Now showing items 41-50 of 57
Perpetual Cancellable American Call Option
(Blackwell Publishing IncWiley Periodicals, Inc., 2012-10)
Optimal critical regions for pre-test estimators using a Bayes risk criterion
(Elsevier, 1984)
Optimal critical regions for pre-test estimators are developed in the context of the normal linear regression model with a conjugate prior, where the criterion is Bayes risk and where the pre-testing involves a single ...
OLS or GLS in the presence of specification error? : An expected loss approach
(Elsevier, 1987-07)
Omitted variables in regression analysis can lead to the erroneous conclusion that autocorrelation or heteroscedasticity is present. The common response is to use the suggested GLS procedure, even if it is suspected that ...
Current Advances in Mechanical Design and Production
(Kluwer Academic Publishers; Chapman and Hall ; Springer Science+Business Media, 1997-09)
A Modeling Approach to Maintenance Decisions Using Statistical Quality Control and Optimization
(John Wiley & Sons, Ltd., 2005-06)
Maintenance concerns impact systems in every industry and effective maintenance policies are important tools. We present a methodology for maintenance decision making for deteriorating systems under conditions of uncertainty ...
What do we learn from the price of crude oil futures?
(John Wiley & Sons, Ltd., 2010-06)
Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change forecasts. This result is driven by the variability ...
Goodness-of-fit in optimizing models
(Elsevier, 1990)
Conventional econometric tests of optimizing models typically involve embedding the optimizing model in a parametric specification and then examining the parametric restrictions imposed by the optimization hypothesis. The ...
Scheduling operations on parallel machine tools
(Kluwer Academic Publishers; Springer Science+Business Media, 2000-05)
We introduce unique scheduling problems that arise for multiple spindle machine tools. The ability of these machines to perform simultaneous operations on more than one part creates constraints that are not found in the ...
Commentary on taguchi's parameter design with dynamic characteristics
(Wiley Subscription Services, Inc., A Wiley Company, 1996-03)
Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?
(John Wiley & Sons, Ltd., 1999-09)
The use of a new bootstrap method for small-sample inference in long-horizon regressions is illustrated by analysing the long-horizon predictability of four major exchange rates, and the findings are reconciled with those ...