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排序方式: 共有5006条查询结果,搜索用时 15 毫秒
981.
In this paper we introduce a family of test statistics for testing symmetry based on φ-divergence families. These test statistics
yield the likelihood ratio test and the Pearson test statistic as special cases. Asymptotic distribution for the new test
statistics are derived under both the null and the alternative hypotheses. A simulation study is presented to see that some
new test statistics offer an attractive alternative to the classical Pearson test statistic for the problem of symmetry.
Received: May 2000 相似文献
982.
This paper examines the generalization of the regulated production function. It characterizes the set of admissible regulatory
constraints that are compatible with the existence of a regulated production function in a sufficiently weak framework to
encompass the usual rate-of-return constraints à la Averch and Johnson and value constraints. 相似文献
983.
Camilla Landén 《Finance and Stochastics》2000,4(4):371-389
Abstract. We consider a diffusion type model for the short rate, where the drift and diffusion parameters are modulated by an underlying Markov process. The underlying Markov process is assumed to have a stochastic differential driven by Wiener processes and a marked point process. The model for the short rate thus falls within the category of hidden Markov models. 相似文献
984.
Inthis paper we develop a new method, based on generalized inverse,to recover the first derivatives of the production function.This allows us to retrieve returns to scale, technological progressand, in a dynamic setting, a measure of the adjustment cost.The method is general and systematic and it applies in caseswhere the traditional method does not. It is especially relevantwhen examining dynamic models or regulated firms. 相似文献
985.
This paper develops a model of the relationship between public sector employment, total output and aggregate real demand
in market prices, where public employment has a positive productivity effect on private output. Public employment crowds out
private employment and output because its increase induces higher wages and taxes. The valuation of government output is also
taken into account. While public employment affects total output and aggregate real demand in an a priori ambiguous way, numerical
simulations suggest that the relationship may be nonlinear; positive, when public sector is “small” and negative, when it
is “large”. Using the annual data from 22 OECD countries over the period 1960–1996 and estimating and testing for threshold
models and more commonly used specifications with multiplicative interaction terms give support to this nonlinearity hypothesis
between public employment and private sector output.
First version received: October 1996/Final version received: April 2000 相似文献
986.
This paper uses standard methods in stochastic calculus tomeasure the cost of the agency conflict that pits electedofficials of French municipalities against the communities theyrepresent in the management of the water supply. Under the Frenchlegal code, the municipalities are responsible for the watersupply and the elected officials are personally liable for anydamage due to negligence on their part. Uncertainty regardingexactly how negligence will be defined by the courts puts theelected officials in a precarious position. By delegatingauthority to an oligopoly of private firms, however, electedofficials can eliminate their personal liability, which istransferred to the delegated firm. Many studies argue thatdelegation locks communities into long-term contracts that areagainst their better interests. Thus, the agency conflict mayaffect the delegation decision to the detriment of the community.To determine whether or not this is true it is necessary to knowthe economic cost of the mayor's personal liability. 相似文献
987.
Summary. Bick (1987,1990) and He and Leland (1993) demonstrated that not every arbitrage-free Markovian diffusion price process is consistent with an equilibrium approach. We propose a unified framework for these results and we derive a new martingale characterization of equilibrium. 相似文献
988.
A Lagrangian characterization of the solutions of the consumer problem is provided when preferences are not representable by a continuous utility function. 相似文献
989.
This article introduces the important issue of communicating with small firms about ethical issues. Evidence from two research projects from the U.K. and Spain are used to indicate some of the important issues and how small firms may differ from large firms in this area. The importance of informal mechanisms such as the influence of friends, family and employees are highlighted, and the likely ineffectiveness of formal tools such as Codes and Social and Ethical Standards suggested. Further resarch in the area of small firms and ethics is essential. 相似文献
990.