Search Results

A note on the SG(m) test,
Lopez Fernando A, Mariano Matilla-García, Jesus Mur, Antonio Páez and Manuel Ruiz Marin, in Journal of Geographical Systems (2016)
Keywords: SG(m) test, Spatial dependence, Nonparametric tests, Symbolic dynamics, Entropy, Bootstrap

Using different null hypotheses to test for seasonal unit roots in economic time series,
Antonio Aguirre and Andreu Sansó, in Económica (2002)

Using different null hypotheses to test for seasonal unit roots in economic time series,
Antonio Aguirre and Andreu Sansó, in Económica (2002)

Meta-Analysis and Partial Correlation Coefficients: A Matter of Weights,
Sanghyun Hong and W. Reed, from University of Canterbury, Department of Economics and Finance (2023)
Keywords: Partial correlation coefficients, Meta-analysis, Bias, Mean square errors

Un Sistema de Indicadores Líderes del Nivel de Actividad para la Economía Peruana,
Javier Escobal and Javier Torres, from Grupo de Análisis para el Desarrollo (GRADE) (2002)
Keywords: Producto bruto interno, Indicadores económicos, Gross domestic product, Economic indicators, Peru

Extending citer analysis to journal impact evaluation,
Kun Lu, Isola Ajiferuke and Dietmar Wolfram, in Scientometrics (2014)
Keywords: Journal citer analysis, Citation analysis, Journal impact factor, Journal citation concentration index

Scholarly publishing in social sciences and humanities, associated probabilities of belonging and its spectrum: a quantitative approach for the Spanish case,
Jorge Mañana-Rodríguez and Elea Giménez-Toledo, in Scientometrics (2013)
Keywords: Social sciences, Humanities, Quality indicators, Logistic regression, Classification of knowledge

Canonical Factorization and World Representation of Wide-Sense Stationary Series Under Sampling,
Luigi Ermini, from University of Hawaii at Manoa, Department of Economics (1993)
Keywords: sampling, canonical factorization, Wold representation

Bayesian Factor Selection in Dynamic Term Structure Models,
Márcio Laurini, in Economics Bulletin (2011)
Keywords: Term Structure Models, Model Selection, MCMC, Nelson-Siegel

Causality between Trade Openness and Energy Consumption: What Causes What in High, Middle and Low Income countries,
Muhammad Shahbaz, Samia Nasreen, Chong Hui Ling and Rashid Sbia, from University Library of Munich, Germany (2013)
Keywords: Trade, Energy, Causality

Coal Consumption, Industrial Production and CO2 Emissions in China and India,
Muhammad Shahbaz, Sahbi Farhani and Ilhan Ozturk, from University Library of Munich, Germany (2013)
Keywords: Coal consumption, Industrial production, CO2 emissions, China, India

Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France,
Muhammad Shahbaz, Sahbi Farhani and Mohammad Mafizur Rahman, from University Library of Munich, Germany (2013)
Keywords: Exports, Gas Consumption, Growth, France

Estimation and Inference about Tail Features with Tail Censored Data,
Yulong Wang and Zhijie Xiao, from Boston College Department of Economics (2020)
Keywords: Extreme Value theory, power law, extreme quantile, tail index

Documentation for Microsimulation Models: A Review of TRIM2, MATH, and HITSM,
Kevin Hollenbeck, from W.E. Upjohn Institute for Employment Research (1991)
Keywords: microsimulation models

Results and problems of five years of incomes policy: an initial quantitative evaluation,
Silvia Fabiani, Alberto Locarno, Gianpaolo Oneto and Paolo Sestito, from Bank of Italy, Economic Research and International Relations Area (1998)
Keywords: income policy

Internal Labor Markets, Jobs and Promotions in France,
P. Lemistre, from LIRHE - Universite des sciences sociales Toulouse (2000)
Keywords: LABOUR MARKET ; MODELS ; PROMOTION

An Analysis on the Characteristics of Recent Business Cycles (in Korean),
Sang-Ho Nam, in Economic Analysis (Quarterly) (2007)
Keywords: Business cycle, growth cycle, growth rate cycle, Wilcoxon's test, spectral analysis

Testing between Different Types of Switching Regression Models,
Frieder Knuepling and Jason Allen, in Journal of Economics and Econometrics (2015)
Keywords: Regime switching model, econometric test, Markov switching threshold, single variable models.

Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations,
Martin Kukuk, from University of Tübingen, School of Business and Economics (1998)
Keywords: Microeconometrics, Exogenous Variables with Ordinal Scale, Latent Variables, Indirect Estimation

Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism,
Avinash Bhati, from University Library of Munich, Germany (2007)
Keywords: information theory; criminal recidivism; predictive modeling; multiple analogies

Economic Forecasts Based on Econometric Models Using EViews 5,
Tomescu-Dumitrescu Cornelia, in Annals - Economy Series (2009)
Keywords: economic phenomena, econometric model, forecasts, EViews program

Detecting changes in persistence in linear time series,
Steven Cook, in Economics Bulletin (2004)

Wavelet Estimation of Time Series Regression with Long Memory Processes,
Haibin Wu, in Economics Bulletin (2006)
Keywords: Discrete Wavelet Transform

Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga,
Helena Veiga, in Economics Bulletin (2009)
Keywords: Asymmetry, Kurtosis, Taylor-Effect

A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques,
Dominique Guégan and Patrick Rakotomarolahy, in Economics Bulletin (2010)
Keywords: Multivariate k-Nearest Neighbor, Radial Basis Functions, Non-Parametric Forecasts, Economic indicators, GDP, Euro area.

Does a student's preference for a teacher's instructional style matter? An analysis of an economic approach,
Tin-chun Lin, in Economics Bulletin (2010)
Keywords: Attendance; Instructional style; Grade performance; Economic behavior

The "spurious regression problem" in the classical regression model framework,
Gueorgui Kolev, in Economics Bulletin (2011)
Keywords: spurious regression, classical regression model, generalised least squares, autocorrelation corrections

Computationally efficient approximation for the double bootstrap mean bias correction,
Rachida Ouysse, in Economics Bulletin (2011)
Keywords: Bias correction, bootstrap, double bootstrap, instrumental variable estimation, Monte Carlo simulation.

Measuring stock market volatility in oecd economy,
Khaled Guesmi, Irfan Akbar Kazi and Farhan Akbar, in Economics Bulletin (2011)
Keywords: Dynamic Conditional Correlations, Markov Regime Switching, conditional Volatility

A Note on the Moments of the Skew-Normal Distribution,
Markus Haas, in Economics Bulletin (2012)
Keywords: Moments, skewness, skew-normal distribution

A new estimator of the Box-Cox transformation model using moment conditions,
Kazumitsu Nawata, in Economics Bulletin (2013)
Keywords: Box-Cox transformation, consistent estimator, moment condition

On the implicit uniform BIC prior,
Richard Startz, in Economics Bulletin (2014)
Keywords: Bayesian Information Criterion, BIC, priors

Partial efficient estimation of SUR models,
Hailong Qian and Heather Bednarek, in Economics Bulletin (2015)
Keywords: SUR models, OLS, GLS, FGLS, GMM, Moment conditions, Partial redundancy of moment conditions

Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity,
Kazumitsu Nawata, in Economics Bulletin (2015)
Keywords: Box-Cox transformation, heteroscedasticity, robust estimator, moment restriction

Power Attrition of Asymmetric Tail Comovement Test,
Kaihua Deng, in Economics Bulletin (2015)
Keywords: Asymmetric tail comovement, Markov-switching, Nuisance parameters, Power attrition

Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study,
Yoshimasa Uematsu and Shinya Tanaka, in Economics Bulletin (2016)
Keywords: Regularization parameter selection, Cross-validation, Forecasting, Penalized Regression, High-dimensional time series model

A note on the absolute moments of the bivariate normal distribution,
Markus Haas, in Economics Bulletin (2018)
Keywords: multivariate GARCH, moments, multivariate normal distribution

An INAR(1) model with Poisson-Lindley innovations,
Tito Lívio, Naushad Khan, Marcelo Bourguignon and Hassan Bakouch, in Economics Bulletin (2018)
Keywords: Binomial thinning operator, Estimation, INAR(1) process, Poisson-Lindley distribution

Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model,
Hiroaki Masuhara, in Economics Bulletin (2019)
Keywords: Finite mixtures, identifiability, zero-inflated

A note on Gini Principal Component Analysis,
Téa Ouraga, in Economics Bulletin (2019)
Keywords: Gini, PCA, Robutsness

Monitoring parameter change for time series models with conditional heteroscedasticity,
Jaewon Huh, Haejune Oh and Sangyeol Lee, in Economics Letters (2017)
Keywords: GARCH-type models; AGARCH models; Monitoring a parameter change; CUSUM method based on score functions;

Testing a linear dynamic panel data model against nonlinear alternatives,
Yoon-Jin Lee, in Journal of Econometrics (2014)
Keywords: Conditional heteroskedasticity,; Degenerate U-statistics; Dynamic panel data model; Generalized spectral derivative; Joint limit asymptotics; Linearity; Martingale; Specification testing;

Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management,
Han-Bin Kang, Hsuling Chang and Tsangyao Chang, in Journal for Economic Forecasting (2022)
Keywords: catastrophe reinsurance, catastrophe bonds, asset-liability management, Monte-Carlo simulation

A generic model for spouse’s pensions with a view towards the calculation of liabilities,
Alexander Sokol, in Insurance: Mathematics and Economics (2015)
Keywords: Life insurance; Liability; Cashflow; Marked point process; Longevity;

A note on Covariate Balancing Propensity Score and Instrument-like variables,
Adeola Oyenubi, in Economics Bulletin (2020)
Keywords: Causal inference, Instrumental variables, Observational studies, Propensity score matching

Quantile regression estimation for discretely observed SDE models with compound Poisson jumps,
Jungsik Noh, Seung Y. Lee and Sangyeol Lee, in Economics Letters (2012)
Keywords: Quantile regression estimator; Jump diffusion process; Compound Poisson jumps; Discretely observed sample; Consistency;

Derivation of theory by means of factor analysis or Tom Swift and his electric factor analysis machine,
J. Armstrong, from University Library of Munich, Germany (1967)
Keywords: factor analysis, statistics

Some New Semiparametric Panel Stochastic Frontier Models,
Gholamreza Hajargasht, from Econometric Society (2004)
Keywords: semiparametric, True Random Effect, Stochastic Frontier, Bayesian, P-Spline

Political environment and attraction of foreign direct investment: an institutionalist approach,
Eduardo Henrique de Borba and Ana Paula Menezes Pereira, in Economics Bulletin (2020)
Keywords: Institutions, Political environment, Politics, Foreign direct investment, FDI, Instrumental variables

Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices,
Richard T. Baillie, Young-Wook Han, Robert J. Myers and Jeongseok Song, from Queen Mary University of London, School of Economics and Finance (2007)
Keywords: Commodity returns, Futures markets, Long memory, FIGARCH

Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches,
Pedro Antonio Martin-Cervantes and Salvador Cruz-Rambaud, in Economics Bulletin (2020)
Keywords: Tadawul Bubble, SADF test, GSADF test, Islamic Banking and Finance

On the stability of recursive least squares in the Gauss-Markov model,
Evens Salies, from University Library of Munich, Germany (2013)
Keywords: Recursive Least Squares, Gauss-Markov model.

Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach,
Shuaihe Zhuo, in Economics Letters (2018)
Keywords: Local influence; Case-weights perturbation; Stochastic Frontier;

Hermite regression analysis of multi-modal count data,
David Giles, in Economics Bulletin (2010)
Keywords: Count data, multi-modal data, over-dispersion, financial crises

Testing between Different Types of Switching Regression Models,
Frieder Knuepling, from University Library of Munich, Germany (1997)
Keywords: Markov Switching Threshold

Central regions and dependency,
Karl Mosler, from University Library of Munich, Germany (2003)
Keywords: Dependence order, generalized correlation, lift zonoid volume, data depth, trimmed regions

Data Envelopment Analysis To Measure Technical Efficiency In The Algerian Companies,
Kamel Bouadam and Faycal Chiad, from University Library of Munich, Germany (2011)
Keywords: data envelopment analysis, linear programming, technical efficiency, input, output, agro-alimentary

A new approach to causality in the frequency domain,
Mehmet Dalkır, in Economics Bulletin (2004)
Keywords: aggregation theory

F versus t tests for unit roots: a comment,
Paulo Rodrigues and Andrew Tremayne, in Economics Bulletin (2004)
Keywords: asymptotically invariant tests

Two-part models are robust to endogenous selection,
David Drukker, in Economics Letters (2017)
Keywords: Two-part model; Endogeneity; Counter-factual inference endogenous treatment effect;

Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques,
Mohammed M Tumala, Olusanya E Olubusoye, Baba N Yaaba, Olaoluwa Yaya and Olawale B Akanbi, from University Library of Munich, Germany (2018)
Keywords: Bayesian estimation; BMA; Frequentist approach; Inflation rate

Extreme values dependence of risk in Latin American markets,
Marcelo Righi and Paulo Sergio Ceretta, in Economics Bulletin (2011)
Keywords: Risk, Extreme values, copulas, Transmission, Emerging markets

Testing multiple inequality hypotheses: A smoothed indicator approach,
Le-Yu Chen and Jerzy Szroeter, in Journal of Econometrics (2014)
Keywords: Test; Multiple inequalities; One-sided hypothesis; Composite null; Binding constraints; Asymptotic exactness; Covariance singularity; Indicator smoothing;

Specification Testing for Multivariate Time Series Volatility Models,
Yoon-Jin Lee and Yongmiao Hong, from Econometric Society (2004)
Keywords: Generalized spectral derivative, Kernel, Multivariate generalized spectrum, Multivariate GARCH models, Nonlinear volatility dynamics, Robustness, Specification testing, Stochastic Volatility Model, Time-varying higher order moments of unknown form.

Detecting Misspecifications in Autoregressive Conditional Duration Models,
Yongmiao Hong and Yoon-Jin Lee, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2007)
Keywords: Autoregressive Conditional Duration; Dispersion Clustering; Finite Sample Correction; Generalized Spectral Derivative; Nonlinear Time Series; Parameter Estimation Uncertainty; Wooldridge's Device

A residual-based bootstrap test for panel cointegration,
Francesca Di Iorio and Stefano Fachin, in Economics Bulletin (2009)
Keywords: Panel Cointegration, Stationary Bootstrap, Commmon Factors.

A note on testing instrument validity for the identification of LATE,
Lukas Laffers and Giovanni Mellace, in Empirical Economics (2017)
Keywords: Testing IV validity, Local average treatment effect, Moment inequalities, Bounds

On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture,
Gauthier Lanot, from University Library of Munich, Germany (2002)
Keywords: Discrete Mixtures; EM Algorithm, Variance Covariance Matrix; Observed Information

Zvi Griliches' Contribution to the Theory of Human Capital,
Reuben Gronau, from National Bureau of Economic Research, Inc (2003)

What is a relevant control?: An algorithmic proposal,
Fernando Delbianco and Fernando Tohmé, from Asociación Argentina de Economía Política (2023)

Zvi Griliches' Contribution to the Theory of Human Capital,
Reuben Gronau, from National Bureau of Economic Research, Inc (2010)

Testing multiple inequality hypotheses: a smoothed indicator approach,
Le-Yu Chen and Jerzy Szroeter, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Keywords: Test, Multiple inequalities, One-sided hypothesis, Composite null, Binding constraints, Asymptotic exactness, Covariance singularity, Indicator smoothing

Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi,
Ensar Yesilyurt, from Ege University, Department of Economics (2007)
Keywords: ISIC, Revise 2, Revise 3, Transformation ratio, Manufacturing Industry, Mining Industry, Energy, Gas and Water, Revize-2, Revize-3, Dönüþüm oraný, Ýmalat Sanayi, Madencilik ve Taþocakçýlýðý, Enerji, Gaz ve Su

Reasonable Sample Sizes for Convergence to Normality,
Carsten Schröder and Shlomo Yitzhaki, from DIW Berlin, The German Socio-Economic Panel (SOEP) (2014)
Keywords: central limit theorem, Gini’s mean difference composition

The Origins of Logistic Regression,
Jan Cramer, from Tinbergen Institute (2002)
Keywords: Logistic Regression; History

A Test for Correlation between Signal and Noise within the Errors in Variables Model,
Ramses Abul Naga, from Université de Lausanne, Faculté des HEC, Département d’économie (2002)
Keywords: errors in variables; correlated measurement error; consistent adjusted least squares; Hausman tests

Are critical slowing down indicators useful to detect financial crises?,
Hayette Gatfaoui, Isabelle Nagot and Philippe de Peretti, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016)
Keywords: Critical slowing down; Complex dynamical system; Global financial crisis; Phase transition

Reproductive behaviour in Pakistan: insights from the population, labour force, and migration survey 1979-80,
Zeba A. Sathar and Irfan Mohammad, from University Library of Munich, Germany (1983)
Keywords: Pakistan; Fertility; Survey; Multivariate Analysis; Model

A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models,
Peng-Hsuan Ke and Wen-Jen Tsay, from Institute of Economics, Academia Sinica, Taipei, Taiwan (2012)
Keywords: True random effects, true fixed effects, panel stochastic frontier model

Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours,
Ba Chu, Kim Huynh and David Jacho-Chávez, from University Library of Munich, Germany (2012)
Keywords: Order statistics, multivariate concomitant, k-nearest neighbour, semiparametric estimation, consumer surplus.

A Comparative Analysis of Unemployment in Canada and the United States,
David Card and W. Craig Riddell, from Princeton University, Department of Economics, Industrial Relations Section. (1992)
Keywords: unemployment insurance, labor supply, unemployment insurance, comparative studies, Canada

Deposit Insurance Scheme (DIS) and a Comparison of Features of the DIS Concerning Likelihood of Banking Crises,
K. Md. Anichul Hoque, from Department of Economics (2001)
Keywords: INSURANCE ; BANKING ; ECONOMETRIC MODELS

WHO ARE THE WINE AND FOOD FESTIVAL VISITORS? AN EXPLORATORY STUDY,
Suzana Marković, Srđan Mitrović and Aleksandar Racz, in Ekonomski pregled (2019)
Keywords: wine tourism; wine festival; experience quality; festival visitors; festival visitor satisfaction

HOUSEHOLDS’ THERAPEUTIC BEHAVIOR: AN EMPIRICAL STUDY FOR COTE D´IVOIRE,
Koffi C. Nda and Bedia F. Aka, in Applied Econometrics and International Development (2018)
Keywords: Human capital, health, multinomial logit, discrete choice model.

Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis,
D.B. Kamgnia, in International Journal of Applied Econometrics and Quantitative Studies (2006)
Keywords: Health care providers, indirect demand, compensation, poverty, spline function, nested Logit model

Identifying Influential Factors in Credit Behavior of Real Applicants of Facilities (in Persian),
Khashayar Moghaddam, Ali Arshadi and Kianoosh Rezayee, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2013)

Principal Component Analysis of Students Academic Performance,
F. B. K. Twenefour, E. N. N. Nortey and E. M. Baah, in International Journal of Business and Social Research (2015)
Keywords: Academic performance, principal component analysis, relative score index (RSI).

Principal Component Analysis of Students Academic Performance,
F. B. K. Twenefour, E. N. N. Nortey and E. M. Baah, in International Journal of Business and Social Research (2015)
Keywords: Academic performance, principal component analysis, relative score index (RSI).

Using a Rolling Vector Error Correction Model to Model Static and Dynamic Causal Relations between Electricity Spot Price and Related Fundamental Factors: The Case of Greek Electricity Market,
George P. Papaioannou, Christos Dikaiakos, Akylas Stratigakos, Anargyros Dramountanis and Antonio T. Alexandridis, in International Journal of Energy Economics and Policy (2018)
Keywords: Vector Error Correction, Electricity Markets, Fuel Markets

Uso del diseño de experimentos para la innovación empresarial || Use of experiments design for business innovation,
Mercedes Delgado Fernández, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2020)
Keywords: diseño de experimentos, análisis de varianza, diagrama causa-efecto, innovación empresarial, design of experiments, analysis of variance, cause-effect diagram, business innovation.