71107 documents matched the search for C1 G1 Q5 in JEL-codes.
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Aplicación de Procesos Poisson-Gaussianos a los Rendimientos de los Activos en El: New York Stock Ex, Guillermo Einar Moreno Quezada and José Antonio Núñez Mora,
in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance)
(2015)
Keywords: Poisson, Distribución, Serie de Tiempo
¿EXISTEN COMPONENTES PRONOSTICABLES EN LAS SERIES DE LOS RENDIMIENTOS DE LAS ACCIONES?, José Carlos Ramírez and Rogelio Sandoval-Saavedra,
in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance)
(2002)
Keywords: Econometric and Statistical Methods, Financial Markets
Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean), Jaeho Yun,
in Economic Analysis (Quarterly)
(2010)
Keywords: Stochastic volatility, Jump, Square-root stochastic volatility model, GARCH model, Optimal filter, Non-parametric specification testing
Cost Efficiency Affects Sustainable Operations, Chun-Ying Chen, Chun-Hung Chen and Ai-Chi Hsu,
in International Journal of Economics and Financial Issues
(2018)
Keywords: Operational efficiency, cost efficiency, data envelopment analysis
Least Median Squares: A Robust Regression Techique, Ozlem Onder,
in Ege Academic Review
(2001)
Logarithmic Stock Returns: Leptokustosis, Heteroskedasticity and Change-Points, C Weiner,
from Catholique de Louvain - Institut de statistique
(1996)
Keywords: STATISTICS
Testing Monotonicity of Regression, A-W Bowman, M-C Jones and I Gijbels,
from Catholique de Louvain - Institut de statistique
(1996)
Keywords: STATISTICS
Lyapounov Exponents and Hamiltonian Oscillations, F Cherif,
from Université Panthéon-Sorbonne (Paris 1)
(1996)
Keywords: MATHEMATICS ; ECONOMETRICS
A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems, M Hifi,
from Université Panthéon-Sorbonne (Paris 1)
(1996)
Keywords: MATHEMATICS ; ECONOMETRICS
Modeliranje poslovno – ekonomskih strategija kao platforme investicijske politike u uvjetima rizika, Mirjana Landika, Sanel Jakupović and Vedran Šupuković,
in Notitia - journal for economic, business and social issues
(2017)
Keywords: investicijska politika, poslovno okruženje, ireverzibilnost uloženih sredstava, proraÄ un poslovnih ishoda, uÄ inkovitost ulaganja
Are Womenʼs Rights Protected in Georgia? Statistics and Reality, Abesadze Nino, Paresashvili Nino and Kinkladze Rusudan,
in Open Economics
(2019)
Keywords: gender, violence, family, research, analysis
A Meta-Analysis of Service Science Research, Huma Fatima and Ammar Rashid,
in International Journal of Economics and Empirical Research (IJEER)
(2015)
Keywords: Service Science, Value Co-creation, Meta Analysis, Service Systems
Prediction Model of Box Office Based on Arbitrage Pricing Theory: An Empirical Analysis from China, Wang Qingshi, Li Naiqian and Hashmat Ali,
in International Journal of Economics and Financial Issues
(2019)
Keywords: Movie Box Office, Prediction Model, Arbitrage Pricing Theory, Empirical Analysis
How to Select Change Agents in Organizations? A Comparison of the Classical and Network Approaches (Jak wybrac agentow zmian w organizacji? Porownanie metod klasycznych i sieciowych), Anita Zbieg, Dominik Batorski and Blazej Zak,
in Problemy Zarzadzania
(2016)
Keywords: change management, change agents, organizational network analysis, network coverage
The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems, M Hifi and Rachid Ouafi,
from Université Panthéon-Sorbonne (Paris 1)
(1996)
Keywords: ECONOMETRICS
A Nonlinear Alternative for Approximable Maps: A Simple Proof, H Ben-El-Mechaiekh, S Chebbi and Monique Florenzano,
from Université Panthéon-Sorbonne (Paris 1)
(1996)
Keywords: ECONOMETRICS
Micro-econometric Analysis of Impact of Remittances on Household’s Welfare: Empirical Evidence from District Peshawar, Asmat Ullah, Syed Waqar Hussain and Zahoor Khan,
in Oeconomics of Knowledge
(2012)
A least squares approach to Principal Component Analysis for interval valued data, Pierpaolo D'Urso and Paolo Giordani,
from University of Molise, Department of Economics
(2003)
Keywords: Principal Component Analysis, Least squares approach, Interval valued data, Chemical data
A possibilistic approach to latent structure analysis for symmetric fuzzy data, Pierpaolo D'Urso and Paolo Giordani,
from University of Molise, Department of Economics
(2003)
Keywords: Latent structure analysis, symmetric fuzzy data set, possibilistic approach.
AN ANALYSIS OF SPANISH ACCIDENTS IN AUTOMOBILE INSURANCE: THE USE OF THE PROBIT MODEL AND THEORETICAL POTENTIAL OF OTHER ECONOMETRIC TOOLS, Jose Antonio Ordaz, Maria del Carmen Melgar and M. Kazim Khan,
in Equilibrium. Quarterly Journal of Economics and Economic Policy
(2011)
Keywords: Automobile insurance, claims, probit model, zero-inflated models, thinned models
On the Joint Distribution of Two Discrete Random Variables, John Panaretos,
from University Library of Munich, Germany
(1981)
Keywords: Conditional Distribution, power series distribution, binomial distribution, characterization
A Characterization of the Negative Multinomial Distribution, John Panaretos,
from University Library of Munich, Germany
(1981)
Keywords: Negative multinomial distribution, multivariate inverse hypergeometric distribution, truncated negative multinomial distribution, Rao-Rubin condition, Shanbhag's lemma
On the Relationship between the Conditional and Unconditional Distribution of a Random Variable, John Panaretos,
from University Library of Munich, Germany
(1981)
Keywords: Mixed distributions, Poisson distribution, characterization
On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem, John Panaretos,
from University Library of Munich, Germany
(1982)
An Extension of the Damage Model, John Panaretos,
from University Library of Munich, Germany
(1982)
On Moran's Property of the Poisson Distribution, John Panaretos,
from University Library of Munich, Germany
(1983)
Keywords: Poisson Distribution, Binomial Distribution, Negative Binomial Distribution, Negative Hypergeometric Distribution, Moran's Theorem, Patil & Seshadri's Theorem
On a Structural Property of Finite Distributions, John Panaretos,
from University Library of Munich, Germany
(1982)
Keywords: Patil and Seshadri's Theorem, finite distributions, independence
Identifiability of Compound Poisson Distributions, Evdokia Xekalaki and John Panaretos,
from University Library of Munich, Germany
(1983)
Unique Properties of Some Distributions and Their Applications, John Panaretos,
from University Library of Munich, Germany
(1982)
Keywords: Poisson Distribution, Negative Binomial Distribution, Binomial Distribution, Compounding, Characterization, Accident Statistics
A Generating Model Involving Pascal and Logarithmic Series Distributions, John Panaretos,
from University Library of Munich, Germany
(1983)
Keywords: generating model, weighted distributions, logarithmic series distribution, Pascal distribution, damage model, stochastic abundance
Partial Independence and Finite Distributions, John Panaretos,
from University Library of Munich, Germany
(1984)
Keywords: Partial Independence, Truncated Distributions, Hypergeometric Distribution, Binomial Distribution
On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions, John Panaretos and Evdokia Xekalaki,
from University Library of Munich, Germany
(1986)
Keywords: cluster binomial distribution, cluster multinomial distribution, generalized Poisson distribution
On Some Distributions Arising from Certain Generalized Sampling Schemes, John Panaretos and Evdokia Xekalaki,
from University Library of Munich, Germany
(1986)
Keywords: distribution of order k, hypergeometric, negative hypergeometric, logarithmic series, generalized Waring distribution, binomial, Poisson, negative binomial, Polya and inverse Polya distribution
The Stuttering Generalized Waring Distribution, John Panaretos and Evdokia Xekalaki,
from University Library of Munich, Germany
(1986)
Keywords: generalized Waring distribution, compound Poisson distribution, urn model
On a Functional Equation for the Generating Function of the Logarithmic Series Distribution, John Panaretos,
from University Library of Munich, Germany
(1987)
On Some Distributions Arising in Inverse Cluster Sampling, Evdokia Xekalaki and John Panaretos,
from University Library of Munich, Germany
(1989)
Keywords: Cluster negative binomial distribution, Generalized Poisson distribution, Sluttering generalized Waring distribution, Cluster logarithmic series distribution
A Probability Distribution Associated With Events With Multiple Occurrences, John Panaretos and Evdokia Xekalaki,
from University Library of Munich, Germany
(1989)
Keywords: Cluster hypergeometric distribution, Cluster negative hypergeometric distribution, Cluster binomial distribution, Cluster Polya distribution
A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data, John Panaretos,
from University Library of Munich, Germany
(1989)
Keywords: Discrete Pareto distribution, Yule distribution
On the Evolution of Surnames, John Panaretos,
from University Library of Munich, Germany
(1989)
Keywords: Discrete Pareto distribution, Surname distribution, Yule distribution
Some Properties and Applications of the Stuttering Generalized Waring Distribution, John Panaretos,
from University Library of Munich, Germany
(1989)
Keywords: Generalized Saring distribution, Generalized Poisson distribution, Mixtures of distributions, Urn models, Accident theory, Hypergeometric function
On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions, John Panaretos,
from University Library of Munich, Germany
(1990)
On a Testing Procedure for Model Selection, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(1991)
Replenishing Stock Under Uncertainty, Evdokia Xekalaki and John Panaretos,
from University Library of Munich, Germany
(1995)
Keywords: Reorder point system, Inventory model, Stock replenishment, Pareto distribution, Yule distribution, Demand distribution
On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems, John Panaretos, Stelios Psarakis and Evdokia Xekalaki,
from University Library of Munich, Germany
(1998)
Keywords: Model selection, Bivariate gamma distribution, F distribution
Assessment of School Effectiveness in Greece using Multilevel Models, Anna Kosmopoulou and John Panaretos,
from University Library of Munich, Germany
(1998)
Keywords: Multilevel modeling, Hierarchical data, Performance indicators, School effectiveness
A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data, Apostolis Linardis and John Panaretos,
from University Library of Munich, Germany
(1998)
Keywords: Linear model, Model selection, Decision making, Predictability, x^2 distribution, F distribution
Extreme Value Theory and its Applications to Financial Risk Management, G. Tsevas and John Panaretos,
from University Library of Munich, Germany
(1998)
Keywords: Central limit theorem, Standard extreme value distributions, Quantiles, Mean excess function, Value-at-risk, Shortfall distribution, Peaks over threshjold-method
Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999, Aikaterini Kalogirou and John Panaretos,
from University Library of Munich, Germany
(1999)
Keywords: Electoral system, Measures of disproportionality, Sensitivity analysis
Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings, John Panaretos,
from University Library of Munich, Germany
(2000)
Keywords: Educational systems, Mean grade in exams, Percentage of failure in exams, Region of schools, Size of schools, Type of schools
The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection, John Panaretos, Stelios Psarakis, Evdokia Xekalaki and Dimitris Karlis,
from University Library of Munich, Germany
(2005)
Keywords: Model selection, Bivariate gamma distribution, F distribution, Non-nested models, Predictive ability
Effect of Estimation on the Univariate Control Charts for Process Dispersion, Petros Maravelakis, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2001)
Keywords: Shewhart charts, ARL, S chart, X chart
Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange, Philippa Margiora and John Panaretos,
from University Library of Munich, Germany
(2001)
A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications, Zoi Tsourti and John Panaretos,
from University Library of Munich, Germany
(2001)
Keywords: Extreme value index, Semi-parametric estimation, Smoothing modification
Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation, John Panaretos and Nikolaos Tzavidis,
from University Library of Munich, Germany
(2001)
On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions, Stelios Psarakis and John Panaretos,
from University Library of Munich, Germany
(2001)
Keywords: Folded normal, Folded-t distribution, Model selection
Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison, Zoi Tsourti and John Panaretos,
from University Library of Munich, Germany
(2001)
Keywords: Extreme value index, Semi-parametric estimation, Smoothing modification
Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion, Petros Maravelakis, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2002)
Keywords: Shewhart charts, S chart, Average run length
The Use of Indices in Surveys, Petros Maravelakis, Michael Perakis, Stelios Psarakis and John Panaretos,
from University Library of Munich, Germany
(2003)
Keywords: Multinomial proportions, Ordinal data, Indices, Confidence intervals, Sample surveys
A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution, Evdokia Xekalaki, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2003)
Keywords: Model selection, Bivariate gamma distribution, F distribution, Correlated gamma-ratio distribution, Predictive ability
EWMA Chart and Measurement Error, Petros Maravelakis, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2004)
Keywords: Exponentially weighted moving average control chart, Average run length, Average time to signal, Measurement error, Markov chain, Statistical process control
A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation, Evdokia Xekalaki and John Panaretos,
from University Library of Munich, Germany
(2004)
Keywords: Model evaluation, Model validation, Dependent Bernouli trials, Forecasting models
Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry, Sotiris Bersimis, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2005)
Keywords: Quality Control, Process Control, Multivariate Statistical Process Control, Hotelling's T², CUSUM, EWMA, PCA, PLS, Identification, Interpretation
A new procedure for monitoring the range and standard deviation of a quality characteristic, Mehdi Kiani, John Panaretos and Stelios Psarakis,
from University Library of Munich, Germany
(2008)
Keywords: Shewhart, Bonferroni-adjustment, Average run length, R chart, S chart
Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification, Penghui Guo and Lihu Liu,
from University Library of Munich, Germany
(2012)
Keywords: LM test; Spatial Layouts; Distribution Misspecification; Robustness
A note on the calculation of entropy from histograms, Kenneth Wallis,
from University Library of Munich, Germany
(2006)
Keywords: Entropy; histograms
Introduction to Statistical Decision Theory, John W. Pratt, Howard Raiffa and Robert Schlaifer,
from The MIT Press
(2008)
Keywords: statistical decision theory
An analytically solvable model for soccer: further implications of the classical Poisson model, John Fry, Tom Hastings and Jean-Philippe Serbera,
from University Library of Munich, Germany
(2017)
Keywords: Forecasting; Gaming; Sports; Stochastic Processes
Bitcoin and traditional currencies during the Covid-19 pandemic period, Meifen Chu,
from University Library of Munich, Germany
(2021)
Keywords: Bitcoin, Traditional currencies, Covid-19, CovidDeaths, Hedging feature, Wavelet Analysis
Categorization of countries according to CO2eq emissions per capita, Ronny Suarez,
from University Library of Munich, Germany
(2022)
Keywords: CO2; GHG; emissions
On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method, O Merle, J-L Goffin and J-Ph. Vial,
from Ecole des Hautes Etudes Commerciales, Universite de Geneve-
(1996)
Keywords: ECONOMETRICS
Fully restricted linear regression: A pedagogical note, Harry Haupt and Walter Oberhofer,
in Economics Bulletin
(2002)
Keywords: Restricted least squares Adding-up Singularity Wald-Test SUR.
A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate, Ahamada Ibrahim,
in Economics Bulletin
(2004)
Multicollinearity and maximum entropy leuven estimator, Sudhanshu Mishra,
in Economics Bulletin
(2004)
Keywords: maximum entropy
Effect of small-sample adjustments for Cox test under non-nested linear regression models, Taisuke Otsu,
in Economics Bulletin
(2004)
A consistent nonparametric estimation of spatial autocovariances, Théophile Azomahou and Dong Li,
in Economics Bulletin
(2005)
Simple Edgeworth approximations for semiparametric averaged derivatives, Chuan Goh,
in Economics Bulletin
(2005)
Omitted Asymmetric Persistence and Conditional Heteroskedasticity, Luiz Lima and Breno Neri,
in Economics Bulletin
(2006)
A note on the relationship between the information matrx test and a score test for parameter constancy, Daisuke Nagakura,
in Economics Bulletin
(2008)
Keywords: Hessian matrix
Bayesian analysis of a vector autoregressive model with multiple structural breaks, Katsuhiro Sugita,
in Economics Bulletin
(2008)
Keywords: Bayesian inference Structural break Cointegration Bayes factor
A Monte Carlo comparison of Bayesian testing for cointegration rank, Katsuhiro Sugita,
in Economics Bulletin
(2009)
A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis, Noxy Dastoor,
in Economics Bulletin
(2008)
A supremum-type RESET test for binary choice models, Esmeralda Ramalho, Joaquim Ramalho and Jose Murteira,
in Economics Bulletin
(2012)
Keywords: binary models, RESET, misspecification, supremum, bootstrap.
On the limit of the variation of the explanatory variable in simple linear regression model, Umberto Triacca,
in Economics Bulletin
(2012)
Keywords: Consistent estimator, ordinary least square estimator, Stolz- Cesaro Theorem.
Forecasting integer autoregressive processes of order 1: are simple AR competitive?, Luisa Bisaglia and Margherita Gerolimetto,
in Economics Bulletin
(2015)
Keywords: Integer Autoregressive models, Forecasting
Improved two-component tests in Beta-Skew-t-EGARCH models, Fernanda Müller and Fábio Bayer,
in Economics Bulletin
(2017)
Keywords: Beta-Skew-t-EGARCH, bootstrap-based test, bootstrap Bartlett correction, likelihood ratio test, two-component test, volatility.
Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter, Kristian Jönsson,
in Economics Bulletin
(2018)
Keywords: HP-filter, Trend/cycle decomposition, Output gap, Judgement, State-space models
Measuring Distribution of Wealth in Zambia Using Census Micro Data: An Application of Principal Component Analysis, Floyd Mwansa,
in International Journal of Economics and Financial Issues
(2023)
Keywords: principal component analysis, Wealth Index, Socioeconomic Status
Effects of wind strength and wave height on ship incident risk: regional trends and seasonality, Christiaan Heij and Sabine Knapp,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2014)
Keywords: shipping incident, pollution, oceanographic risk factors, sample selection bias
Evaluation of Business Manager's Reverse Logistics Perspectives: Sample of Malatya Organized Industrial, Mevlüt Türk, Kadir Keke and Mustafa Deste,
in Alphanumeric Journal
(2018)
Keywords: Executive Viewpoint, Malatya Organized Industrial Zone, Reverse Logistics
A low dimensional Kalman filter for systems with lagged states in the measurement equation, Kristoffer Nimark,
in Economics Letters
(2015)
Keywords: Kalman filter; Lagged observables; Kalman smoother; Simulation smoother;
Variable selection and estimation in high-dimensional models, Joel L. Horowitz,
in Canadian Journal of Economics
(2015)
Predatory publishing and Islamic economics: consequences of fake journals making imitative writings original, Zubair Hasan,
from University Library of Munich, Germany
(2017)
Keywords: Predatory publishing; Econometric modeling; Islamic economics.
Correct version of "Further evidence on the size and power of the Bierens and Johansen cointegration procedures" restored to the EB website, David Cushman,
in Economics Bulletin
(2004)
Nonparametric estimation and specification testing of a two-factor interest rate model, Brennan Thompson,
in Economics Bulletin
(2009)
Keywords: Nonparametric local linear estimation, Two-factor term structure models, Model specification tests
Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes, Shuichi Nagata,
in Economics Bulletin
(2012)
Keywords: High-frequency data, Bi-power variation, Integrated volatility, Jumps
Partial identification and mergers, Jinyong Hahn, Geert Ridder and Connan Snider,
in Economics Letters
(2013)
Keywords: Merger simulation; Uncertainty; Conduct; Policy choice;
Misspecified Markov Switching Model, Youngki Shin,
in Economics Bulletin
(2009)
Total positivity for a class of non-exchangeable copulas, Roy Cerqueti and Claudio Lupi,
from University of Molise, Department of Economics
(2015)
Keywords: Copulas, MTP2 dependence, Non-exchangeability
The scaling function-based estimator of the long memory parameter: a comparative study, Jérôme Fillol and Fabien Tripier,
in Economics Bulletin
(2003)
Keywords: Long memory
Learning Causal Relations in Multivariate Time Series Data, Chih-Ying Hsiao and Pu Chen,
from Kiel Institute for the World Economy (IfW Kiel)
(2007)
Keywords: Automated Learning, Bayesian Network, Inferred Causation, VAR, Wage-Price Spiral
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