Search Results

Multivariate Analysis of East African Currency Exchange Rate Dynamics,
Yegnanew Shiferaw, in Annals of Economics and Finance (2019)
Keywords: Dynamic conditional correlations, East African currency, Exchange rate volatility, Multivariate GARCH

Implications of Cointegration for Forecasting: A Review and an Empirical Analysis,
Seyed Mahdi Barakchian , in Journal of Money and Economy (2012)
Keywords: Cointegration, Forecasting using VECX, Rank restrictions

A Sensitivity Analysis of the Identification of Business Cycles to the Choice of the Statistical Method (in Persian),
Ramin Mojab and Seyed Mehdi Barakchian, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2014)

Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gasoline Consumption between July 2001 and December 2008: State Tax Policy as Instrument of Energy and Enviromental Policies],
Thaís Machado de M. Vilela and Helder Queiroz Pinto Junior, in Nova Economia (2010)
Keywords: gasoline, demand price-elasticity, ICMS

Analyzing Seasonality and Forecasting the Number of Tourists’ Overnight Stays in Constanta Municipality,
Aivaz Kamer Ainur, Jugănaru Mariana and Jugănaru Ion Dănut, in Ovidius University Annals, Economic Sciences Series (2017)
Keywords: seasonality, number of overnight stays, mobile backgrounds, Gini index, forecast

Analyzing the Concentration of Overnight Stays in Constanta City, over the Period 2010-2016,
Jugănaru Mariana, Jugănaru Ion Dănut and Aivaz Kamer Ainur, in Ovidius University Annals, Economic Sciences Series (2017)
Keywords: concentration, tourism overnight stays, Lorenz curve, Gini coefficient, Struck coefficient

Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores,
Carlos Cristian De la Rosa Flores, Ana Isabel Ordóñez Parada, Cristina Cabrera Ramos and Viviana Berroterán Martínez, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2021)
Keywords: Razones financieras, estadística multivariada, análisis de componentes principales, análisis cluster.

Discrete choice modeling and demand estimation for diapers (in Russian),
Anna Anikina, in Quantile (2013)
Keywords: discrete choice models, random coefficient models, differentiated products, demand estimation

Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market,
Nidhi Malhotra and Saumya Gupta, in International Journal of Economics and Financial Issues (2019)
Keywords: Cryptocurrencies, Asian Equity Market, Volatility Spillovers, Dynamic Conditional Correlation

MODELLING OF TOURISM SERVICE DYNAMICS UNDER THE INFLUENCE OF ECONOMIC PATTERN OF SOCIETY,
Lesya Buyak and Kristina Lipyanina, in Baltic Journal of Economic Studies (2016)
Keywords: tourism, economic sociology, welfare and poverty, model construction and es-timation, dynamic treatment effect models.

DEBT SUSTAINABILIY AND ECONOMIC GROWTH IN EGYPT,
Adel M. El-Mahdy and Neveen M. Torayeh, in International Journal of Applied Econometrics and Quantitative Studies (2009)
Keywords: Public Domestic Debt; Fiscal Budget; Debt Sustainability; Economic Growth; Cointegration.

Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016),
Khairul Kabir Sumon and Md. Sazib Miyan, in International Journal of Economics and Financial Issues (2017)
Keywords: Economic Growth, Inflation, Threshold Level Of Inflation, Co-Integration, Error Correction Model, Conditional Least Square

CLUSTERS AS AN OPPORTUNITY FOR DEVELOPMENT OF FAMILY ENTERPRISES,
Paula Pyp³acz, in Polish Journal of Management Studies (2013)
Keywords: family enterprise, cluster, innovation

A Supervised Multiclass Classifier for an Autocoding System,
Yukako Toko, Kazumi Wada and Mariko Kawano, in Romanian Statistical Review (2017)
Keywords: Coding, Text classification, Naive Bayes, Machine learning

Power of Principal Component Association Tests,
Jesper Stafford, in Journal of Economics and Econometrics (2019)
Keywords: Omnibus test, Power analysis, Dimension reduction

Análisis exploratorio de estructuras temporales desde la óptica de tablas múltiples. Una aplicación // Exploratory Analysis of Temporal Structures from the Multiple Tables Optic. An Application,
M. Isabel Landaluce Calvo, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2016)
Keywords: series temporales, análisis factorial, tablas multiples, time series, factorial analysis, multiple tables

Functional Principal Components Analysis on the Exemple of the Achievements of Students in the Years 2009-2017,
Sztemberg-Lewandowska Mirosława, in Econometrics. Advances in Applied Data Analysis (2019)
Keywords: level of students’ knowledge, functional data, longitudinal data, functional principal components analysis

The Effect of Service Clusters on the Sustainable Economic Development,
Lezgovko Michail and Lezgovko Aleksandra, in Economics and Culture (2018)
Keywords: Clusterization, sustainable economy, development

TEXT MINING – PREREQUISITE FOR KNOWLEDGE MANAGEMENT SYSTEMS,
Dragoº Marcel Vespan, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: text mining, knowledge systems, information retrieval

TEXT MINING TECHNOLOGY TO SUPPORT ENTERPRISE KNOWLEDGE MANAGEMENT,
Domenico Consoli, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: knowledge management, text mining, unstructured information, enterprise information system.

DATA MINING LANGUAGES STANDARDS,
Vasile Bodea and Cetin Elmas, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)

Comparison of Dimensionality Reduction Methods Applied to Ordinal Variables,
Lukáš Sobíšek and Hana Řezanková, in Acta Oeconomica Pragensia (2011)
Keywords: categorical principal component analysis, multidimensional scaling, latent class cluster models, discrete factor analysis, fuzzy cluster analysis

Development and Validation of Work Environment Services Scale (WESS),
Patrick Harold Andrew and Kareem Jacqueline, in Journal of Management and Business Administration. Central Europe (2021)
Keywords: work environment, service sector, employee motivation, scale development, organizational behavior

UN ANÁLISIS DE CLUSTERS PARA LOS PAÍSES DE AMÉRICA LATINA SEGÚN INDICADORES DE OBJETIVOS DEL MILENIO,
Andrés Eduardo Rangel Jimenez, in Revista de Economía y Administración (2012)
Keywords: Dendogramas, encadenamientos.

Spreads de bonos de deuda soberana para países emergentes: Un ejercicio de análisis factorial para el periodo 1998-2004,
Andrés E. Rangel Jiménez, from Universidad Javeriana - Cali (2011)
Keywords: Keywords: spreads: spreads, principal components, principal factor.

Determining the essence of the economic effect of clustering and development of the technique of his assessment in the interests of companies of cluster,
Anastasia I. Belogrud, in Economic Consultant (2019)
Keywords: cluster; advantages of clustering; cluster functioning efficiency; economic efficiency of clustering; technique for assessing the economic effect; cluster competitiveness factors

THE USE OF TAXONOMY METHODS FOR CLUSTERING EUROPEAN UNION COUNTRIES DUE TO THE STANDARD OF LIVING,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, taxonomy methods, comparative analysis, Ward’s method, k-means clustering

THE IMPLEMENTATION OF SYNTHETIC VARIABLE FOR CONSTRUCTING THE STANDARD OF LIVING MEASURE IN EUROPEAN UNION COUNTRIES,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, synthetic variable, taxonomy methods, comparative analysis

THE FEDERAL STATES OF GERMANY – ANALYSIS AND MEASUREMENT OF DEVELOPMENT USING TAXO-NOMIC METHODS,
Barbara Jurkowska, in Oeconomia Copernicana (2014)
Keywords: taxonomic methods; federal states of Germany; regional development

Multidimensional fragility in 2020,
Harsh Desai and Erik Forsberg, from OECD Publishing (2020)

Why Do Consumers Behave Differently in Personal Information Disclosure and Self-Disclosure? The Role of Personality Traits and Privacy Concern,
Erdem Özkan, in Alphanumeric Journal (2018)
Keywords: Consumer Behavior, Information Disclosure, Personal Information, Personality Traits, Privacy Concern, Self-Disclosure, Structural Equation Modeling

Robust Principal Component Analysis Based on Modified Minimum Covariance Determinant in the Presence of Outliers,
B. Barış Alkan, in Alphanumeric Journal (2016)
Keywords: Minimum Covariance Determinant, Outliers, Robust Principal Component Analysis

First and Second Order Confirmatory Factor Models With Service And Product Quality Perceptions of Supermarket Customers: An Empirical Investigation,
Gülhayat Gölbaşı Şimşek, in Alphanumeric Journal (2016)
Keywords: Confirmatory Factor Analysis, Interaction Quality, Perceived Product Quality, Physical Aspects, Product Policy, Reliability, Second Order Factor, Service Quality

An Investigation for the Determination of Customer Satisfaction About Furniture Designs Used In Thermal Hotel Business,
Hatice Yılmaz and Fatih Çemrek, in Alphanumeric Journal (2016)
Keywords: Customer Satisfaction, Factor Analysis, Hotel Furniture, Thermal Hotel

Determining the Risk Factors Causing Cancer with Logistic Regression Analysis,
Hatice Şamkar, Ayşe Gül Yıldırım and Özge Delibaş, in Alphanumeric Journal (2016)
Keywords: Cancer, Dietary Habits, Environment and Living Conditions, Logistic Regression Analysis

The Comparison of Satisfaction Levels of Southeastern Anatolian Provinces by Multidimensional Scaling Analysis,
Noyan Aydın and Elif Yalçın, in Alphanumeric Journal (2017)
Keywords: Multidimensional Scaling, Public Satisfaction Level, Public Services

A rough set approach for the discovery of classification rules in interval-valued information systems,
Yee Leung, Manfred Fischer, Wei-Zhi Wu and Ju-Sheng Mi, from University Library of Munich, Germany (2008)
Keywords: Classification; Interval-valued information systems; Knowledge discovery; Knowledge reduction; Rough sets

An Example of the Consistency Analysis of the Classification of Textual Materials by the Analyst and using the Naïve Bayesian Classifier,
Josip Jezovita, Mateja Plenkovic and Nika Djuho, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: content analysis, sentiment analysis, naïve Bayes classifier

Pre-analysis Plans Have Limited Upside, Especially Where Replications Are Feasible,
Lucas Coffman and Muriel Niederle, in Journal of Economic Perspectives (2015)

Asymptotic properties of correlation-based principal component analysis,
Jungjun Choi and Xiye Yang, in Journal of Econometrics (2022)
Keywords: Correlation matrix; Eigenvalue; Eigenvector; High frequency; Principal component; Standardized data;

Coalitions in the EU Council: Pitfalls of Multidimensional Analysis,
Běla Plechanovová, in Czech Economic Review (2011)
Keywords: Council of the EU, factor analysis, cluster analysis, multidimensional scaling

Mercado y autoconsumo. Vocación agropecuaria de los municipios de Guanajuato,
Kurt Unger, from CIDE, División de Economía (2010)
Keywords: agricultura, cattle activities, own consumption, competitive advantages

Clustering Poland Among Eu Countries in Terms of a Sustainable Development Level in the Light of Various Cluster Stability Measures,
Rozmus Dorota, in Folia Oeconomica Stetinensia (2020)
Keywords: clustering, taxonomy, stability, sustainable development

Characterizing correlation matrices that admit a clustered factor representation,
Chen Tong and Peter Hansen, in Economics Letters (2023)
Keywords: Block correlation matrix; Copula; Clustering; Factor models;

Promises and Perils of Pre-analysis Plans,
Benjamin Olken, in Journal of Economic Perspectives (2015)

Analyzing business cycle asymmetries in a multi-level factor model,
Jörg Breitung and Sandra Eickmeier, in Economics Letters (2015)
Keywords: Factor models; Business cycle; Asymmetries;

Structure and evolution of innovation research in the last 60 years: review and future trends in the field of business through the citations and co-citations analysis,
Dennys Eduardo Rossetto, Roberto Carlos Bernardes, Felipe Mendes Borini and Cristiane Chaves Gattaz, in Scientometrics (2018)
Keywords: Bibliometrics, Innovation, Social network analysis, Systematic literature review, Co-citation analysis, Citation analysis

Intention to use business intelligence tools in decision making processes: applying a UTAUT 2 model,
Petra Kašparová, in Central European Journal of Operations Research (2023)
Keywords: Business intelligence, Technologic innovation, UTAUT (2), Decision-making

Research groups of oncology co-authorship network in China,
Qi Yu, Hongfang Shao and Zhiguang Duan, in Scientometrics (2011)
Keywords: Oncology, Co-authorship, Network, Research group

The taxonomy of research collaboration in science and technology: evidence from mechanical research through probabilistic clustering analysis,
Seongkyoon Jeong and Jae Young Choi, in Scientometrics (2012)
Keywords: Research collaboration, Research and development strategy, Clustering, Gaussian mixture

How does the normalization of data affect the ARWU ranking?,
Milica Jovanovic, Veljko Jeremic, Gordana Savic, Milica Bulajic and Milan Martic, in Scientometrics (2012)
Keywords: Ranking of universities, The I-distance method, ARWU, Statistical methods, Classification, Normalization of data

Doctoral dissertations of Library and Information Science in China: A co-word analysis,
Qian-Jin Zong, Hong-Zhou Shen, Qin-Jian Yuan, Xiao-Wei Hu, Zhi-Ping Hou and Shun-Guo Deng, in Scientometrics (2013)
Keywords: Co-word analysis, Strategic diagram, LIS doctoral dissertations in China, Library and Information Science

Clustering the Swiss Pension Register,
Layal Christine Lettry, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2023)
Keywords: Kamila; Clustering; R; AVS; AHV; OASI; Swiss Pension Register; FSIO; prediction strength criterion; classification; RAMD; AADR; UniFr

Coordination of Space and Industry Development of the Clusters: The Experience of Foreign Countries,
Alla Sorokina, from Russian Presidential Academy of National Economy and Public Administration (2013)
Keywords: Territorial development, the cluster approach, objectives, industry, strategic planning

Currency Risk: Comovements and Intraday Cojumps,
Jérôme Lahaye, in Annals of Economics and Statistics (2016)
Keywords: Cojump, Jump, Bootstrap, Diffusion, Brownian, Semimartingale, High-Frequency, Risk, Diversification, Foreign Exchange, Correlation, Crisis, Tail

The Application of the Monte Carlo Method in the Management of Value at Risk of an Investment Portfolio (Zastosowanie metody Monte Carlo w zarzadzaniu Value at Risk portfela inwestycyjnego),
Tomasz Krawczyk, in Problemy Zarzadzania (2016)
Keywords: risk management, value at risk, Monte Carlo simulation

Weekend vs. Medium Stay Tourism,
Petru Balogh and Pompiliu Golea, in Knowledge Horizons - Economics (2015)
Keywords: Profit, Monte Carlo, weekend stays, medium stays, tourism

Management Based on Data Analysis. Part One. Data Visualization Analysis,
Ilie Margareta and Ilie Constantin, in Ovidius University Annals, Economic Sciences Series (2021)
Keywords: management, data visualization, human resources, evaluation

Social Free Energy of a Pareto-Like Resource Distribution,
Josip Stepanic, Hrvoje Stefancic and Vinko Zlatic, in Interdisciplinary Description of Complex Systems - scientific journal (2006)
Keywords: resource distribution function, Pareto distribution, social free energy

GARANTÍA DE PENSIÓN MÍNIMA EN COLOMBIA: EL EFECTO DE LA VOLATILIDAD DEL RETORNO DE LA CUENTA DE AHORRO INDIVIDUAL,
Carlos Fernando Silva Pena, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Garantía de pensión mínima

Efficient high-dimensional importance sampling in mixture frameworks,
Tore Kleppe and Roman Liesenfeld, from Christian-Albrechts-University of Kiel, Department of Economics (2011)
Keywords: dynamic latent variable model, importance sampling, marginalized likelihood, mixture, Monte Carlo, realized volatility, stochastic volatility

Statistical Analysis of Wind Speed for the Probability Evaluation of Cancelled Departure for Catamarans and Ferries,
Nastia Degiuli, Biserka Runje and Andrea Farkas, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2017)
Keywords: knowledge, information quality, applied statistics, probability estimation, wind, weibull distribution

Albanian Challenges towards an Efficient Pension System,
Olgerta Idrizi and Besa Shahini, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2018)
Keywords: Pensions, predicting, actuarial model, Inflation rate, demographic structure, unemployment

Re-engineering and the dynamic of systems,
Giampaolo Orlandoni, in Economía (1996)
Keywords: Reingeniería, mejoramiento continuo, dinamica de sistemas.

Simulation of structural changes and scenario analysis,
Oswaldo Terán and Carlos Domingo, in Economía (1997)
Keywords: Simulación del cambio estructural, lenguaje Glider, sistemas sociales.

Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time,
Zoltan Varsanyi, from University Library of Munich, Germany (2008)
Keywords: credit risk; simulation

Asal Bilesenler Analizine Bootstrap Yaklasimi,
Aylin Aktukun, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: Principle components analysis; Bootstrap; Bootstrap quantiles; Bootstrap, Confidence Intervals; Mathematica.

Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi,
Enis Siniksaran and Aylin Aktukun, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: The least median squares; Strip; Algorithm; Convex hull; Mathematica

ÝLERLEYEN TÜR TÝP-II SAÐDAN SANSÜRLÜ ÖRNEKLEME DAYALI DÜZGÜN DAÐILIMIN PARAMETRELERÝNÝN JACKKNÝFE TAHMÝN EDÝCÝSÝ,
Coskun Kus, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: Uniform distribution, progressive type-II right censoring, jackknifed estimator, order statistics.

Stata programming of confidence regions for the ratio of two percentiles,
Li-Fei Huang, from International Institute of Social and Economic Sciences (2017)
Keywords: Strength of lumber, Ratio of percentiles, Stata programming, Confidence region.

GMM estimation of Spatial Panels with Fixed Effects,
Francesco Moscone and Elisa Tosetti, from University Library of Munich, Germany (2010)
Keywords: spatial econometrics, panel data, within estimator

Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects,
Juliano Melquiades Vianello, Leticia Costa and José Paulo Teixeira, in Energy Economics (2014)
Keywords: Stochastic process; Mean reversion movement; Real options; Monte Carlo simulation; Project analysis;

Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models,
Jinyong Hahn and Xueyuan Liu, in Economics Letters (2022)
Keywords: Simulated maximum likelihood estimator; Split sample jackknife;

Stochastic simulations on the Romanian macroeconomic model,
Emilian Dobrescu and Bianca Pauna, from University Library of Munich, Germany (2007)
Keywords: macromodel, uncertainty, bootstrap, simulation

Review of Dace-Kriging Metamodel,
Muzaffer Balaban, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: DACE-kriging, regression, basic kriging, correlogram

Simulation,
Nalan, from Society for Computational Economics (2001)
Keywords: Stochastic

Swing Options: A Mechanism for Pricing Peak IT Demand,
Bernardo A. Huberman and Scott H. Clearwater, from Society for Computational Economics (2005)
Keywords: pricing, computational resources

Hedging using simulation: a least squares approach,
Claudio Tebaldi, from Society for Computational Economics (2002)
Keywords: greeks,Malliavin calculus, Monte Carlo methods

Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks,
S.F. Chin, Ann Harding and Anthea Bill, from University of Canberra, National Centre for Social and Economic Modelling (2007)
Keywords: reweighting, small-area statistics, spatial microsimulation

Investigation of multivariate pairs trading under copula approach with mixture distribution,
Fuli He, Ali Yarahmadi and Fazlollah Soleymani, in Applied Mathematics and Computation (2024)
Keywords: Marginal distributions; Pairs trading strategy; Multivariate pairs; Copula; Mixture distribution;

Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser,
Snezhana Gocheva-Ilieva and Iliycho Iliev, from International Institute of Social and Economic Sciences (2016)
Keywords: Regularized regression, Generalized PathSeeker, LASSO, TreeNet (Stochastic Gradient Boosting), Copper bromide vapor laser

Econometric analysis of Russian market of mergers and acquisitions,
Maria Polikarpova, in Applied Econometrics (2011)
Keywords: integration activities; market of mergers and acquisitions (M&A); financial and economic crisis; econometric modelling.

Choosing a random distribution with prescribed risks,
Ignacio Cascos and Ilya Molchanov, in Insurance: Mathematics and Economics (2013)
Keywords: IM01; IE43; Risk measure; Random probability distribution; Simulation; Lorenz curve;

Tests of the Fama and French model in India,
Gregory Connor and Sanjay Sehgal, from London School of Economics and Political Science, LSE Library (2001)

NCDMod: A Microsimulation Model Projecting Chronic Disease and Risk Factors for Australian Adults,
Sharyn Lymer, Deborah Schofield, Crystal M Y Lee and Stephen Colagiuri, in International Journal of Microsimulation (2016)
Keywords: Microsimulation, chronic disease, cardiovascular disease

The accuracy of welfare computations,
Michel Juillard, from Society for Computational Economics (2005)

An overview on various ways of bootstrap methods,
Venus Liew, from University Library of Munich, Germany (2008)
Keywords: bootstrap methods; confidence intervals

EL CENSO NACIONAL DE POBLACIÓN: UNA COMPARACIÓN DE METODOLOGÍAS MEDIANTE SIMULACIONES DE MONTE CARLO,
Christian Jaramillo H. and Ana Ibáñez, from Universidad de los Andes, Facultad de Economía, CEDE (2005)
Keywords: Censo Nacional de Población

Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test,
Ignacio Díaz-Emparanza, from University Library of Munich, Germany (2000)
Keywords: Number of replications, Monte Carlo, accuracy.

A Calibration Algorithm for Micro-Simulation Models,
Erol Taymaz, from Research Institute of Industrial Economics (1993)
Keywords: Micro-simulation; Firm; Production; Price signals