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CSDA
2011
13 years 6 months ago
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
Jae H. Kim, Iain Fraser, Rob J. Hyndman
IEPOL
2010
134views more  IEPOL 2010»
13 years 8 months ago
Copying, superstars, and artistic creation
We provide a new perspective on the impact of unauthorized copying and copy levies on artistic creation. Our analysis emphasizes three important aspects of artistic markets: the p...
Francisco Alcalá, Miguel González-Ma...
HICSS
2002
IEEE
106views Biometrics» more  HICSS 2002»
14 years 4 months ago
Optimal Electric Power Capacity Expansion in the Presence of Options
This paper studies optimal long-term electric power capacity strategies with capacity options. Gencos can sign contracts with Discos, where such contracts take the form of capacit...
D. J. Wu, Paul Kleindorfer, Yanjun Sun