LEARN MORE...

Home
Documents
August 2021
20
Bear baiting case

Bear baiting case

Content type

User Generated

School

HEILONGJIANGUNIVERSITY

Uploaded By

ZvxrTnool

Pages

2

Showing Page:

1/2

Sign up to view the full document!

Showing Page:

2/2

Sign up to view the full document!

Unformatted Attachment Preview

GISProfessional Ethics Project gisprofessionalethics.org Case study: Bear Baiting “Bear baiting” refers to the practice of hunting black bears over bait. In preparation for a hunt, hunters or outfitters place food at a location to which they hope to lure bears. After bears learn to return to the site, hunters harvest their prey from nearby tree stands or blinds. Hunting black bears over bait is legal in Alaska and eight other states. Proponents contend that the practice allows observation of the bear at close range, minimizing the possibility of shooting a female with cubs, and maximizin ...
Purchase document to see full attachment

User generated content is uploaded by users for the purposes of learning and should be used following Studypool's honor code & terms of service.

Studypool

4.7

Indeed

4.5

Sitejabber

4.4

24/7 Study Help

Stuck on a study question? Our verified tutors can answer all questions, from basic math to advanced rocket science!

Post question

Similar Documents

USC Remote Work Impact on Global Supply Chain Business Trends Discussion

Verbal Presentation Prompt“Choose a business trend (well known) that is impacting global supply chain management. The tr...

Overall Etiquette(China)

The etiquette established within the cultural norms of this region – Hand gestures? Body Language? Implicit or explicit ...

case study system recommendation project

electronic health records...

Saudi Electronic University Efficient Performance Management Program Essay

Organizations have always struggled to improve performance. In the 1800s, Frederick Taylor’s Scientific Management theor...

University of California Los Angeles Lesbians Who Bite Review Article Essay

read the article here Is the link:/Users/apple/Desktop/HANSON Lesbian Who Bite.pdf...

discussion post astronomy

Given that we are trying to map the Milky Way from the inside, the fact that we've deduced as much as we have is pretty ...

Normatividad Contable y Estados Financieros, Series C y D En caso de apoyarte en algÃºn tipo de material no olvides real...

Video presentation link

https://cdnapisec.kaltura.com/index.php/extwidget/preview/partner_id/2318331/uiconf_id/40358881/...

Study help

Our tutors provide high quality explanations & answers.

Post question

13 pages

The Invertibility of EGARCH

A limitation in the development of asymptotic properties of the QMLE for EGARCH is the lack of an invertibility condition ...

The Invertibility of EGARCH

A limitation in the development of asymptotic properties of the QMLE for EGARCH is the lack of an invertibility condition for the returns shocks underlying the model. It was shown in the paper that the EGARCH model could be derived from a stochastic process, for which the invertibility conditions could be stated simply and explicitly (conditions 1 and 2). This should be useful in re-interpreting the existing properties of the QMLE of the EGARCH parameters.

8 pages

Asymmetry and Leverage in Conditional Volatility Models

This paper is concerned with the three most widely-used univariate conditional volatility models, namely the GARCH, GJR (o ...

Asymmetry and Leverage in Conditional Volatility Models

This paper is concerned with the three most widely-used univariate conditional volatility models, namely the GARCH, GJR (or threshold GARCH) and EGARCH models. These models are important in estimating and forecasting volatility, as well as in capturing asymmetry, which is the different effects on conditional volatility of positive and negative effects of equal magnitude, and in capturing leverage, which is the negative correlation between returns shocks and subsequent shocks to volatility.

29 pages

A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias

This study uses Monte Carlo analysis to investigate the performances of five different metaanalysis (MA) estimators: the P ...

A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias

This study uses Monte Carlo analysis to investigate the performances of five different metaanalysis (MA) estimators: the Precision Effect Test (PET) estimator, the Precision Effect Estimate with Standard Errors (PEESE) estimator, the Fixed Effects (FE) estimator, the Weighted Least Squares (WLS) estimator, and the Random Effects (RE) estimator. We consider two types of publication bias: publication bias directed against statistically insignificant estimates, and publication bias directed against wrong-signed estimates. Finally, we consider three cases concerning the distribution of the “true effect”: the Fixed Effects case, where there is only estimate per study, and all studies have the same true effect; the Random Effects case, where there is only one estimate per study, and there is 26 heterogeneity in true effects across studies; and the Panel Random Effects case, where studies have multiple estimates, and true effects are heterogeneous both across and within studies.

11 pages

Practice of Lagging Variables To Avoid Simultaneity

A common practice in applied econometrics work consists of replacing a (suspected) simultaneously-determined explanatory v ...

Practice of Lagging Variables To Avoid Simultaneity

A common practice in applied econometrics work consists of replacing a (suspected) simultaneously-determined explanatory variable with its lagged value. This note demonstrates that this practice does not enable one to escape simultaneity bias. I show through both theory and simulations the infeasibility of identifying structural parameters of the DGP when the relationship between X and Y is characterized by simultaneity. Further, I demonstrate that it is straightforward to generate examples where the researcher is likely to conclude that the effect of X on Y is opposite in sign to its true value, and to find that the associated, wrong-signed coefficient is statistically significant a majority of the time.

24 pages

Advances in Financial Risk Management and Economic Policy Uncertainty

The collection of interesting, timely and novel papers in this special issue by some of the leading experts in the field o ...

Advances in Financial Risk Management and Economic Policy Uncertainty

The collection of interesting, timely and novel papers in this special issue by some of the leading experts in the field of “Advances in Financial Risk Management and Economic Policy Uncertainty” should both highlight and encourage innovative research in a variety of challenging areas associated with the topical and rapidly expanding areas of financial risk management and economic policy uncertainty.

13 pages

A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process

The paper was concerned with one of the most widely-used multivariate conditional volatility models, namely the dynamic co ...

A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process

The paper was concerned with one of the most widely-used multivariate conditional volatility models, namely the dynamic conditional correlation (or DCC) specification. As the underlying stochastic process to derive DCC has not yet been established, this has made problematic the derivation of the asymptotic properties of the Quasi-Maximum Likelihood Estimators (QMLE). To date, the statistical properties of the QMLE of the DCC parameters have been derived under highly restrictive and unverifiable regularity conditions.