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排序方式: 共有357条查询结果,搜索用时 31 毫秒
61.
Harald Bohman 《Scandinavian actuarial journal》2013,2013(1):43-45
Abstract Given a characteristic functionφ(t) we want to calculate the corresponding distribution function. For the sake of simplicity we will assume that the mean value of the distribution is zero, i.e. that φ'(0) =0. For these calculations we will use the following formula where The dash on the summation sign indicates that the term corresponding to k = 0 is missing. 相似文献
62.
Harald Tauchmann 《Applied economics》2013,45(30):3895-3902
This analysis shows that multivariate generalizations to the classical Heckman (1976, 1979) two-step estimator that account for cross-equation correlation and use the inverse Mills ratio as correction term are consistent only if certain restrictions apply to the true error-covariance structure. An alternative class of generalizations to the classical Heckman two-step approach is derived that condition on the entire selection pattern rather than selection in particular equations and, therefore, use modified correction terms. It is shown that this class of estimators is consistent. In addition, Monte-Carlo results illustrate that these estimators display a smaller mean square prediction error. 相似文献
63.
In developed markets, Emerging Market Multinational Enterprises’ (EMNEs) organizational attractiveness may crucially depend on applicants’ country and corporate character images (CCIs). Applying image and signaling theory, this study compares the influence of these images on the organizational attractiveness of Chinese, Russian and US companies in Germany. Employing data from 287 German business students, findings show that applicants prefer US over Chinese and Russian companies as future employers, confirming the existence of the liability of emergingness. Moreover, findings indicate gender differences in applicants’ attraction toward EMNEs. In particular, female applicants are less attracted to EMNEs with a bad CCI than male applicants are. 相似文献
64.
Harald Badinger Peter H. Egger Maximilian von Ehrlich 《Oxford bulletin of economics and statistics》2019,81(4):768-779
This paper assesses the strength of productivity spillovers nonparametrically in a data set of 12 industries and 231 NUTS2 regions in 17 European Union member countries between 1992 and 2006. It devotes particular attention to measuring the catching up through spillovers depending on the technology gap of a unit to the industry leader and the local human capital endowment. We find evidence of a nonlinear relationship between the technology gap to the leader as well as human capital and growth in logs. Spillovers are smallest for units with a medium‐high technology gap to the leader, especially for regions where human capital endowments are low. 相似文献
65.
We forecast portfolio risk for managing dynamic tail risk protection strategies, based on extreme value theory, expectile regression, copula‐GARCH and dynamic generalized autoregressive score models. Utilizing a loss function that overcomes the lack of elicitability for expected shortfall, we propose a novel expected shortfall (and value‐at‐risk) forecast combination approach, which dominates simple and sophisticated standalone models as well as a simple average combination approach in modeling the tail of the portfolio return distribution. While the associated dynamic risk targeting or portfolio insurance strategies provide effective downside protection, the latter strategies suffer less from inferior risk forecasts, given the defensive portfolio insurance mechanics. 相似文献
66.
Numerous studies have documented the contribution of ICT to growth. Less has been done on the contribution of communications technology, the “C” in ICT. We construct an international dataset of fourteen OECD countries and present contributions to growth for each ICT asset (IT hardware, CT equipment and software) using alternative ICT deflators. Using each country’s deflator we find that the contribution of CT capital deepening to productivity growth is lower in the EU than the US. Thus we ask: is that lower contribution due to a lower rate of CT investment or differing sources and methods for measurement of price change? We find that: (a) there are still considerable disparities in measures of ICT price change across countries; (b) in terms of growth-accounting, price harmonisation has a greater impact on the measured contributions of IT hardware and software in the EU relative to the US, than that of CT equipment; over 1996–2013, harmonising investment prices explains just 15% of the gap in the EU CT contribution relative to the US, compared to 25% for IT hardware; (c) over 1996–2013, CT capital deepening accounted for 0.11% pa (6% as a share) of labour productivity growth (LPG) in the US, compared to 0.03% pa (2.5% of LPG) in the EU-13 when using national accounts deflators; and (d) using OECD harmonised deflators, the figure for the EU-13 is raised to 0.04% pa (4% of LPG). 相似文献
67.
Harald Bader 《Publizistik》2007,52(2):287
68.
69.
Ecological aspects of structural change 总被引:1,自引:0,他引:1
Structural change in advanced industrialized countries has followed a very ambivalent course, with the resulting reductions in environmental stress in one area often being cancelled out by increases in another. What role has been played in this to date by industrial and economic policy? What options are open to policy-makers for the future? 相似文献
70.