A Bayesian Panel Data Approach to Explaining Market Beta Dynamics
نویسندگان
چکیده
منابع مشابه
a new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
Economic impacts of the housing market: a panel data approach
Usually housing is viewed in the context of consumption resulting from other economic drivers such as income and employment. Here, we study how two key local economic measures, the gross metropolitan product (GMP) and unemployment rate, respond to shocks in home value appreciation, home sales, and new construction, respectively. Our analysis relies upon a large panel of 158 metropolitan statist...
متن کاملThe Impact of Market Concentration on Insurance Penetration Rate: Panel Data Approach
The insurance industry is considered as one of the indicators of development, and as a major economic institution that supports the activities of other institutions. Therefore, the structure, operation, and efficiency of the country's insurance market play a significant role in the growth and development of the industry as well as the growth and development of the economy. Considering the impor...
متن کاملDeterminants of Economic Growth: A Bayesian Panel Data Approach∗
Model uncertainty hampers consensus on the key determinants of economic growth. Some recent cross-country cross-sectional analyses have employed Bayesian Model Averaging to tackle the issue of model uncertainty. This paper extends that approach to panel data models with countryspecific fixed effects in order to simultaneously address model uncertainty and endogeneity issues. The empirical findi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2008
ISSN: 1556-5068
DOI: 10.2139/ssrn.1099267