Search Results

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,

A modified Kolmogorov-Smirnov test for normality,
Zvi Drezner, Ofir Turel and Dawit Zerom, from University Library of Munich, Germany (2009)
Keywords: Closest fit; Kolmogorov-Smirnov; Normal distribution

Inflación subyacente y análisis por descomposición: Una radiografía de la inflación en tiempos de estabilidad,
Ernesto Cupé, in Investigación & Desarrollo (2006)
Keywords: inflación, inflación subyacente, componentes principales, términos de intercambio internos, estacionariedad, cointegración

descomposición en regresión lineal: un nuevo método para el análisis de determinantes y toma de decisiones,
Ernesto CupÈ, in Investigación & Desarrollo (2007)
Keywords: regresión lineal, base ortogonal, vectores singulares, metodologías de descomposición

descomposición dual del R2 en modelos de regresión lineal,
Ernesto Cupé, in Investigación & Desarrollo (2008)
Keywords: Descomposición Dual, Poder Explicativo, Descomposición de Valor Singular, rotación Coplanar

Multi-cutoff RD designs with observations located at each cutoff: problems and solutions,
Margherita Fort, Andrea Ichino, Enrico Rettore and Giulio Zanella, from C.E.P.R. Discussion Papers (2022)
Keywords: Regression discontinuity; Multiple cutoffs; Normalizing-and-pooling

Testing for Common GARCH Factors,
Prosper Dovonon and Eric Renault, from University Library of Munich, Germany (2011)
Keywords: GARCH factors, Nonstandard asymptotics, GMM, GMM overidenti fication test, identifi cation, first order identification

Algebraic theory of identification in parametric models,
Andrzej Kocięcki, from University Library of Munich, Germany (2010)
Keywords: identification; group theory

What makes econometric ideas popular: The role of connectivity,
Bertrand Candelon, Marc Joëts and Valérie Mignon, from Université catholique de Louvain, Louvain Finance (LFIN) (2024)
Keywords: Connectivity ; Idea diffusion ; Econometric publications ; Citations ; Structural Topic Model ; Hurdle count model

Testing Phillips Curve in Sweden,
Vanja Šimićević and Emil Lekavski, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2023)
Keywords: Phillips curve, unemployment, Sweden, monetary policy, econometric model, inflation

Conditionally heteroskedastic factor models with skewness and leverage effects,
Prosper Dovonon, from University Library of Munich, Germany (2012)
Keywords: Factor models; conditional heteroskedasticity; conditional leverage; conditional skewness; temporal aggregation; generalized method of moments

Moments of a Wishart Matrix,
Grant Hillier and Raymond Kan, in Journal of Quantitative Economics (2021)
Keywords: Wishart matrix, Higher order moments, Homogeneity, Equivariance

The impact of cancellations in waiting times analysis: evidence from scheduled surgeries in the Portuguese NHS,
Joana Cima and Álvaro Almeida, in The European Journal of Health Economics (2022)
Keywords: Scheduled surgery, Access, Cancellations, Survival models, Portugal

Growth and Convergence in the Central and East European Countries towards EU /1992-2002/,
Aleksandar Vasilev, from ZBW - Leibniz Information Centre for Economics (2015)
Keywords: Growth, transition countries

Growth and Convergence in the Central and East European Countries towards EU /1992-2002/,
Aleksandar Vasilev, from ZBW - Leibniz Information Centre for Economics (2004)
Keywords: growth, transition countries

Robust Inference for Misspecified Models Conditional on Covariates,
Alberto Abadie, Guido Imbens and Fanyin Zheng, from National Bureau of Economic Research, Inc (2011)

Robust Standard Errors in Small Samples: Some Practical Advice,
Guido Imbens and Michal Kolesar, from National Bureau of Economic Research, Inc (2012)

Why ask Why? Forward Causal Inference and Reverse Causal Questions,
Andrew Gelman and Guido Imbens, from National Bureau of Economic Research, Inc (2013)

Instrumental Variables: An Econometrician's Perspective,
Guido Imbens, from National Bureau of Economic Research, Inc (2014)

Double/Debiased Machine Learning for Treatment and Structural Parameters,
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey and James Robins, from National Bureau of Economic Research, Inc (2017)

Synthetic Difference In Differences,
Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido Imbens and Stefan Wager, from National Bureau of Economic Research, Inc (2019)

Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics,
Guido Imbens, from National Bureau of Economic Research, Inc (2019)

Weighted-Average Quantile Regression,
Denis Chetverikov, Yukun Liu and Aleh Tsyvinski, from National Bureau of Economic Research, Inc (2022)

Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control,
Jann Spiess, Guido Imbens and Amar Venugopal, from National Bureau of Economic Research, Inc (2023)

Vector Multiplicative Error Models: Representation and Inference,
Fabrizio Cipollini, Robert Engle and Giampiero Gallo, from National Bureau of Economic Research, Inc (2006)

Recent Developments in the Econometrics of Program Evaluation,
Guido Imbens and Jeffrey Wooldridge, from National Bureau of Economic Research, Inc (2008)

Vector Multiplicative Error Models: Representation and Inference,
Fabrizio Cipollini, Robert Engle and Giampiero Gallo, from National Bureau of Economic Research, Inc (2006)

The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics,
Joshua Angrist and Jorn-Steffen Pischke, from Centre for Economic Performance, LSE (2010)
Keywords: research design, natural experiment, quasi-experiment, structural models

Is it possible to construct derivatives for the Paris residential market?,
Michel Baroni, Fabrice Barthélémy and Mahdi Mokrane, from ESSEC Research Center, ESSEC Business School (2007)
Keywords: Real estate indices; Index revision; Real estate derivatives products

Applying Wavelet Variance on Swedish Wind Speed Data,
Abdullah Almasri, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2009)
Keywords: Wavelet; Time-series

Testing the Periodicity on the Swedish Varve Data,
Abdullah Almasri, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2009)
Keywords: Wavelet; Periodicity

What makes econometric ideas popular: The role of connectivity,
Bertrand Candelon, Marc Joëts and Valérie Mignon, in Research Policy (2024)
Keywords: Connectivity; Idea diffusion; Econometric publications; Citations; Structural Topic Model; Hurdle count model;

Worldwide Econometrics Rankings: 1989-2005,
Badi Baltagi, from Center for Policy Research, Maxwell School, Syracuse University (2007)
Keywords: Econometrics rankings, Econometrics journals, Econometric theory, Applied econometrics.

What Makes Econometric Ideas Popular: The Role of Connectivity,
Valérie Mignon, Marc Joëts and Bertrand Candelon, from University of Paris Nanterre, EconomiX (2023)
Keywords: Connectivity; Idea diffusion; Econometric publications; Citations; Structural Topic Model; Hurdle count model.

Estmating Aversion to Uncertainty,
Steffen Andersen, John Fountain, Glenn Harrison and Elisabet Rutstrom, from Copenhagen Business School, Department of Economics (2009)
Keywords: econometrics; uncertainty; risk

Advances in Econometrics - Theory and Applications,
Miroslav Verbič, from IntechOpen (2011)

Linear and Non-Linear Financial Econometrics -Theory and Practice,
Mehmet Kenan Terzioglu, Gordana Djurovic and Martin M. Bojaj, from IntechOpen (2021)

Econometrics - Recent Advances and Applications,
Brian William Sloboda, from IntechOpen (2023)

Cross-Entropy Estimation of Linear Cointegrated Equations,
Kelvin Balcombe, from University Library of Munich, Germany (2006)
Keywords: Entropy; Fully Modified; Cointegration

Multicollinearity in the Presence of Errors-in-Variables Can Increase the Probability of Type-I Error,
John Komlos, from CESifo (2019)
Keywords: multicollinearity, Type I error, errors-in-variables

Market Risk Management in a Post-Basel II Regulatory Environment,
Branko Uroševic, Mikica Drenovak, Vladimir Rankovic, Ranko Jelic and Milos Ivanovic, from CESifo (2016)
Keywords: finance, market risk, Basel 2.5, GARCH, NSGA-II

STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares,
Cleyzer Adrian da Cunha and Alcido Elenor Wander, from Curso de Ciencias Economicas da Universidade Federal de Goias - FACE (2009)
Keywords: non linear unit root test, time series, prices

Marginal quantiles for stationary processes,
Yves Dominicy, Siegfried Hörmann, David Veredas and Hiroaki Ogata, from Banco de España (2012)
Keywords: Quantiles, S-mixing

How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model,
Muhammad Shahbaz, Nanthakumar Loganathan, Ahmed Taneem Muzaffar, Khalid Ahmed and Muhammad Ali Jabran, from University Library of Munich, Germany (2015)
Keywords: Urbanisation, Energy, Malaysia

Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States,
Syed Jawad Hussain Shahzad, Naveed Raza, Muhammad Shahbaz and Azwadi Ali, from University Library of Munich, Germany (2017)
Keywords: Stock, Gold, Quantile-on-Quantile, Diversification

A Unique Orthogonal Variance Decomposition,
Woon Wong, from Cardiff University, Cardiff Business School, Economics Section (2008)
Keywords: Variance decomposition; Cholesky decomposition; unique orthogonal decomposition and square root matrix

Global Economic Modeling:A Volume in Honor of Lawrence R Klein,
Peter Pauly, from World Scientific Publishing Co. Pte. Ltd. (2018)
Keywords: Econometrics, Modeling, International Economics

Klein's Last Quarterly Econometric Model of the United States:Wharton Quarterly Econometric Model: Mark 10,
Shinichi Ichimura, Soshichi Kinoshita and Mitsuo Yamada, from World Scientific Publishing Co. Pte. Ltd. (2018)
Keywords: Quarterly Econometric Model, Wharton, WEFA, Forecast, Klein