Now showing items 1-10 of 11
Treating missing values in INAR(1) models
(Discussion paper2008:14, Working paper, 2008-07)
Time series models for count data have found increased interest in recent days. The existing literature refers to the case of data that have been fully observed. In the present paper, methods for estimating the parameters ...
Exploiting parallelization in spatial statistics: an applied survey using R
(Discussion paper2010:25, Working paper, 2010-10)
Computing tasks may be parallelized top-down by splitting into per-node chunks when the tasks permit this kind of division, and particularly when there is little or no need for communication between the nodes. Another ...
Product development in IT and telecommunications information acquisition strategies
(Working paper2007:28, Working paper, 2007-10)
Investment projects within information technology and telecommunication industries face high uncertainty with respect to future cash flows, especially due to technological innovations and changing markets. Competition among ...
Pareto optimal insurance policies in the presence of administrative costs
(Discussion paper2010:7, Working paper, 2010-08)
In his classical article in The American Economic Review, Arthur Raviv (1979) examines Pareto optimal insurance contracts when there are ex-post insurance costs c induced by the indemnity I for loss x. Raviv’s main ...
An anticipative linear filtering equation
(Discussion paper2010:8, Working paper, 2010-08)
Pricing Implications of Shared Variance in Liquidity Measures
(Discussion paper2006:9, Working paper, 2006-07)
This paper constructs fundamental liquidity measures and investigates the pricing implications of shared variation in a large set of high frequency liquidity measures. Through a common factor analysis we estimate three ...
A convolution estimator for the density of nonlinear regression observations
(Discussion paper2007:25, Working paper, 2007-11)
The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution estimator for the density of the responses in a nonlinear regression model. The rate of convergence for ...
Modeling heterogeneity in trip-distributions with partial information
(Discussion paper2007:23, Working paper, 2007)
In this paper we propose a modified gravity model that takes into account that a population generally consists of heterogeneous groups, and we suggest a new statistical test for heterogeneity. We apply our new model to two ...
On the estimation of correlations for irregularly spaced time series
(Discussion paper2007:19, Working paper, 2007-06)
In this paper, the problem of calculating covariances and correlations between time series which are observed irregularly and at different points in time, is treated. The problem of dependence between the time stamp process ...
The economics of social networks : the winner takes it all?
(2010:42, Working paper, 2010-09)
We look at the economics of social networks. Key economic features of these are positive network effects, giving rise to positive feedback effects that may lead to a winner-takes-it-all market. Social networks’ revenues ...