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Now showing items 1-6 of 6
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(Central Bank of Ireland, 2005-12)Unknown-breakpoint tests for possible structural change have become standard in recent years, with the most popular being the so-called Sup-F tests, whose asymptotic distribution was derived by Andrews (1993). We highlight ...
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(University College Dublin. School of Economics, 2010-04)In any dataset with individual forecasts of economic variables, some forecasters will perform better than others. However, it is possible that these ex post differences reflect sampling variation and thus overstate the ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-03-20)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility ...
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(Icfai University Press, 2007-12)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility ...
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(Elsevier, 2011-07)Many highway bridges carry traffic in two same-direction lanes, and modeling the traffic loading on such bridges has been the subject of numerous studies. Different assumptions have been used to model multiple-presence ...
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(University College Dublin. School of Economics, 2000-04)This paper examines the change in welfare in Ireland over the 1987- 1994 period by investigating whether Lorenz and Generalised Lorenz dominance can be observed for household expenditure data. It also calculates bootstrapped ...
Now showing items 1-6 of 6