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Applying Random Coefficient Models to Strategy Research:Testing for Firm Heterogeneity,Predicting Firm-Specific Coefficients,and Estimating Strategy Trade-Offs
Strategy Mathematical Methods
2015/4/27
Although Strategy research aims to understand how firm actions have differential effects on performance, most empirical research estimates the average effects of these actions across firms. This paper...
Empirical Likelihood Inference for Random Coefficient INAR(p) Process
Models of count data Random coefficient INAR process Empirical likelihood Asymptotic distribution
2011/11/5
In this paper, we study the empirical likelihood method for the pth-order random coefficient integer-valued autoregressive process. In particular, the limiting distribution of the log empirical likeli...
Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...
Estimation in nonstationary random coefficient autoregressive models
random coefficient model quasi–maximum likelihood asymptoticnormality consistency law of large numbers
2010/3/18
We investigate the estimation of parameters in the random coefficient autoregressive
model Xk = ('+bk)Xk−1 +ek, where (', !2, 2) is the parameter of the process, Eb20=
!2, Ee20= 2. We consid...