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Articles 1 - 5 of 5
Full-Text Articles in Statistical Models
Stationary Points For Parametric Stochastic Frontier Models, William C. Horrace, Ian A. Wright
Stationary Points For Parametric Stochastic Frontier Models, William C. Horrace, Ian A. Wright
Center for Policy Research
The results of Waldman (1982) on the Normal-Half Normal stochastic frontier model are generalized using the theory of the Dirac delta (Dirac, 1930), and distribution-free conditions are established to ensure a stationary point in the likelihood as the variance of the inefficiency distribution goes to zero. Stability of the stationary point and "wrong skew" results are derived or simulated for common parametric assumptions on the model. Identification is discussed.
The Influence Of The Electric Supply Industry On Economic Growth In Less Developed Countries, Edward Richard Bee
The Influence Of The Electric Supply Industry On Economic Growth In Less Developed Countries, Edward Richard Bee
Dissertations
This study measures the impact that electrical outages have on manufacturing production in 135 less developed countries using stochastic frontier analysis and data from World Bank’s Investment Climate surveys. Outages of electricity, for firms with and without backup power sources, are the most frequently cited constraint on manufacturing growth in these surveys.
Outages are shown to reduce output below the production frontier by almost five percent in Africa and by a lower percentage in South Asia, Southeast Asia and the Middle East and North Africa. Production response to outages is quadratic in form. Outages also increase labor cost, reduce exports …
Analysis Off Dependent Discrete Choices Using Gaussian Copula, Arjun Poddar
Analysis Off Dependent Discrete Choices Using Gaussian Copula, Arjun Poddar
Mathematics & Statistics Theses & Dissertations
A popular tool for analyzing product choices of consumers is the well-known conditional logit discrete choice model. Originally publicized by McFadden (1974), this model assumes that the random components of the underlying latent utility functions of the consumers follow independent Gumbel distributions. However, in practice the independence assumption may be violated and a more reasonable model should account for the dependence of the utilities. In this dissertation we use the Gaussian copula with compound symmetric and autoregressive of order one correlation matrices to construct a general multivariate model for the joint distribution of the utilities. The induced correlations on the …
Predicting Financial Distress: A Comparison Of Survival Analysis And Decision Tree Techniques, Adrian Gepp, Kuldeep Kumar
Predicting Financial Distress: A Comparison Of Survival Analysis And Decision Tree Techniques, Adrian Gepp, Kuldeep Kumar
Adrian Gepp
Financial distress and then the consequent failure of a business is usually an extremely costly and disruptive event. Statistical financial distress prediction models attempt to predict whether a business will experience financial distress in the future. Discriminant analysis and logistic regression have been the most popular approaches, but there is also a large number of alternative cutting - edge data mining techniques that can be used. In this paper, a semi-parametric Cox survival analysis model and non-parametric CART decision trees have been applied to financial distress prediction and compared with each other as well as the most popular approaches. This …
Collective Action And Decision Making: An Analysis Of Economic Modeling And Environmental Free-Riding, Thomas Miller
Collective Action And Decision Making: An Analysis Of Economic Modeling And Environmental Free-Riding, Thomas Miller
Honor Scholar Theses
No abstract provided.