Recursos de colección
ePub-WU OAI Archive (Vienna Univ. of Econ. and B.A.) (5.740 recursos)
Repository of Vienna University of Economics and Business Administration.
Year = 1998
Repository of Vienna University of Economics and Business Administration.
Year = 1998
Hähnle, Michael
The findings of fundamental research in fields like fusion research, space research or high energy physics stimulate innovation and technological progress in industry. Although
R&D collaborations between companies already have been investigated in detail, R&D collaborations between companies and large-scale research centers are not well understood. This report is a part of a PhD study which aimed at providing answers to the question of how to best organise and manage R&D collaborations between industry and scientific centers. This research problem is analysed using CERN, the European Laboratory for Particle Physics, as a case study. A conceptual framework is designed based on...
Zagler, Martin; Mühlberger, Ulrike
The study, on which this paper is based upon, has analyzed the
implementation and feasibility of the European Employment Price Index
(EEPI) in Austria. The European Employment Price Index is a Laspeyres
measure of the change in the demand-transaction price of the standardized
unit of labor. We find that it is feasible to construct the index with the
available company data with an approximate lag length of five month. Most
data were easily accessible within firms, with the exception of severance
payments, company pensions, and hypothetical costs. Only 228 observations
are required to obtain an aggregate EEPI for Austria within +/- one
percentage point at the 95 % significance...
Doralt, Peter; Kaminek, Andrea; Füzy, Maria; Schwahofer, Gerlinde; Diregger, Christoph
Series: Arbeitspapiere des Forschungsinstituts für mittel- und osteuropäisches Wirtschaftsrecht
Dedic, Jan; Buckova, Ivana; Winner, Martin
(kein Abstract vorhanden)
Puh, Tomaz; Bruckmüller, Markus
(kein Abstract vorhanden)
Saramet-Comsa, Felicia
Series: Arbeitspapiere des Forschungsinstituts für mittel- und osteuropäisches Wirtschaftsrecht
Sedlacek, Günther
In nonlinear regression statistical analysis based upon interpretation of the parameter estimates may be quite different from linear regression. An important point is that for finite samples the least squares estimator (LSE) is not unbiased. nor is it a minimum variance estimator: for nonlinear models, the LSE has these properties under some assumptions only asymptotically and many statistical conclusions are based upon this asymptotic theorie. But there are a lot of nonlinear models where the asymptotic properties are poorly approximated for finite samples. Assessing the nonlinearity can show us if statistical tests the justification of which rests on the assumption...
Frühwirth-Schnatter, Sylvia
In the present paper we discuss Bayesian estimation of a very general model class where the distribution of the observations is assumed to depend on a latent mixture or switching variable taking values in a discrete state space. This model class covers e.g. finite mixture modelling, Markov switching autoregressive modelling and dynamic linear models with switching. Joint Bayesian estimation of all latent variables, model parameters and parameters determining the probability law of the switching variable is carried out by a new Markov Chain Monte Carlo method called permutation sampling. Estimation of switching and mixture models is known to be faced...
Katzenbeisser, Walter; Panny, Wolfgang
The purpose of this note is to generalize the distribution of the local time of a purely binomial random walk for simple random walks allowing for three directions with different probabilities. (author's abstract)
Katzenbeisser, Walter; Panny, Wolfgang
In a recent paper Katzenbeisser and Panny (1996) derived distributional results for a number of so called simple random walk statistics defined on a simple random walk in the sense of Cox and Miller (1968) starting at zero and leading to state 1 after n steps, where 1 is arbitrary, but fix. In the present paper the random walk statistics Dn = the one-sided maximum deviation and Qn = the number of times where the maximum is achieved, are considered and distributional results are presented, when it is irrespective, where the random walk terminates after n steps. Thus, the results...
Müller, Werner; Nettekoven, Michaela
Panel data analysis has become an important tool in applied econometrics and the respective statistical techniques are well described in several recent textbooks. However, for an analyst using these methods there remains the task of choosing a reasonable model for the behavior of the panel data. Of special importance is the choice between so-called fixed and random coefficient models. This choice can have a crucial effect on the interpretation of the analyzed phenomenon, which is demonstrated by an application on research and development spillover. (author's abstract)
Leydold, Josef; Leeb, Hannes; Hörmann, Wolfgang
In this paper we present the results of a first empirical investigation on how the quality of non-uniform variates is influenced by the underlying uniform RNG and the transformation method used. We use well known standard RNGs and transformation methods to the normal distribution as examples. We find that except for transformed density rejection methods, which do not seem to introduce any additional defects, the quality of the underlying uniform RNG can be both increased and decreased by transformations to non-uniform distributions. (author's abstract)
Leydold, Josef
In this paper we prove a Faber-Krahn-type inequality for regular trees and give a complete characterization of extremal trees. It extends a former result of the author. The main tools are rearrangements and perturbation of regular trees. (author's abstract)
Leydold, Josef; Stadler, Peter F.
2-connected outerplanar graphs have a unique minimal cycle basis with length 2|E|-|V|. They are the only Hamiltonian graphs with a cycle basis of this length. (author's abstract)
Hauser, Michael A.
We analyze by simulation the properties of two time domain and two frequency domain estimators for low order autoregressive fractionally integrated moving average Gaussian models, ARFIMA (p,d,q). The estimators considered are the exact maximum likelihood for demeaned data, EML, the associated modified profile likelihood, MPL, and the Whittle estimator with, WLT, and without tapered data, WL. Length of the series is 100. The estimators are compared in terms of pile-up effect, mean square error, bias, and empirical confidence level. The tapered version of the Whittle likelihood turns out to be a reliable estimator for ARMA and ARFIMA models. Its small...
Leydold, Josef
Different universal methods (also called automatic or black-box methods) have been suggested to sample from univariate log-concave distributions. The description of a suitable universal generator for multivariate distributions in arbitrary dimensions has not been published up to now. The new algorithm is based on the method of transformed density rejection. To construct a hat function for the rejection algorithm the multivariate density is tranformed by a proper transformation T into a concave function (in the case of log-concave density T(x) = log(x).) Then it is possible to construct a dominating function by taking the minimum of several tangent hyperplanes which...
Bergman, Edward M.; Lehner, Patrick
The paper will be organized in the following manner. We first provide a concise review of how industrial trade clusters were developed from available I/O coefficients (see box), including how regional industrial data may be embedded within their "templates". Second, we will review the steps taken, using available industrial concordances, that permit regional data from other advanced national industrial systems to be embedded within these templates. Third, we will illustrate the results of applying the U.S. template for the motor vehicle industrial trade cluster to regions in both Austria and North Carolina over 5-10 year time periods. Finally, we will...
Bergman, Edward M.; Lehner, Patrick
Series: SRE - Discussion Papers
Maier, Gunther
Series: SRE - Discussion Papers
Becker, Joachim
(no abstract available)