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Test of Random vs Fixed E§ects with Small Within Variation
Test of Random Fixed E§ects Small Within Variation
2015/9/18
Comparisons of within and between estimators using the conventional Hausman test may besubject to statistical problems if the within variation is not su￠ ciently large. Adopting an alternative asympto...
ESTIMATING WELFARE IN INSURANCE MARKETS USING VARIATION IN PRICES
INSURANCE MARKETS PRICES
2015/7/17
We provide a graphical illustration of how standard consumer and producer
theory can be used to quantify the welfare loss associated with inefficient pricing
in insurance markets with selectio...
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Borrowing and Debt Bonds Investment Return Financial Markets Forecasting and Prediction
2015/5/13
The maturity of new debt issues predicts excess bond returns. When the share of long term debt issues in total debt issues is high, future excess bond returns are low. This predictive power comes in t...
Variation in charges for 10 common blood tests in California hospitals: A cross-sectional analysis
Variation California hospitals
2014/11/7
Objectives:
Todeterminethevariationinchargesfor10commonbloodtestsacrossCaliforniahospitalsin2011,andtoanalysethehospitalandmarket-levelfactorsthatmayexplainanyobservedvariation.
Designsettingandpart...
State Variation In Health Insurance Coverage For U.S. Citizen Children Of Immigrants
health insurance citizen children fifteen states tackling uninsurance all low-income children
2011/9/7
In this paper we compare health insurance coverage for U.S. citizen children in all-citizen and mixed families in the fifteen states with the largest share of children in mixed families. Insurance cov...
Hidden Regular Variation: Detection and Estimation
Hidden Regular Variation Detection Estimation
2010/10/18
Hidden regular variation defines a subfamily of distributions satisfying multivariate regular variation on $\mathbb{E} = [0, \infty]^d \backslash \{(0,0, ..., 0) \} $ and models another regular varia...
Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications
Truncated Variation Brownian Motion Applications
2010/11/3
In [6] for c > 0 we defined truncated variation, T V c μ , of Brownian motion with drift, Wt = Bt+μt, t 0, where (Bt) is a standard Brownian motion.
Explaining variation in market to book ratios: do corporate reputation ratings add explanatory power over and above brand values?
Market-to-book ratios corporate reputation brand value financial reporting
2010/10/18
This study examines the importance of brand and corporate reputations in explaining
variations in market-to-book value relationships. Using the 2006 Corebrand database of 500
companies with identifi...
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
Spectral risk measures Expected Shortfall Value at Risk GARCH clearinghouse
2011/3/31
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts.