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Displaying similar documents to “The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.”

A quantitative study of the rate of change in Spanish employment.

Antoni Espasa (1984)

Qüestiió

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In this paper the homogeneous information available for the Spanish economy on employment, productivity and wages is processed by means of annual single equation models. The aim in this exercise is to fix ideas about the fundamental characteristics that dominate the relationships between the mentioned data. A set of conclusions is listed at the end of the paper.

Finite mixture models with fixed weights applied to growth data

Marek Molas, Emmanuel Lesaffre (2012)

Biometrical Letters

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To model cross-sectional growth data the LMS method is widely applied. In this method the distribution is summarized by three parameters: the Box-Cox power that converts outcome to normality (L); the median (M); and the coeficient of variation (S). Here, we propose an alternative approach based on fitting finite mixture models with several components which may perform better than the LMS method in case the data show an unusual distribution. Further, we explore fixing the weights of the...