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(Elsevier, 2010-05)It is known that, for any simply connected proper subdomain Omega of the complex plane and any point zeta in Omega, there are holomorphic functions on Omega that have "universal" Taylor series expansions about zeta; that ...
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(Springer-Verlag, 2012-05-27)It is known that, for any simply connected proper subdomain Ω of the complex plane and any point ζ in Ω, there are holomorphic functions on Ω that possess “universal” Taylor series expansions about ζ; that is, partial sums ...
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(University College Dublin. School of Economics, 1984-07)
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(University College Dublin. Geary Institute, 2008-12-15)We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic ...
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(Heldermann Verlag, 2012-01)The known proofs for universal Taylor series do not determine a specific universal Taylor series. In the present paper, we isolate a specific universal Taylor series by modifying the proof in [30]. Thus we determine all ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-03-11)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion ...
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(Oxford Journals, 2013-02)It is known that, for any simply connected proper subdomain Ω of the complex plane and any point ζ in Ω, there are holomorphic functions on Ω that possess ‘universal’ Taylor series expansions about ζ; that is, partial sums ...
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(University College Dublin. School of Economics, 1983-09)This paper introduces the concepts of direct and indirect factor trade utility functions and uses them to derive Marshallian and Hicksian factor content functions, which express the quantities of factors embodied in ...
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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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(University College Dublin. School of Economics, 1999-03)