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1.
Michael Kohler 《AStA Advances in Statistical Analysis》2008,92(2):153-178
American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called
continuation values, which we represent as regression functions defined recursively by using the continuation values of the
next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the
continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning
consistency and the estimates’ rate of convergence. 相似文献
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Informal Food Production in the Enlarged European Union 总被引:1,自引:0,他引:1
How widespread is the production of food in old and new member states of the European Union and what is the social meaning or logic of such activities? We show that growing food is (a) more widespread in former communist countries than in traditional market economies and (b) is predominantly a hobby or recreational activity in affluent countries, but a coping strategy in reaction to experienced difficulties in making ends meet in poorer nations, and especially so in the former communist countries. 相似文献
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The empirical literature on the impact of HIV on the quality (Q) and quantity (N) of children provides limited and somewhat mixed evidence. This study introduces individual HIV risk perceptions, as a predictor of mortality, into a Q–N investment model. In this model, higher maternal mortality predicts lower N, while higher child mortality predicts lower Q. Thus, the two effects together make likely negative associations between HIV and both Q and N. Based on longitudinal micro-data on mothers and their children in rural Malawi, our results suggest that higher mothers’ reported HIV risk reduces both child quality, as reflected in children’s schooling and health, and child quantity, when the perceived risk is already moderate or high. The effects are sizable and, in the case of Q (schooling and health), are found for children and teenagers, both boys and girls, while in the case of N, they are found for young and mature women. 相似文献
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David Brady Marco Giesselmann Ulrich Kohler Anke Radenacker 《Journal of Economic Inequality》2018,16(3):321-345
Permanent income (PI) is an enduring concept in the social sciences and is highly relevant to the study of inequality. Nevertheless, there has been insufficient progress in measuring PI. We calculate a novel measure of PI with the German Socio-Economic Panel (SOEP) and U.S. Panel Study of Income Dynamics (PSID). Advancing beyond prior approaches, we define PI as the logged average of 20+ years of post-tax and post-transfer (“post-fisc”) real equivalized household income. We then assess how well various household- and individual-based measures of economic resources proxy PI. In both datasets, post-fisc household income is the best proxy. One random year of post-fisc household income explains about half of the variation in PI, and 2–5 years explain the vast majority of the variation. One year of post-fisc HH income even predicts PI better than 20+ years of individual labor market earnings or long-term net worth. By contrast, earnings, wealth, occupation, and class are weaker and less cross-nationally reliable proxies for PI. We also present strategies for proxying PI when HH post-fisc income data are unavailable, and show how post-fisc HH income proxies PI over the life cycle. In sum, we develop a novel approach to PI, systematically assess proxies for PI, and inform the measurement of economic resources more generally. 相似文献
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Many studies have documented significant differences in sexual desire between individuals of European and Chinese descent, but few have examined the mechanisms that underlie these differences. A recent study of university students found that sex guilt is one mechanism by which culture influences sexual desire among Chinese and Euro-Canadian women. The goal of this study was to examine whether sex guilt also mediates the relationship between ethnicity and sexual desire in a sample that is more representative of women in the general population. Euro-Canadian (n = 78; mean age = 42.1 years) and Chinese (n = 87; mean age = 42.8 years) women were recruited from the community. Euro-Canadian women reported greater sexual desire and less sex guilt. In the entire sample, sex guilt mediated the relationship between ethnicity and sexual desire such that the Chinese women reported greater sex guilt, which, in turn, was associated with lower sexual desire. Among the Chinese women, sex guilt mediated the relationship between mainstream acculturation (degree of Westernization) and sexual desire such that more Westernized Chinese women reported less sex guilt, which, in turn, was associated with greater sexual desire. These results support recent findings and further suggest that sex guilt may be one mechanism by which ethnicity affects sexual desire. 相似文献
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