𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A hazard model of US airline passengers’ refund and exchange behavior

✍ Scribed by Dan C. Iliescu; Laurie A. Garrow; Roger A. Parker

Book ID
116937433
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
341 KB
Volume
42
Category
Article
ISSN
0191-2615

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A non-linear model of the real US/UK exc
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✍ John Creedy; Jenny Lye; Vance L. Martin 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 1018 KB

This paper provides a framework for building and estimating non-linear real exchange rate models. The approach derives the stationary distribution from a continuous time error correction model and estimates this by MLE methods. The derived distribution exhibits a wide variety of distributional shape