Tobin 1958
Webb4 jan. 2024 · Trong thống kê, mô hình tobit và bất kỳ mô hình hồi quy nào trong đó phạm vi quan sát của biến phụ thuộc được kiểm duyệt theo một cách nào đó theo Arthur Goldberger liên quan đến James Tobin (1958). Bởi vì phương pháp của Tobin có thể dễ dàng mở rộng để xử lý các mẫu bị ... WebbDer klassische Ansatz der Portfolio Selection wurde zuerst von Tobin [1958] modifiziert. Sharpe [1964], Lintner [1965 a, b] und Mossin [1966] bauten diesen Ansatz bis hin zum …
Tobin 1958
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WebbJames Tobin, 1958. "The Business Cycle in the Post-war World: A Review," The Quarterly Journal of Economics, Oxford University Press, vol. 72(2), pages 284-291. James Tobin, … Webbstudying the liquidity preference, Tobin (1958) shows that the efficient frontier becomes a straight line in the presence of a risk-free asset. In this case, optimal portfolios correspond to a combination of the risk-free asset and one particular efficient portfolio named the tan-gency portfolio.
Webb12 apr. 2024 · James Tobin, Nobel Laureate in Economics and an Adviser to Kennedy, Is Dead at 84 (English) reference URL. ... 1958. 1 reference. stated in. Fellows of the American Statistical Association database. retrieved. 10 July 2024. honorary doctor from the NOVA University Lisbon. 1 reference. WebbTobin, J. (1958) Estimation of Relationships for Limited Dependent Variables. Econometrica, 31, 24-36. http://dx.doi.org/10.2307/1907382 has been cited by the …
WebbJim Tobin, who died on March 11, 2002 at the age of 84, was one of giants of economics of the second half of the twentieth century and the greatest macroeconomist of his generation. 1 Tobin's influence on macroeconomic theory is so pervasive – so much part of our professional ‘acquis’, that many younger economists often are not even aware that … Webbexpectations regarding the future” (Megginson, 1996, citing Tobin, 1958). Consequently, concluded Tobin, their investment portfolios will differ only in their relative proportions …
Webb17 juli 2009 · 30 Tobin, J. 1958. Estimation of relationships for limited dependent variables. Econometrica 26 (1): 24–36. Tripp, A. M. 2004. Women’s movements, customary law and land rights in Africa: The case of Uganda.
Webb对于截堵数据，当左侧受限点为 0 ，无右侧受限点时，此模型就是所谓的「规范审查回归模型」，又称为 Tobit 模型 (Tobin，1958)。 1.3 Tobit 模型的估计 由于使用 OLS 对整个样本进行线性回归，其非线性扰动项将被纳入扰动项中，导致估计不一致，Tobit 提出用 MLE 对模型进行估计。 bulk and bushel north ridgevilleWebb16 maj 2024 · James Tobin: An American economist who won the Nobel Memorial Prize in Economics in 1981 for his analysis of financial markets and specifically for his … bulk and break bulk cargo enhancement programWebb1 jan. 2011 · PDF The Tobin's separation theorem, a pillar of classic portfolio theory asserts that single-period mean variance efficient ... Nobel laureate James Tobin (1958) … crw to dca flightsWebb1. Tobin-Separation i.w.S .: So verstanden zeigt das auf einen Aufsatz von Tobin (1958) zurückgehende Tobinsche Separationstheorem den Bedingungsrahmen auf, unter dem … bulk and bushel north ridgeville ohioWebb3 feb. 2024 · Some of Tobin’s notable publications and works include (but are not limited to): “ Liquidity Preference as Behavior Towards Risk ” (1958) “On Improving the … bulk and coWebbTobit model. The Tobit Model is an econometric, biometric model proposed by James Tobin (1958) to describethe relationship between a non-negative dependent variable y_i … crw to destin flWebbRory Bremner, Laura Tobin, Deborah Meaden and Alan Titchmarsh. Rory Bremner, Laura Tobin, Deborah Meaden and Alan Titchmarsh take on the Chaser... 47mins. Thursday, 6th Apr 8.00pm. 2. Ranvir Singh, Ugo Moyne, Mariella Frostrup and John Sergeant. crw to dtw