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Mostrando ítems 1-10 de 20140
Dual Labor Markets and Labor Protection in an Estimated Search and Matching Model
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2015)
Term-structure estimation in markets with infrequent trading
(WILEY-BLACKWELL, 2007)
There are two issues that are of central importance in term-structure analysis. One is the modelling and estimation of the current term structure of spot rates. The second is the modelling and estimation of the dynamics ...
Multiple robust estimation of marginal structural mean models for unconstrained outcomes
(Wiley Blackwell Publishing, Inc, 2019-03)
We consider estimation, from longitudinal observational data, of the parameters of marginal structural mean models for unconstrained outcomes. Current proposals include inverse probability of treatment weighted and double ...
Detection of structural damage and estimation of reliability using a multidimensional monitoring approach
(SAGE PUBLICATIONS LTD, 2018-04-01)
Many structural elements are exposed to load conditions that are difficult to model during the design phase, such as environmental uncertainties, random impacts, and overloading, amongst others, thus increasing unprogrammed ...
On the attenuation of vibration using a finite periodic array of rods comprised of either symmetric or asymmetric cells
(2021-10-27)
Periodic structures have an important role to play in the reduction of vibration within a targeted frequency range. Much of the literature concerning vibrations in periodic structures involves the description of wave ...
Semiparametric estimation and inference using doubly robust moment conditions
(2013-12-05)
We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance ...
Term-structure estimation in markets with infrequent trading
(WILEY-BLACKWELL, 2007)
There are two issues that are of central importance in term-structure analysis. One is the modelling and estimation of the current term structure of spot rates. The second is the modelling and estimation of the dynamics ...
Estimating the term structure of volatility and fixed income derivative pricing
(Escola de Pós-Graduação em Economia da FGV, 1995-10)
Estimating the parameters of the instantaneous spot interest rate process is of crucial importance for pricing fixed income derivative securities. This paper presents an estimation for the parameters of the Gaussian interest ...