into different states of the world. In this paper, we propose an intensity measure of this preference by extending to the bivariate case the concept of marginal rate of substitution between risks of different orders introduced in the univariate case by Liu and Meyer (2013). We show that the intensity measure of the preference for bivariate risk apportionment is characterized by bivariate risk attitudes in the sense of Ross. The usefulness of our measures to understand economic choices is illustrated by the analysis of two specific decisions: savings under environmental risk and medical treatment in the presence of diagnostic risks. 相似文献
79.
Towel reuse is the flagship of hotel environmental practices. This paper examines the effects of consumer demographic, psychographic and behavioral characteristics influencing a two-stage decision making process including participation and support to a towel reuse program. A meta-analysis shows that 53% of customers are willing to financially support green hotels. A survey of 1304 Greek and foreign hotel customers in tourism hot spots in Greece reveals that 72% of hotel customers would adopt a towel reuse program while 44.1% are willing to pay extra an average of 2.15 euros per day to support it. Younger customers and customers that book high-priced hotels or with higher length of stay exhibit higher willingness to pay extra for towel reuse programs. As rising water and energy shortages in specific tourism hotspots bring hotels' environmental integration under increased scrutiny, the focal findings hold significant implications for hotel managers and tourism policy makers. 相似文献
80.
内蒙古集体林权制度改革后农户收入变化影响因素分析 总被引:1,自引:0,他引:1
从农户角度出发,研究内蒙古集体林权制度改革后农户收入变化。根据实地调查获得的相关数据,运用Probit模型进行实证分析,分析各主要影响因素对农户收入变化的作用方向和影响程度。根据Probit模型的回归结果发现:林地块数、家庭人均年纯收入、是否有林权证、是否有林下种植和林下养殖、是否有木材采伐等影响因素对集体林权制度改革后农户收入变化的作用效果较为显著。在此基础上,提出林业相关部门要全面落实林权证发放工作、全面落实林改配套改革的实施、鼓励农户积极发展林下经济、加大最新林业政策的宣传力度、加强林业基础设施的建设等建议。 相似文献