Search Results

The New EBDC Dataset: An Innovative Combination of Survey and Financial Statement Data,
Anja Hönig, in CESifo Forum (2009)
Keywords: Wirtschaftsstatistik, Deutschland

The Analysis of the Impact of Panel Attrition on Estimation of Regular-Irregular Worker Wage Gap in the KLIPS,
Daehyun. Kim, in European Research Studies Journal (2010)
Keywords: Panel Attrition, Sample Selection, Wage Gap, IPW Method

Possibilities of Individual Claim Reserve Risk Modeling,
Pavel Zimmermann, in Acta Oeconomica Pragensia (2011)
Keywords: Claims reserving, Settlement process, Generalized Linear Model, Stochastic modeling

The comparability of Income and Expenditure Surveys 1995, 2000 and 2005/2006,
Derek Yu, from Stellenbosch University, Department of Economics (2008)
Keywords: South Africa, Household survey

Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach,
Ruth Miquel, from Department of Economics, University of St. Gallen (2003)
Keywords: Dynamic treatment effects, sequential difference-in-differences, sequences of programs.

«SCORE-CoV-2» and its relation to GDP performance,
Jareth Lassard, Carlos Medina, Joaquín Palmero, Blanca de la Parra, Leslye Mejía and José Rivas, in The Anahuac Journal (2021)
Keywords: COVID-19, score, pandemic, GDP.

Metrica sigma: ano či ne ?,
Filip Tošenovský, from University Library of Munich, Germany (2007)
Keywords: Sigma metric, dpmo, Six Sigma

Weighted trimmed likelihood estimator for GARCH models,
Chalabi, Yohan / Y. and Diethelm Wuertz, from University Library of Munich, Germany (2010)
Keywords: GARCH Models; Robust Estimators; Outliers; Weighted Trimmed Likelihood Estimator (WTLE); Quasi Maximum Likelihood Estimator (QMLE)

Bauran Pemasaran Dalam Prespektif Syariah (Analisis Teks Al Quran Surat Al- Quraisy),
Adhitya Putra, from University Library of Munich, Germany (2018)
Keywords: Keywords: Marketing Mix, Quraysh, Surat Al-Quraishi

Modelización y predicción de series de tiempo financieras utilizando redes neuronales,
Hugo Roberto Balacco and Gustavo Germán Maradona, in Económica (2011)
Keywords: Neural Network, Forecast, Architecture Types, Transfer Functions, Mean Absolute Error.

Comparison of Parametric and Non-Parametric Estimation Methods in Linear Regression Model,
Tolga Zaman and Kamil Alakuş, in Alphanumeric Journal (2019)
Keywords: Least Squares, Mean Absolute Deviation, Median, Mood-Brown Estimator, Outlier, Theil-Sen Estimator

Some Robust Estimation Methods and Their Applications,
Tolga Zaman and Kamil Alakuş, in Alphanumeric Journal (2016)
Keywords: Average Absolute Deviations, Coefficient of Determination, Least Square Errors Methods, Robust Regression Methods

Production function with electricity consumption and its applications,
Zheng Hu and Zhaoguang Hu, in Energy Economics (2013)
Keywords: Production function with electricity consumption; Gene-like E-GDP characteristics; Up-industrialization;

Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity,
Sohail Chand and Nuzhat Aftab, in Lahore Journal of Economics (2018)
Keywords: Regression, variance break, wild bootstrap

Exponential Multivariate Autoregressive Conditional High Frequency Data Model,
Alvaro Veiga and Gustavo Santos Raposo, from Society for Computational Economics (2005)
Keywords: High frequency data, GARCH, autoregressive conditional multivariate models, nonlinear time series

Effect of Real Estate Investment Trusts Portfolio Structure on the Market Performance,
İbrahim Sırma, in Alphanumeric Journal (2019)
Keywords: Market Value, Panel Data Analysis, Real Estate Investment Trusts

Competitiveness of trade in services: some problems of measurement,
Valentin Cojanu, in The AMFITEATRU ECONOMIC journal (2007)
Keywords: competitiveness, services, trade, methodology, Eastern Europe

DeterminaciÛn del tamaÒo muestral mediante el uso de árboles de decisión,
Carlos Valdivieso, Oscar Valdivieso and Roberto Valdivieso, in Investigación & Desarrollo (2011)
Keywords: Cálculo del tamaño Muestral, árboles de Decisión, Estadística Educacional

Consistent testing for stochastic dominance: a subsampling approach,
Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang, from London School of Economics and Political Science, LSE Library (2003)

Limit of Random Measures Associated with the Increments of a Brownian Semimartingale,
Jean Jacod, in Journal of Financial Econometrics (2018)
Keywords: limit theorems, triangular arrays, high frequency

Identification of Dynamic Treatment Effects by Instrumental Variables,
Ruth Miquel, from Department of Economics, University of St. Gallen (2002)
Keywords: Compliers, Local Average Treatment Effect, dynamic treatment regimes, nonparametric identification, instruments

New insights into the mechanisms of signal formation in RF-spoiled gradient echo sequences,
Céline Azizieh, Vincent Denolin and Thierry Metens, from ULB -- Universite Libre de Bruxelles (2005)
Keywords: RF Spoiling; signal components.

Sequential Matching Estimation of Dynamic Causal Models,
Michael Lechner, from Department of Economics, University of St. Gallen (2004)
Keywords: Dynamic treatment effects, nonparametric identification, causal effects, sequential randomisation, programme evaluation, panel data

Maximum Probability/Entropy translating of contiguous categorical observations into frequencies,
Marian Grendar and Marian Grendar, from University Library of Munich, Germany (2003)
Keywords: contiguous categorical observations, maximum probability, maximum entropy, inverse problem

Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach,
Ariun Ishdorj, Helen Jensen and Justin Tobias, from Iowa State University, Department of Economics (2007)
Keywords: nutrition; WIC; Bayesian econometrics; treatment-response

Testing for Panel Unit Roots in the Presence of Spatial Dependency,
Kristofer Månsson, Ghazi Shukur and Pär Sjölander, from HUI Research (2012)
Keywords: Panel data; unit root tests; spatial dependency; Monte Carlo simulations

Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis,
Kristofer Månsson, Ghazi Shukur and Pär Sjölander, from HUI Research (2012)
Keywords: Panel Cointegration; Error Correction; Fisher Hypothesis; Multivariate Tests; Size and Power

Estimating Subjective Probabilities,
Steffen Andersen, John Fountain, Glenn Harrison and Elisabet Rutstrom, from Copenhagen Business School, Department of Economics (2009)
Keywords: probability; beliefs; utility theory

Bootstrap Methods and Applications in Econometrics - A Brief Survey,
Pål Bergström, from Uppsala University, Department of Economics (1999)
Keywords: Bootstrap; Sample Reuse Methods; Simulation Methods

Sequential Matching Estimation of Dynamic Causal Models,
Michael Lechner, from Institute of Labor Economics (IZA) (2004)
Keywords: nonparametric identification, dynamic treatment effects, causal effects, sequential randomisation, programme evaluation, panel data

mhbounds - Sensitivity Analysis for Average Treatment Effects,
Sascha Becker and Marco Caliendo, from Institute of Labor Economics (IZA) (2007)
Keywords: unobserved heterogeneity, sensitivity analysis, treatment effects, matching

Management Accounting in a-centred organizations. A case study on mergers and acquisitions,
Paola Trevisan, from Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2017)
Keywords: Mergers&Acquisitions, Management Accounting, Organizational Drifting, A-Centred Organization.

Horizontal cooperation in logistics: Opportunities and impediments,
Frans Cruijssen, Martine Cools, Wout Dullaert and Hein Fleuren, from University of Antwerp, Faculty of Business and Economics
Keywords: Horizontal cooperation, Logistics networks, Freight transportation, Empirical research

The Effect of the Minimum Wage on the Fast Food Industry,
Lawrence Katz and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (1992)
Keywords: minimum wage, prices, employment, subminimum wage

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,

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