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Эконометрические модели упорядоченного выбора — пример оценок удовлетворенностью жизнью
Информационные системы и математические методы в экономике (электронный научный журнал). 2011. № 3. С. 5-26.
Удовлетворенность жизнью, дискретная зависимая переменная, модели упорядоченного выбора
Aistov A., Aleksandrova E., Экономическая политика 2018 Т. 13 № 3 С. 148-181
This paper contributes to the discussion on possibilities to reveal ex post moral hazard
in the Russian market for private health insurance. By ‘ex post’ we mean the period
when a health insurance contract is valid. Moral hazard implies risky behavior of a
respondent that increases health care utilization and/or decreases their incentives
to prevent an insured event. In ...
Added: July 17, 2018
Tikhonova N. E., Общественные науки и современность 2015 № 3 С. 19-33
The article describes the dynamics and factors of satisfaction and dissatisfaction with life in Russia ...
Added: July 16, 2015
Aistov A., Leonova L., Вестник Костромского государственного университета им. Н.А. Некрасова 2012 Т. 18 № 6 С. 5-9
The article focuses on the marital status in the explanation of satisfaction with life. Along with the environment and individual characteristics of respondents, gender and generation differences are considered. The data source is Russia Longitudinal Monitoring Survey of HSE (RLMS-HSE). ...
Added: June 14, 2013
Rodionova L., Kopnova E., / Высшая школа экономики. Series EC "Economics". 2015. No. 117.
A comparative analysis of the age impact on happiness in Russia and European countries was conducted. The European Social Survey data in 2012 for 29 countries were used. On the basis of an ordered logistic regression, a U-shape relationship between age and happiness was obtained for some of the analysed countries.
By using cluster analysis, the ...
Added: December 24, 2015
Kozlov V. A., Cherviakova A. A., Journal of Population Ageing 2018
This study focuses on the understanding the problem if there are differences across Europe in subjective well-being of generations born before, during and shortly after the Second World War. It is based on 6 rounds (from 2002 to 2012) of European Social Survey (ESS) for 16 countries (excluding participating less than 4 times). We used ...
Added: October 3, 2017
Shvedov A. S., Экономический журнал Высшей школы экономики 2010 Т. 14 № 2 С. 227-243
This paper examines two Markov chain Monte Carlo methods that have been widely used in econometrics. An introductory exposition of the Metropolis algorithm and the Gibbs sampler is provided. These methods are used to simulate multivariate distributions. Many problems in Bayesian statistics can be solved by simulating the posterior distribution. Invariance condition is of importance, ...
Added: October 13, 2012
Kartseva M., Peresetsky A., / University Library of Munich, Germany. Series "MPRA Paper". 2022. No. 113905.
In this paper, we use unique nationally representative data from the 25th wave of Russia Longitudinal Monitoring survey, (RLMS-HSE) for 2016. Based on the survey data, we investigate the impact of sandwich generation caregiving on the health behavior of Russian women—their health behavior, self-assessed health and life satisfaction. We found that sandwich generation caregiving reduces ...
Added: January 15, 2023
Rodionova L., Психология. Социология. Педагогика 2012 № 1 С. 46-51
В статье рассмотрены основные теоретические концепции, используемые при моделировании уровня счастья. Современный эконометрический аппарат и статистические данные позволяют ответить на вопрос, что делает человека счастливым или несчастливым. Исследованы детерминанты, объясняющие уровень счастья, а также проанализированы эффекты влияния наиболее важных факторов, таких как доход, образование, дети, семейное положение, религия, на уровень счастья на основе эмпирических исследований. ...
Added: September 20, 2012
Rodionova L., Экономика. Управление. Право 2012 № 1 С. 25-30
В статье рассмотрены основные подходы к измерению счастья, проанализированы различные индексы счастья, измеряемые на уровне страны и на уровне индивида. Дано представление о существующей на сегодняшний день карте счастья. Описаны основные концепции эконометрического моделирования уровня счастья: пробит и логит-модели, модели множественного выбора, проанализированы особенности оценивания этих моделей, а также приведен обзор основных баз данных по ...
Added: September 20, 2012
Rodionova L., Известия Саратовского университета. Новая серия. Серия: Экономика. Управление. Право 2014 Т. 14 № 2 С. 386-393
Purpose: Life satisfaction is an important social indicator of life quality of the population. Modern researches show that income is one of the most significant components of life satisfaction. The article describes the Easterlin paradox with regard to Russia, provides a statistical analysis of the relationship income, wealth and the level of life satisfaction in ...
Added: March 18, 2015
Rodionova L., Известия Саратовского университета. Новая серия. Серия: Экономика. Управление. Право 2013 Т. 13 № 3(1) С. 254-261
Purpose: During the last decades around the world well-being of the population, the quality of life of citizens is a priority direction of the state policy. Self-esteem happiness of individuals may provide some an indicator of prosperous life in the country. The article describes the main theoretical concepts used in the economy of happiness, based ...
Added: November 15, 2013
Fomin A., Инвестиции и инновации 2012 № 3 С. 110-114
В настоящей статье представлен подход к моделированию динамики фармацевтического рынка. Подход основан на применени моделей системной динамики. Показан процесс применения многомерной модели для вычисления равновесных спроса и цен на лекарственные препараты с учетом различных внешних факторов и механизма государственного регулирования рынка. Разработанная равновесная модель реализована с использованием системы имитационного моделирования Powersim. ...
Added: December 6, 2012
Natkhov T., Экономический журнал Высшей школы экономики 2011 Т. 15 № 3 С. 353-373
In this paper we investigate the relationship between education and trust in Russia. Based on survey data of 68 regions of Russia our analysis showed that the average level of education in the region is the main variable that consistently correlated with the level of trust. At the individual level, education is the main predictor ...
Added: September 3, 2012
Parshakov P., Semushin A., Прикладная эконометрика 2012 № 1 С. 95-114
В статье проводится анализ зависимости оценок показателей эффективности управляющих активами от частоты используемых данных. Моделируя искусственных управляющих через задание их навыков, авторы пришли к выводу, что между частотой наблюдений и итоговыми результатами есть связь. При этом оценки мер эффективности зависят не столько от самой частоты наблюдений, сколько от ее соотношения с частотой совершения операций фондом. ...
Added: September 28, 2012
Karminsky A. M., Investment Management and Financial Innovations 2012 Vol. 9 No. 4 P. 78-88
This article conducts a study of multiplying the credit rating agencies efforts. These opportunities are practically important in connection with implementation of the IRB approach. The author considers Russian commercial banks as one of the main examples of using proposal methods, so in addition to literature overview the paper includes review of the Russian banking ...
Added: March 10, 2013
Kopnova E., Cogent Economics and Finance 2017 No. 5 P. 1-9
This work develops a statistical methodology of analysis of the international trade in virtual water in the context of sustainable evolution. Using the example of agriculture, the impact of the flows of virtual water in the composition of products using indicators related to social and environmental risks was investigated. In the analysis data from websites ...
Added: August 1, 2018
СПб. : Европейский университет в Санкт-Петербурге, 2011
Сборник подготовлен на основе материалов, представленных на конференции «Современные подходы к исследованию и моделированию в экономике, финансах и бизнесе», организованной Европейским университетом в Санкт-Петербурге и Санкт-Петербургским экономико-математическим институтом РАН 15-16 апреля 2011 г. в Санкт-Петербурге. ...
Added: October 4, 2012
Voulgaris Z., Mirkin B., International Journal of General Systems 2010 Vol. 39 No. 8 P. 855-871
A novel method for evaluating classification reliability is proposed based on the discernibility of a pattern’s class against other classes from the pattern’s location. Use of three measures of discernibility is experimentally compared with conventional techniques based on the classification scores for class labels. The classification accuracy can be drastically enhanced through discernibility measures by ...
Added: November 18, 2012
Penikas H. I., Журнал Новой экономической ассоциации 2010 № 7 С. 24-44
The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula definition is firstly introduced. Then different copula families, model estimation and inference techniques are discussed. A detailed review of relevant literature is ...
Added: November 6, 2012
Lozinskaia A. M., Управление финансовыми рисками 2014 Т. 4 № 40 С. 276-284
This paper presents approaches that are used to explain mortgage defaults as a key risk management task of credit organization. In addition, advantages and disadvantages of econometric models for probability of default in the residential mortgage lending are discussed. We have shown that the probability of mortgage default modeling is connected with forecasting of borrower’s ...
Added: December 8, 2014
Svetunkov I., Прикладная эконометрика 2011 № 4 С. 85-99
Advantages and disadvantages of existing coefficient of determination and mean absolute percentage error are examined, and two new coefficients (the compliance coefficient and the balance coefficient) giving new information about the approximation properties of econometrics models, are proposed. ...
Added: September 20, 2012
Antipov E. A., Pokryshevskaya E. B., Journal of Targeting, Measurement and Analysis for Marketing 2010 Vol. 18 No. 2 P. 109-117
In this study a CHAID-based approach to detecting classification accuracy heterogeneity across segments of observations is proposed. This helps to solve some important problems, facing a model-builder: (1) How to automatically detect segments in which the model significantly underperforms? and (2) How to incorporate the knowledge about classification accuracy heterogeneity across segments to partition observations ...
Added: October 4, 2012
Ozhegov E. M., Ars Administrandi 2010 № 3 С. 47-54
In this paper was made a view over existing disadvantages of a legislative fixed regional departmental targeted socio-economical development programs efficiency estimation system, based on indicative indexes. To eliminate identified defects, the authors propose a new approach on an efficiency estimation system of economical segment programs design. An approach is based on principles of government ...
Added: November 23, 2012
Antipov E. A., Pokryshevskaya E. B., Expert Systems with Applications 2012 Vol. 39 No. 2 P. 1772-1778
To the best knowledge of authors, the use of Random forest as a potential technique for residential estate mass appraisal has been attempted for the first time. In the empirical study using data on residential apartments the method performed better than such techniques as CHAID, CART, KNN, multiple regression analysis, Artificial Neural Networks (MLP and ...
Added: October 4, 2012