Search Results

The Minimum Description Length Principle,
Peter D. Grünwald, from The MIT Press (2007)
Keywords: minimum description length principle, modeling, biology, econometrics, psychology

Computer Simulation of Competitive Market Response,
Arnold E. Amstutz, from The MIT Press (1970)
Keywords: computer simulation, market interactions

Multifractality: Theory and Evidence an Application to the French Stock Market,
Jérôme Fillol, in Economics Bulletin (2003)
Keywords: Multifractal model

The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results,
Manami Ogura, in Economics Bulletin (2008)
Keywords: Demand system AID model Divisia price index

Insider patent holder licensing in an oligopoly market and different cost structure: fee, royalty, and auction,
Ming-Chung Chang, in Economics Bulletin (2009)

On asymptotic properties of the QLM estimators for GARCH models,
Maddalena Cavicchioli, in Economics Bulletin (2013)
Keywords: GARCH models, asymptotically stationary process, consistency, asymptotic normality, asymptotic variance matrix.

Predicting events with an unidentified time horizon,
Patrick de Lamirande and Jason Stevens, in Economics Bulletin (2016)
Keywords: Spurious regressions, predictability, binary choice models.

Estimating average treatment effect by model averaging,
Yichen Gao, Wei Long and Zhengwei Wang, in Economics Letters (2015)
Keywords: Average treatment effect; Counterfactual; Model average;

Climate change's effects on food Security in Sub-Saharan Africa (SSA),
Imen Rahal and Abdelkarim Elloumi, from University Library of Munich, Germany (2023)
Keywords: climate change, food security, Sub-Saharan Africa.

Model Reliability,
David Belsley and Edwin Kuh, from The MIT Press (1985)
Keywords: econometrics, model reliability

Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies,
Andreas Graefe and J. Armstrong, from University Library of Munich, Germany (2008)
Keywords: forecasting methods, regression models, index method, experience tables, accuracy

Analyzing Quantitative Models,
J. Armstrong and Alan C. Shapiro, from University Library of Munich, Germany (1974)
Keywords: quantitative models, analysis

Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data,
Patrick Fève and Xavier Fairise, in Economics Bulletin (2002)
Keywords: asymmetric adjustment costs

Econometrics, Volume 1: Econometric Modeling of Producer Behavior,
Dale Jorgenson, from The MIT Press (2000)
Keywords: econometrics, producer behavior, empirical findings

The Development and Testing of Heckscher-Ohlin Trade Models: A Review,
Robert Baldwin, from The MIT Press (2008)
Keywords: heckscher-ohlin trade models, supply, imports, international trade

On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study,
Yi-Ting Chen, in Economics Bulletin (2002)
Keywords: ARMA-GARCH

A regression error specification test (RESET) for generalized linear models,
Sunil Sapra, in Economics Bulletin (2005)

The Bi-parameter Smooth Transition Autoregressive model,
Boriss Siliverstovs, in Economics Bulletin (2005)

Dynamic model averaging in large model spaces using dynamic Occam׳s window,
Luca Onorante and Adrian E. Raftery, in European Economic Review (2016)
Keywords: Bayesian model averaging; Model uncertainty; Nowcasting; Occam׳s window; Econometric Modeling;

Mortgage Debt Limits and Buy-to-Let Investors: A Structural Model of Housing with an Endogenous Rental Sector,
Jurre Thiel and Henrik Zaunbrecher, from CPB Netherlands Bureau for Economic Policy Analysis (2023)

Forecasting and Analyzing World Commodity Prices,
René Lalonde, Zhenhua Zhu and Frederick Demers, from Bank of Canada (2003)
Keywords: Econometric and statistical methods

Granger-causality in quantiles between financial markets: Using copula approach,
Tae Hwy Lee and Weiping Yang, in International Review of Financial Analysis (2014)
Keywords: Contagion in financial markets; Copula functions; Inverting conditional copula; Granger-causality in conditional quantiles;

The Economic Return to Schooling in Ireland,
Tim Callan and Colm Harmon, from College Dublin, Department of Political Economy- (1997)
Keywords: ECONOMETRICS

Forecasting Financial Networks,
Petre Caraiani, in Computational Economics (2020)
Keywords: Networks, Time series, Forecasts

Standard Shocks in the OECD Interlink Model,
Thomas Dalsgaard, Christophe André and Peter Richardson, from OECD Publishing (2001)
Keywords: forecasting, macroeconometric model, modèle macroéconométrique, perspectives, simulation, simulation

Econometric modelling in finance and risk management: An overview,
Jiti Gao, Michael McAleer and David Allen, from University Library of Munich, Germany (2007)
Keywords: Continuous-time model; correlation test; dynamic additive model; estimation of realized volatility; factor model; long-range dependence

Models of labour demand with fixed costs of adjustment: a generalised tobit approach,
Francesca Di Iorio and Stefano Fachin, in Economics Bulletin (2004)

The tourism-led growth hypothesis: empirical evidence from Turkey,
Hasan Ertugrul and Fatih Mangir, from University Library of Munich, Germany (2012)
Keywords: tourism, granger causality, ARDL model, Kalman filter method

Assortative Matching and Search,
Robert Shimer and Lones Smith, from Massachusetts Institute of Technology (MIT), Department of Economics (1997)
Keywords: ECONOMETRICS ; MATHEMATICS

Assortative Matching and Search,
Robert Shimer and Lones Smith, from Massachusetts Institute of Technology (MIT), Department of Economics (1997)
Keywords: ECONOMETRICS ; MATHEMATICS

A new approach to multi-step forecasting using dynamic stochastic general equilibrium models,
George Kapetanios, Simon Price and Konstantinos Theodoridis, in Economics Letters (2015)
Keywords: DSGE models; Multi-step errors; Forecasting;

The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach,
Hui Huang and John Whalley, from National Bureau of Economic Research, Inc (2003)

Forecast Evaluation and Combination,
Francis Diebold and Jose Lopez, from National Bureau of Economic Research, Inc (1996)

Evaluating Density Forecasts,
Francis Diebold, Todd A. Gunther and Anthony S Tay, from National Bureau of Economic Research, Inc (1997)

Cointegration and Long-Horizon Forecasting,
Peter Christoffersen and Francis Diebold, from National Bureau of Economic Research, Inc (1997)

Granger-Causality in Quantiles between Financial Markets: Using Copula Approach,
Tae Hwy Lee and Weiping Yang, from University of California at Riverside, Department of Economics (2014)
Keywords: Contagion in Financial Markets. Copula Functions. Inverting Conditional Copula. Granger-causality in Conditional Quantiles.

The Econometric Analysis of Time Series, 2nd Edition,
Andrew Harvey, from The MIT Press (1990)
Keywords: model building, econometrics

Mutual Encompassing and Model Equivalence,
M. Lu and Grayham Mizon, from European University Institute (1997)
Keywords: ECONOMETRICS

Computational Economics,
Hans Amman and David Kendrick, from SUNY-Oswego, Department of Economics
Keywords: computational economics,online textbook

Inventories and Asymmetric Business Cycle Fluctuations in the UK,
Marianne Sensier, from University of Oxford, Department of Economics (1997)
Keywords: ECONOMETRICS

Scenario forecasting of the dynamics of Russian production technologies using spatial SAR models,
Ilya V. Naumov and Sergey S. Krasnykh, in R-Economy (2024)
Keywords: advanced production technologies, science, technologies, modeling, spatial SAR model

A note on the use of quantile regression in beta convergence analysis,
Márcio Laurini, in Economics Bulletin (2007)

Latent utility and permutation invariance: A revealed preference approach,
Roy Allen and John Rehbeck, in Journal of Econometrics (2024)
Keywords: Identification; Latent utility; Exchangeable; Discrete choice; Panel;

On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models,
Zacharias Psaradakis and Nicola Spagnolo, from Society for Computational Economics (2002)
Keywords: Markov switching, model selection

Model averaging in economics,
Enrique Moral-Benito, from Banco de España (2011)
Keywords: Model averaging, Model uncertainty

Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?,
Muhammad Shahbaz, Kishwer Nawaz, Mohamed El Hedi Arouri and Frédéric Teulon, from University Library of Munich, Germany (2013)
Keywords: Private savings, Co-integration, Pakistan

Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks,
Muhammad Shahbaz, Mohammad Iqbal Tahir and Imran Ali, from University Library of Munich, Germany (2013)
Keywords: Gold prices, inflation, hedging, Pakistan

The Weight of Economic Growth and Urbanization on Electricity Demand in UAE,
Rashid Sbia and Muhammad Shahbaz, from University Library of Munich, Germany (2013)
Keywords: Economic growth, urbanization, electricity consumption

The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE,
Muhammad Shahbaz, Rashid Sbia and Helmi Hamdi, from University Library of Munich, Germany (2013)
Keywords: Electricity, Growth, CO2 emissions

The Role of Natural Gas Consumption and Trade in Tunisia’s Output,
Sahbi Farhani and Muhammad Shahbaz, from University Library of Munich, Germany (2013)
Keywords: Natural gas consumption, Economic growth, Tunisia, ARDL approach

Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach,
Phouphet Kyophilavong, Muhammad Shahbaz and Gazi Salah Uddin, from University Library of Munich, Germany (2013)
Keywords: J-curve, ARDL approach, Laos

Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets,
Muhammad Shahbaz, Aviral Tiwari and Mohammad Iqbal Tahir, from University Library of Munich, Germany (2013)
Keywords: Oil prices, exchange rate, Pakistan

Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries,
Sahbi Farhani, Muhammad Shahbaz and Mohamed El Hedi Arouri, from University Library of Munich, Germany (2013)
Keywords: Environmental Kuznets Curve (EKC) literature, Panel data analysis, Middle East and North African (MENA) countries

Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan,
Saqlain Latif Satti, Muhammad Hassan, Haider Mahmood and Muhammad Shahbaz, from University Library of Munich, Germany (2013)
Keywords: Pakistan; Economic Growth, Coal Consumption

Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test,
Ali Polat, Muhammad Shahbaz, Ijaz Ur Rehman and Saqlain Latif Satti, from University Library of Munich, Germany (2013)
Keywords: financial development, trade openness, economic growth, South Africa

What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?,
Farhani Sahbi and Muhammad Shahbaz, from University Library of Munich, Germany (2014)
Keywords: Electricity consumption, Output, CO2 emissions, MENA region

Linkages between Defense Spending and Income Inequality in Iran,
Muhammad Shahbaz, Reza Sherafatian-Jahromi, Muhammad Nasir Malik, Muhammad Shahbaz Shabbir and Farooq Ahmed Jam, from University Library of Munich, Germany (2015)
Keywords: Defense Spending, Income Inequality

Measuring Economic Cost of Electricity Shortage: Current Challenges and Future Prospects in Pakistan,
Muhammad Shahbaz, from University Library of Munich, Germany (2015)
Keywords: Electricity Shortage, Agriculture, Industry, Services, Pakistan

Modeling Causality between Financial Deepening and Poverty Reduction in Egypt,
Salah Abosedra, Muhammad Shahbaz and Kishwar Nawaz, from University Library of Munich, Germany (2015)
Keywords: Financial Deepening, Poverty, Growth

Determinants of Life Expectancy and its Prospects under the Role of Economic Misery: A Case of Pakistan,
Muhammad Shahbaz, Nanthakumar Loganathan, Nooreen Mujahid, Amjad Ali and Ahmed Nawaz, from University Library of Munich, Germany (2015)
Keywords: Life expectancy, Economic misery, Pakistan

Economic Growth, Financial Development, Urbanization and Electricity Consumption Nexus in UAE,
Rashid Sbia, Muhammad Shahbaz and Ilhan Ozturk, from University Library of Munich, Germany (2016)
Keywords: Economic growth, urbanization, electricity consumption, financial development

Collateral Equilibrium: A Basic Framework,
John Geanakoplos and William Zame, from Cowles Foundation for Research in Economics, Yale University (2013)
Keywords: Collateral, Default, GEI

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications,
Chang-Jin Kim and Charles Nelson, from The MIT Press (1999)
Keywords: regime switching, gibbs-sampling, posterior distributions, likelihood function

Nonlinear innovations and impulse responses,
Christian Gourieroux and Joann Jasiak, from CEPREMAP (1999)

Learning, Forecasting and Structural Breaks,
John Maheu and Stephen Gordon, from CIRPEE (2004)
Keywords: Bayesian Model Averaging, Markov Chain Monte Carlo, Real GDP Growth, Phillip's Curve

Forecasting with Julia,
Marco Del Negro, Marc Giannoni, Abhi Gupta, Pearl Li and Erica Moszkowski, from Federal Reserve Bank of New York (2017)
Keywords: State Space Models; DSGE; Julia

Modeling a Product Launching Process Based on a Decision Tree,
Lungu Ion and Stancu Ana-Maria Ramona, in Ovidius University Annals, Economic Sciences Series (2014)
Keywords: decision tree, bank card, commission, banking product, students.

Premises for a quality tourism in Mehedinti county,
Marinescu Roxana – Cristina, in Annals of the University of Petrosani, Economics (2014)
Keywords: quality, tourism, development, ecotourism, sustainable

LOGISTIC MANAGEMENT IN COMMERCE ENTERPRISES,
Tomasz Lis and Marek Lis, in Annales Universitatis Apulensis Series Oeconomica (2009)
Keywords: logistic, management, enterprises

SOME CONSIDERATIONS REGARDING THE EXTERNALISATION OF THE ECONOMIC AGENTS SERVICES,
Filimon Stremţan and Moisă Claudia, in Annales Universitatis Apulensis Series Oeconomica (2007)
Keywords: services, services externalisation, business market

Retail Brand Evolution: The Case of Tallinna Kaubamaja Estonia’s Department Store,
Brent McKENZIE, in Journal of Emerging Trends in Marketing and Management (2021)
Keywords: Retail Brand Extension, Estonia, Historical Review.

Developing a Mathematical Model,
Ana-Maria Ramona Stancu and Ion Lungu, in Knowledge Horizons - Economics (2015)
Keywords: Mathematical model, concept, modeling

Expanding K-Means Algorithm For Absolute Data,
Ana-Maria Ramona Stancu and Mihaela Mocanu, in Knowledge Horizons - Economics (2016)
Keywords: Algorithm, center, cluster, data mining, distant, object

Czynniki determinujace wartosc rynkowa pilkarzy na przykladzie zawodnikow polskiej Ekstraklasy (Factors Determining the Market Value of Football Players on the Example of Ekstraklasa),
Lukasz Leksowski, in Research Reports (2022)
Keywords: market value, players valuation, sports results, market competition, international market

Implicación del Componente Humano en la Calidad: Estudio Comparativo en Hoteles de Gestión Propia y Cooperada,
Dinaidys Selemeneva and I. Romero Lamorú, from University Library of Munich, Germany (2005)
Keywords: Quality management, Strategic Alliances

A note on the relationship of mainstream and art house movie theaters,
Christopher Müller and Enrico Böhme, in Economics Bulletin (2011)
Keywords: substitutability; complementarity; movie theater industry; Germany

The quality in the domain of services,
Cecilia Rabontu and Amelia Georgiana Boncea, from University Library of Munich, Germany (2007)
Keywords: concept of quality in services, the quality of services differentiates

Electronic Tourism (E-tourism) - a theoretical approach,
Andreea Maha, Andreea Nicoleta Donici and Andrei Teofil Postolachi, from University Library of Munich, Germany (2012)
Keywords: E-tourism, ICT, Romania, Internet, Technology

Service Sector Led Economic Growth in India and Some Measurement and Database Issues,
Dilip Saikia, from University Library of Munich, Germany (2008)
Keywords: Services Sector, Indian Economy

Airbnb and hotels during COVID-19: different strategies to survive,
Kristóf Gyódi, from University Library of Munich, Germany (2021)
Keywords: Tourism, Airbnb, Text-mining, COVID

Assessing alternative competitive balance measures for sports leagues: a theoretical examination of standard deviations, gini coefficients, & the index of dissimilarity,
Daniel Mizak, Armond Rossi and Anthony Stair, in Economics Bulletin (2005)

DIGITAL ECONOMY AND THE DSM,
Dan Andrei Marincean, in Annals of Faculty of Economics (2020)
Keywords: digital transformation; digital market; DSM (Digital Single Market); competition; innovation; competitive advantage

A Primer on Internet Economics: Economic Aspects of Digital Information Technologies,
Bernard Gilroy, from University Library of Munich, Germany (1999)
Keywords: Globalization; Internet industry; network concepts

TV demand for the Italian Serie A: star power or competitive intensity?,
Alexander Bond and Francesco Addesa, in Economics Bulletin (2019)
Keywords: demand, competitive balance, competitive intensity, star quality, uncertainty of outcome hypothesis, television audience, Italian Serie A football, sport broadcasting

La dinámica y estructura espacial del sector servicios en el estado de Colima, 1980-2003,
Polanco Gaytán Mayrén and Víctor Torres Preciado, from University Library of Munich, Germany (2008)
Keywords: Mexico; Colima; municipios; economía del sector servicios; municipalities; services sector economics;

AN EMPIRICAL INVESTIGATION ABOUT RELATIONSHIP BETWEEN INTERNATIONAL TRADE AND TOURIST ARRIVAL: EVIDENCE FROM INDIA,
Vikas Gautam and Suresh Kg, in Business Excellence and Management (2012)
Keywords: International trade, International tourism, India, Unit root test, Granger causality test

Service Sector: Searching for Favourable Trends in the Global Economy,
Tamara Vasil'evna Voronchenko, Alexander Sergeevich Trishin and Ekaterina Romanovna Vetruk, in Russian Foreign Economic Journal (2024)
Keywords: GDP, globalization, state, innovation, global economy, services, gauge effect

Network Dynamics and Knowledge Transfer in Virtual Organizations: Overcoming the Liability of Dispersion,
Neil Gandal and Uriel Stettner, from C.E.P.R. Discussion Papers (2014)
Keywords: Knowledge spillovers; Network dynamics; Open source; Social network; Exploration; Exploitation; Social capital

How to account for changes in the size of Sports Leagues? The Iso Competitive Balance Curves,
Jean-Pascal Gayant and Nicolas Le Pape, in Economics Bulletin (2012)
Keywords: sports economics, competitive balance, iso-competitive balance curves

The Impact of Tourism Sector Development in the Albanian Economy,
Alba Kruja, in Economia. Seria Management (2012)
Keywords: Albania, Economic Development, Tourism Sector.