Search Results

Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs,
Dominik Sliwicki, in Acta Universitatis Nicolai Copernici, Ekonomia (2014)
Keywords: net effectiveness of labor market programs, kernel estimator

Square Density Weighted Average Derivatives Estimation of Single Index Models,
Myung Jae Sung, in Korean Economic Review (2014)
Keywords: Index Coefficients, Square Density Weighting, Average Derivatives, Kernel, Nonparametric

Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence,
Nicolas Asin and Jan Johannes, in Annals of Economics and Statistics (2017)
Keywords: Non-Parametric Regression, Instrumental Variable, Dependence, Mixing, Minimax Theory, Adaptive.

Financiamiento del sistema de pensiones mexicano por medio de bonos de longevidad,
Fernando Cruz-Aranda, Claudia Estrella Castillo Ramírez and Citlalli Pérez Flores, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2018)
Keywords: Sistema de pensiones, envejecimiento poblacional, bono de longevidad

OVERSEAS PERFORMANCE OF CHILEAN PENSION FUNDS,DESEMPENO DE LOS FONDOS DE PENSIONES CHILENOS EN EL EXTRANJERO,
Renato Balbontin, in Revista Internacional Administracion & Finanzas (2014)
Keywords: Diversification, Return, Volatility, Risk, Systematic, Idiosyncratic

PERFORMANCE OF CHILEAN PENSION FUNDS INVESTMENTS ABROAD 2010-2014,
Renato Balbontín and Rodrigo Blanch, in The International Journal of Business and Finance Research (2016)
Keywords: Diversification, Return, Volatility, Risk, Systematic, Idiosyncratic

Nonparametric Estimation of First-Price Auctions: Technical Appendices,
E. Guerre, I. Perrigne and Q. Vuong, from Southern California - Department of Economics (1995)
Keywords: EVALUATION;ECONOMETRICS;MATHEMATICS;AUCTIONS

Nonparametric Estimation of First-Price Auctions,
E. Guerre, I. Perrigne and Q. Vuong, from Southern California - Department of Economics (1995)
Keywords: EVALUATION;ECONOMETRICS;MATHEMATICS;AUCTIONS

DEVELOPMENT OF THE STEREOMETRIC METHOD TO THE ANALYSIS OF ECONOMIC CATEGORIES AND PROCESSES AND ITS APPLICATION IN SECURITY AND TAXATION,
Vladimir Nusinov, Ievgeniia Mishchuk and Yaroslav Izmaylov, in Baltic Journal of Economic Studies (2019)
Keywords: analysis, economic security, taxation, process, stereometric approach

A semiparametric assessment of export-led growth in the Philippines,
Lorna E. Amrinto and Hector O. Zapata, in Philippine Review of Economics (2006)
Keywords: export-led growth, semiparametric error-correction model, Granger causality

Modelos estatísticos e econométricos para estudo da sazonalidade de preços: o caso do preço da carne e do boi,
Antônio Aguirre and Luís A. Aguirre, in Nova Economia (1999)
Keywords: seasonality; beef catle price

MODEL OF ANALYSIS IN THE ROMANIAN FOOTWEAR INDUSTRY,
Dimi Ofileanu, in SEA - Practical Application of Science (2014)
Keywords: Simple regression, Correlation, Footwear industry, Exports, Turnover

VALUE STREAM MAPPINGIN THE ROMANIAN FOOTWEAR INDUSTRY,
Sorin Briciu and Dimi Ofileanu, in SEA - Practical Application of Science (2015)
Keywords: Lean, Value stream, Value stream mapping, Footwear industry

Decomposing R2 with the Owen value,
Frank Hüttner and Marco Sunder, from University of Leipzig, Faculty of Economics and Management Science (2011)
Keywords: Shapley value, Owen value, OLS, variance decomposition, German Socio-Economic Panel

Measurement Errors in Introductory Econometric Courses,
John Herbert, in Eastern Economic Journal (1995)
Keywords: Econometrics; Measurement Error; Regression

Regional Disparities and their Development in Czech Re-public over 1996-2010 Years,
Libuše Svatošová and Zuzana Novotná, in Acta Universitatis Bohemiae Meridionales (2012)
Keywords: Regional Development; Reduce of Disparities; Regions of Czech Republic; Statistical Methods

Density forecasting of the Dow Jones share index,
Lars-Erik Öller and P Stockhammar, from University Library of Munich, Germany (2009)
Keywords: Density forecasting, heteroscedasticity, mixed Normal- Asymmetric Laplace distribution, Method of Moments estimation, connection with economic growth.

An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies,
Carl Chiarella and Xuezhong (Tony) He, from Society for Computational Economics (2002)
Keywords: Asset pricing, wealth dynamics, profitability, trading strategies

Consistent Speciffcation Tests for Regression Models,
Chunrong Ai, in Annals of Economics and Finance (2001)
Keywords: Nonparametric, Hypothesis Testing, Moment Restrictions, Series Estimator

Estimation of Parameters in Multiple Regression with Missing Covariates Using a Modified First Order Regression Procedure,
H. Toutenburg, V. Srivastava, Shalabh and C. Heumann, in Annals of Economics and Finance (2005)
Keywords: Missing data, Regression model, Least squares estimator

Finite Sample Exact tests for Linear,
Oliver Gossner and Karl Schlag, from University of Vienna, Department of Economics (2012)

The Zero-Information-Limit Condition and Spurious Inference,
Richard Startz and Charles Nelson, from Econometric Society (2004)
Keywords: weak identification, ARMA

A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated,
Mehmet Caner and Melinda Morrill, from University Library of Munich, Germany (2009)
Keywords: Violation of exogeneity; Instrumental variables regression: Joint test

The Contribution of Small Scale Irrigation Water Use to Households Food Security in Gorogutu District of Oromia Regional State, Ethiopia,
Abdulwafik Kelilo, Mengistu Ketema and Adem Kedir, in International Journal of Economics and Empirical Research (IJEER) (2014)
Keywords: Small-scale irrigation, Food security, Binary logit model

Unit Root Test Popularity among Economists: Sampling the Literature,
Franklin Mixon, W. Charles Sawyer and Kamal Upadhyaya, in Economia Internazionale / International Economics (2002)
Keywords: Unit root tests; time-series econometrics

What is a standard error? (And how should we compute it?),
Jeffrey Wooldridge, in Journal of Econometrics (2023)
Keywords: Standard error; Model-based approach; Design-based approach; Sampling-based approach; Clustering;

The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations,
Hannes Leeb and Benedikt M. Poetscher, from University Library of Munich, Germany (2000)
Keywords: Model selection, post-model-selection estimator, pre-test estimator, asymptotic distribution, finite-sample distribution, uniform approximation

Partial Identification in Econometrics,
Elie Tamer, in Annual Review of Economics (2010)
Keywords: non-point-identified models, sensitivity analysis, robust inference, bounds

A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice,
Martin Schellhorn, from McMaster University (2001)
Keywords: demand for health care and insurance, count models, endogenous regressors

The Cost of Job Security Regulation: Evidence from Latin American Labor Markets,
James Heckman and Carmen Pages, from National Bureau of Economic Research, Inc (2000)

Decomposition of non-linear models using simulated residuals,
François-Charles Wolff, in Economics Letters (2012)
Keywords: Blinder–Oaxaca decomposition; Non-linear models; Simulated residuals;

WTO Disciplines on Domestic Support and Market Access in Agri-Food Supply Chains,
Jean-Philippe Gervais, Bruno Larue and Harvey Lapan, from Iowa State University, Department of Economics (2009)
Keywords: domestic support; market access; agri-food trade negotiations; vertical linkages; uncertainty

Quantile Regression,
Roger Koenker and Kevin Hallock, in Journal of Economic Perspectives (2001)

Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model,
Ilya Nikolskiy and Kirill Furmanov, in Applied Econometrics (2023)
Keywords: stochastic frontier; ranking; technical efficiency

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Universite de Montreal, Departement de sciences economiques (2001)
Keywords: continuous and discrete variables, reesentations

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
Keywords: ECONOMIC MODELS ; MATHEMATICS

On prediction of individual sequences,
Nicolo Cesa Bianchi and Gabor Lugosi, from Department of Economics and Business, Universitat Pompeu Fabra (1998)
Keywords: Universal prediction, prediction with experts, absolute loss, empirical processes, covering numbers, finite-state machines

Comment on W. Norton Grubb, 'The Varied Economic Returns to Postsecondary Education: New Evidence from the Class of 1972',
Thomas Kane and Cecilia Rouse, from Princeton University, Department of Economics, Industrial Relations Section. (1994)
Keywords: returns to education, returns to community college, junior college, two-year college

When Can We Determine the Direction of Omitted Variable Bias of OLS Estimators?,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable bias; ordinary least squares

Bias of OLS Estimators due to Exclusion of Relevant Variables and Inclusion of Irrelevant Variables,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable; irrelevant variables; ordinary least squares; bias

The Taylor Decomposition: A Unified Generalization of the Oaxaca Method to Nonlinear Models,
Stephen Bazen and Xavier Joutard, from Aix-Marseille School of Economics, France (2013)
Keywords: Oaxaca decomposotion,nonlinear models

Bias-Aware Inference in Regularized Regression Models,
Timothy Armstrong, Michal Kolesár and Soonwoo Kwon, from Princeton University. Economics Department. (2020)
Keywords: Regularized regression

Unemployment in the SADC Region,
Johane Moilwa Motsatsi, from Botswana Institute for Development Policy Analysis (2019)
Keywords: Unemployment, SADC, Panel Data Analysis.

THE EU-US RELATIONS IN AN EMERGING MULTIPOLAR WORLD,
Roxana Hincu, in CES Working Papers (2014)
Keywords: transatlantic partnership; security; neorealism; neoliberalism; constructivism; multipolarity; global governance Romania

The Efficiency of OLS Estimators of Structural Parameters in a Simple Linear Regression Model in the Calibration of the Averages Scheme,
Kowal Robert, in Folia Oeconomica Stetinensia (2016)
Keywords: simple linear regression model, OLS estimators, efficiency of OLS estimators, Cauchy-Schwarz inequality, conditional optimization

Characteristics and Properties of a Simple Linear Regression Model,
Kowal Robert, in Folia Oeconomica Stetinensia (2016)
Keywords: simple linear regression model, OLS estimators, variance, unbiasedness

Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo,
Mohamed Ali Houfi and Ghassen El Montasser, in Romanian Economic Journal (2010)
Keywords: outliers, coefficients de normalité, volatilité, non linéarité, FIGARCH, out of sample

Türkiye’de finans ve reel ekonomi ilişkisi: Schumpeter haklı mıydı?*,
Harun Doğan, in Iktisat Isletme ve Finans (2008)
Keywords: Finansal Piyasalar, Ekonomik Büyüme, Birim Kök Testi, Eş­bütünleşme Testi, Hata Düzeltme Modeline Dayalı Nedensellik Testi.

Twin Deficit Hypothesis: A Case of Pakistan,
Farrah Yasmin, in Sukkur IBA Journal of Management and Business (2015)
Keywords: Budget deficit; Current account deficit; Pakistan

Econometric Test on Growth-Unemployment Nexus in India,
Debesh Bhowmik, in Journal of Quantitative Methods (2018)
Keywords: Output gap; Unemployment Gap; Cointegration; Vector Error Correction

Detecting Stationarity of GDP:A Test of Unit Root Tests,
Atiq -ur- Rehman, in Journal of Quantitative Methods (2019)
Keywords: unit root tests; stationarity; GDP

A review of the Granger-causality fallacy,
Mariusz Maziarz, in The Journal of Philosophical Economics (2015)
Keywords: Granger-causality, epistemology of causality, causality testing

Characterization of the Compound Poisson Distribution,
Evdokia Xekalaki and John Panaretos, from University Library of Munich, Germany (1979)

Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité,
Gino Santarossa, from University Library of Munich, Germany (2008)
Keywords: regression discontinuity program evaluation impact econometric

Investigation of the World Railway Sector Development Prospects and Turkey's Status,
Alper Uğur, in Alphanumeric Journal (2019)
Keywords: Forecast, Product Groups, Railway Sector, Turkish Rail Market, World Market Growth

Investigation of Attitude About Nuclear and Renewable Energy by Using Partial Least Squares Structural Equation Modeling,
Veysel Yılmaz, Yasemin Can and Nil Aras, in Alphanumeric Journal (2019)
Keywords: Nuclear Energy, Partial Least Squares Structural Equation Modeling , Renewable Energy, Sustainable Consumption Behavior

Using Machine Learning Algorithms For Forecasting Rate of Return Product In Reverse Logistics Process,
Ayşe Nur Adıgüzel Tüylü and Ergün Eroğlu, in Alphanumeric Journal (2019)
Keywords: Forecasting Rate of Return Product, Machine Learning, Reverse Logistics, Textile

Determining the Factors Affecting the Market Clearing Price by Using Multiple Linear Regression Method,
Veli Rıza Kalfa, Burak Arslan and İrfan Ertuğrul, in Alphanumeric Journal (2021)
Keywords: Artificial Neural Networks, Market Clearing Price, Multiple Linear Regression

Ground Truth in Network Communities and Metadata-Aware Community Detection: A Case of School Friendship Network,
Kenan Kafkas, Nazım Ziya Perdahçı and Mehmet Nazif Aydın, in Alphanumeric Journal (2021)
Keywords: Best Friends Network, Community Detection, SBM, neoSBM

Disassembly Line Balancing by Using Simulation Optimization,
Muhammet Enes Akpınar, Mehmet Ali Ilgın and Hüseyin Aktaş, in Alphanumeric Journal (2021)
Keywords: Disassembly, Genetic Algorithm, Line Balancing, Simulated Annealing, Simulation

Pharmacy Duty Scheduling Problem: Gumushane Case,
Ahmet Bahadır Şimşek, Seher Merdane, Aydanur Belindir and Ayşenur Akbaş, in Alphanumeric Journal (2021)
Keywords: Integer Programming, Pharmacy Duty Scheduling, The Fixed Duty Frequency, The Inheritance of Duty Distribution

The Econometric Analysis of the Relationship Between Oil Price, Economic Growth and Export In OPEC Countries,
Fatih Çemrek and Hüseyin Naci Bayraç, in Alphanumeric Journal (2021)
Keywords: OPEC, Oil Price, Panel Data Analysis

Classification of Cancer Types by Cluster Analysis Methods,
Aynur İncekırık, Öznur İşçi Güneri and Burcu Durmuş, in Alphanumeric Journal (2021)
Keywords: Cancer Types, Cluster Analysis, Cluster Validity İndex, Cophenetic Correlation Coefficient, K-means

The Impact of Google Trends on the Tourist Arrivals: A Case of Antalya Tourism,
Hatice Öncel Çekim and Ahmet Koyuncu, in Alphanumeric Journal (2022)
Keywords: Google Trends, ARIMAX, MSSA, Multivariate Models, Tourism Forecast

Classification of Autism Spectrum Disorder for Adolescents Using Artificial Neural Networks,
Sümeyye Çelik, Melike Şişeci Çeşmeli, İhsan Pençe and Özlem Çetinkaya Bozkurt, in Alphanumeric Journal (2022)
Keywords: Adolescent Subset, Artificial Neural Networks, Autism Spectrum Disorder, Classification

Benchmarking healthcare systems of OECD countries: A DEA - based Malmquist Productivity Index Approach,
Ayhan Aydın, in Alphanumeric Journal (2022)
Keywords: Data Envelopment Analysis, Efficiency, Healthcare, Malmquist, OECD

Financial Stability and Creating Financial Stability Index for Turkey,
Ahmet Zelka, in Alphanumeric Journal (2022)
Keywords: Financial Crisis, Financial Stability, Financial Stability Index, Financial System, Logistic Regression Analysis

The Characteristics of Cryptocurrency Market Volatility: Empirical Study For Five Cryptocurrency,
Tuğba Güz and İlayda İsabetli Fidan, in Alphanumeric Journal (2022)
Keywords: Cryptocurrency, DCCGARCH, EGARCH, Volatility

Impact of Political Risk on Foreign Direct Investment with Fourier Approach: The Case of Turkiye,
Gökhan Konat, in Alphanumeric Journal (2022)
Keywords: Foreign Direct Investments, Fourier ARDL, Fourier KPSS, Fractional Frequency Fourier, Political Risk, Stationarity

The Evaluation of The Development Agency Regions In Turkey In Terms of Some Socioeconomic Indicator with Factor Analysis,
Hasan Bulut and Yüksel Öner, in Alphanumeric Journal (2015)
Keywords: Development Agency, Development of Social-Economic, Factor Analysis

An asymptotic test for the Conditional Value-at-Risk,
Péter Vékás, from Corvinus University of Budapest (2015)
Keywords: risk measures, Conditional Value-at-Risk, hypothesis testing, actuarial science

Teaching the Median with Terms of Absolute Value, Differentiability, and Optimization,
Mehmet Hakan Satman, in Alphanumeric Journal (2022)
Keywords: Absolute Value, Median, Optimization, Statistics, Teaching

The Correlation Problem in Operational Risk,
Antoine Frachot, Thierry Roncalli and Eric Salomon, from University Library of Munich, Germany (2004)
Keywords: operational risk; LDA model; severity correlation; frequency correlation; aggregate loss correlation;

Large sample properties of the three-step euclidean likelihood estimators under model misspecification,
Prosper Dovonon, from University Library of Munich, Germany (2010)
Keywords: Misspecified models, Empirical likelihood, Three-step Euclidean likelihood

Market Basket Analysis of Basket Data with Demographics: A Case Study in E-Retailing,
Ural Gökay Çiçekli and İnanç Kabasakal, in Alphanumeric Journal (2021)
Keywords: Association Rule Mining, Data Mining, Demographic Association Rules, Market Basket Analysis

Multi-cutoff RD designs with observations located at each cutoff: problems and solutions,
Margherita Fort, Andrea Ichino, Enrico Rettore and Giulio Zanella, from Dipartimento di Scienze Economiche "Marco Fanno" (2022)
Keywords: Regression Discontinuity, multiple cutoffs, Normalizing-and-Pooling

Multicutoff RD designs with observations located at each cutoff: problems and solutions,
Margherita Fort, Andrea Ichino, Enrico Rettore and Giulio Zanella, from Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation (2022)
Keywords: Regression Discontinuity, Multiple Cutoffs, Normalizing and Pooling

Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation,
Lee Adkins and Carter Hill, from Oklahoma State University, Department of Economics and Legal Studies in Business (2007)
Keywords: bootstrap Inferences, sample selection models, monte carlo

Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation,
Lee Adkins, from Oklahoma State University, Department of Economics and Legal Studies in Business (2008)
Keywords: instrumental variables, probit, small sample performance, monte carlo

Monte Carlo Experiments Using gretl: A Primer,
Lee Adkins, from Oklahoma State University, Department of Economics and Legal Studies in Business (2011)
Keywords: Monte Carlo, econometrics, gretl, simulations

The Restricted Least Squares Stein-Rule in gretl,
Lee Adkins, from Oklahoma State University, Department of Economics and Legal Studies in Business (2013)
Keywords: Shrinkage estimation, prior information, gretl

Using gretl for Principles of Econometrics, 4th Edition,
Lee Adkins, from Oklahoma State University, Department of Economics and Legal Studies in Business (2014)
Keywords: Economometrics, gretl

Collinearity Diagnostics in gretl,
Lee Adkins, Melissa Waters and Carter Hill, from Oklahoma State University, Department of Economics and Legal Studies in Business (2015)
Keywords: collinearity, gretl

An Automatic Portmanteau Test For Nonlinear Dependence,
Charisios Grivas, from University Library of Munich, Germany (2022)
Keywords: ARMA time series;Akaike's AIC;Schwarz's BIC; Portmanteau test; Data-driven test

The path from cause to effect: mastering 'metrics,
Joshua Angrist and Jorn-Steffen Pischke, from Centre for Economic Performance, LSE (2015)
Keywords: applied econometrics, research design, natural experiment, quasi-experiment, structural models

Stationarity Test of Renewable Energy Consumption with Fractional Frequency Fourier Unit Root Test: Evidence from BRICS-T Countries,
Eda Fendoğlu, in Alphanumeric Journal (2021)
Keywords: BRICS-T, Energy, Fourier Unit Root, Fractional Frequency, Renewable Energy

Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference,
Richard Nickl and Benedikt Pötscher, from University Library of Munich, Germany (2009)
Keywords: Simulation-based minimum distance estimation, indirect inference

What Makes Econometric Ideas Popular: The Role of Connectivity,
Bertrand Candelon, Marc Joëts and Valérie Mignon, from Université catholique de Louvain, Louvain Finance (LFIN) (2023)
Keywords: Connectivity ; Idea diffusion ; Econometric publications ; Citations ; Structural Topic Model ; Hurdle count model

Spatial Stochastic Frontier Models,
Erniel Barrios and Rouselle Lavado, from East Asian Bureau of Economic Research (2010)
Keywords: stochastic frontier models, technical efficiency, spatial externalities, spatial-temporal model, backfitting

Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH,
Yakup Ari, from University Library of Munich, Germany (2012)
Keywords: Volatility, Levy Process,GARCH, EGARCH, TGARCH,COGARCH,