Search Results

Endogenous Matching and the Empirical Determinants of Contract Form,
Daniel Ackerberg and Maristella Botticini, from Boston University - Department of Economics (1999)
Keywords: CONTRACTS ; ECONOMETRICS ; ECONOMIC MODELS

Do national development factors affect cryptocurrency adoption?,
Alnoor Bhimani, Kjell Hausken and Sameen Arif, from London School of Economics and Political Science, LSE Library (2022)
Keywords: cryptocurrencies; blockchain; technology adoption; national development; Technology adoption; Cryptocurrencies; Blockchain; National development

The Empirical Foundations of Calibration,
Lars Hansen and James Heckman, in Journal of Economic Perspectives (1996)

Türkıye Tarımsal Sermaye Stoğunun Hesaplanması Ve İBBS2 Bölgelerıne Dağıtılması Üzerine Bır Çalışma,
Ozan Eruygur and Mustafa Can Küçüker, from Ekonomik Yaklasim Association (2015)
Keywords: Türkiye, Tarımsal Sermaye Stoku, Sermaye Stoku

Evaluating Ambiguous Offerings,
Romain Boulongne and Rodolphe Durand, from HEC Paris (2021)
Keywords: social evaluation; categories and categorization; ambiguity; experimental methods

Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices,
Harry Vander Elst and David Veredas, from ULB -- Universite Libre de Bruxelles (2014)
Keywords: realized measures; noise; jumps; synchronization

About Attitudes and Perceptions: Finding the Proper Way to Consider Latent Variables in Discrete Choice Models,
Francisco J. Bahamonde-Birke, Uwe Kunert, Heike Link and Juan de Dios Ortúzar, from DIW Berlin, German Institute for Economic Research (2015)
Keywords: Hybrid Discrete Choice Modelling, Latent Variables, Attitudes, Perceptions

Option Pricing and Distribution Characteristics,
David Mauler and James McDonald, from Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
Keywords: Option Pricing, Implied Distributions, Generalized Distributions

Skewness-kurtosis bounds for the skewed generalized T and related distributions,
Sean Kerman and James McDonald, from Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
Keywords: Skewed generalized T; Kurtosis; Skewness

Some aspects of random utility, extreme value theory and multinomial logit models,
Jonas Andersson and Jan Ubøe, from Norwegian School of Economics, Department of Business and Management Science (2010)
Keywords: Random utility theory; extreme value theory; multinomial logit models; entropy.

Το υπόδειγμα τυχαίου περιπάτου με αυτοπαλίνδρομα σφάλματα,
George Halkos and Ilias Kevork, from University Library of Munich, Germany (2005)
Keywords: Τυχαίος περίπατος με περιπλάνηση; ARIMA(1,1,0); Προβλέψεις

Buying Local in Marshall County and Marshalltown, Iowa: An Economic Impact Assessment,
David A. Swenson, from Iowa State University, Department of Economics (2006)

The Story Behind the Post-War Decline in Women's Housework: Prices, Income, Family Size, and Technology Effects in a Demand System,
Wallace Huffman, from Iowa State University, Department of Economics (2006)
Keywords: complete-demand system; household production; housework; income elasticities; post-World War II; women; price effects

Input-Outrageous: The Economic Impacts of Modern Biofuels Production,
David A. Swenson, from Iowa State University, Department of Economics (2006)

Measuring the Economic Impacts of Buy Local Campaigns in Iowa,
David A. Swenson, from Iowa State University, Department of Economics (2006)

The Economic Impacts of Increased Fruits and Vegetable Consumption in Iowa: Phase II,
David A. Swenson, from Iowa State University, Department of Economics (2006)

Dude, Where's My Corn? Constraints on the Location of Ethanol Production in the Corn Belt,
Liesl Eathington and David A. Swenson, from Iowa State University, Department of Economics (2007)

Misunderstanding Economic Stimulus Multipliers,
David A. Swenson, from Iowa State University, Department of Economics (2009)

The Generic Properties of Equilibrium Correction Mechanisms,
Gunnar Bårdsen, Stan Hurn and Kenneth Lindsay, from Department of Economics, Norwegian University of Science and Technology (1999)
Keywords: Equilibrium correctionn dynamic modelling; difference schemes; power series representation

Bayesian Time Series and DSGE Models, from Methods for Applied Macroeconomic Research,
Fabio Canova, from Princeton University Press (2007)
Keywords: mathematical, statistical, computational, models, dynamic equilibrium theory, data analysis, econometrics

DSGE Models, Solutions, and Approximations, from Methods for Applied Macroeconomic Research,
Fabio Canova, from Princeton University Press (2007)
Keywords: Keywords: mathematical, statistical, computational, models, dynamic equilibrium theory, data analysis, econometrics

The Bernoulli model, from Econometric Modeling: A Likelihood Approach,
David Hendry and Bent Nielsen, from Princeton University Press (2007)
Keywords: modeling, sustainable relationships, unified likelihood, estimation, inference, binary sets, multiple regression, cointegrated systems

Foreign Debt Sustainability: Tests Of Intertemporal Budget Constraint,
Sabri Azgun, in Anadolu University Journal of Social Sciences (2005)
Keywords: Foreign Debt Sustainability, Intertemporal Solvency, Cointegration, Unit Root, Turkey.

What Now? Some Brief Reflections on Model-Free Data Analysis,
Richard Berk, in International Econometric Review (IER) (2009)
Keywords: Causal Modeling, Regression Analysis, Exploratory Data Analysis, Data Science

Study of the Normality of a Distribution,
Podaºcã Raluca, in Ovidius University Annals, Economic Sciences Series (2014)
Keywords: the normal curve, the normal distribution, the chi- squared test

Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM,
P. Paquay, from UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie (1998)
Keywords: MARCHE FINANCIER ; RISQUE ; MODELES ECONOMIQUES

Implementation de l'optimum dans une modele schumpeterien en presence d'une ressource non renouvelable,
A. Grimaud, from Toulouse - GREMAQ (1998)
Keywords: RESSOURCES NATURELLES ; MODELES ECONOMIQUES

Ressources naturelles et croissance endogene dans un modele a biens horizontalement differencies,
A. Grimaud, from Toulouse - GREMAQ (1999)
Keywords: RESSOURCES NATURELLES ; MODELES ECONOMIQUES

A Model for Stock Return Distribution,
M. Linden, from Department of Economics (2000)
Keywords: DISTRIBUTION ; STOCKS ; MODELS

Combining Modelling Strategies to Analyse Teaching Styles Data,
N.H. Spencer, from University of Hertfordshire - Business Schoool (2000)
Keywords: ECONOMIC MODELS ; MATHEMATICS

Un cadre de reference pour le choix d'une procedure d'agregation multicritere,
A. Guitouni, J.-M. Martel and P. Vincke, from Laval - Faculte des sciences de administration (1999)
Keywords: CONSOMMATION ; MODELES ECONOMIQUES

FAMOS: a Size-Class Financial Analysis Model,
W.H.J. Verhoeven and E.A. van Noort, from NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM (1999)
Keywords: ECONOMIC MODELS ; SIZE OF ENTERPRISE

Non-linear Regression used in Economic Analysis,
Gabriela Victoria Anghelache, Constantin Anghelache, Andreea Gabriela Baltac and Ligia Prodan, in Romanian Statistical Review Supplement (2013)
Keywords: evolution, correlations, models

The Correlation between Value Added Tax and Economic Growth in Romania,
Ana Maria Uritescu, in Hyperion Economic Journal (2017)
Keywords: VAT, economic growth, autoregressive vector, Granger causality

SURRENDER EFFECTS ON POLICY RESERVES: A SIMULATION ANALYSIS OF INVESTMENT GUARANTEE CONTRACTS,
Matthew C. Chang and Shi-jie Jiang, in Global Journal of Business Research (2010)
Keywords: Policyholders’ Behavior; Dynamic Lapse; Variable Annuity; Guaranteed Minimum Accumulation Benefit (GMAB)

Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model,
Cuneyt Akar, in Istanbul Stock Exchange Review (2007)
Keywords: Asymmetric Volatility, TAR-GARCH, Nonlinear Volatility

Do Foreigners Act as Positive Feedback Traders in Turkey?,
Cuneyt Akar, in Istanbul Stock Exchange Review (2008)
Keywords: Foreign Trading, Granger Causality Test, Impulse-Response Analysis, Positive Feedback Hypothesis

RANKING FACTORS FOR SUPPLIER SELECTION WITH APPLICATION OF THE FTOPSIS METHOD,
Adis Puska, Sead Sadic and Admir I. Beganovic, in Economic Review: Journal of Economics and Business (2017)
Keywords: Supplier selection, Expert opinion, Fuzzy TOPSIS

Coordination on Saddle Path Solutions: the Eductive Viewpoint. 1- Linear Univariate Models,
George Evans and Roger Guesnerie, from Laval - Laboratoire Econometrie (1999)
Keywords: ECONOMIC MODELS ; ECONOMETRICS ; MATHEMATICAL ANALYSIS

Interpolating Value Functions in Discrete Choice Dynamic Programming Models,
Paul Sullivan, from University Library of Munich, Germany (2006)
Keywords: dynamic programming models; interpolation; simulation methods; estimation of dynamic programming models

Do macroeconomic variables play any role in the stock market movement in Ghana?,
Anokye Adam and George Tweneboah, from University Library of Munich, Germany (2008)
Keywords: Stock Index; Stock duration; Cointegration; Efficient Market Hypothesis; Total derivative

Contractualisation de la fonction enseignante et comportement des maitres au primaire: Cas du Benin,
Barthelemy mahugnon Senou, from University Library of Munich, Germany (2008)
Keywords: contract,contractuel,communautaire, performance, absenteisme

Some correlation properties of spatial autoregressions,
Federico Martellosio, from University Library of Munich, Germany (2008)
Keywords: simultaneous autoregressions; spatial autocorrelation; spatial weights matrices; walks in graphs

A Comment on "Scientific" Economic Analysis,
Cynthia Benzing and Kevin Dunleavy, in Eastern Economic Journal (1991)

EDUCATION AND EARNINGS IN SOUTH AFRICA: AN APPLICATION OF THE MINCERIAN FUNCTION,
Steven Dunga and Lerato Mothibi, from International Institute of Social and Economic Sciences (2019)
Keywords: Earnings, returns to education; Human capital

Testing for Noncausal Vector Autoregressive Representation,
Mehdi Hamidi Sahneh, from International Institute of Social and Economic Sciences (2015)
Keywords: Explosive Bubble; Identification; Non-causal Process; Vector Autoregressive.

A Scientific View of Economic Data Analysis: Reply,
Cornelis Los, in Eastern Economic Journal (1991)

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing,
Kim Christensen, Martin Thyrsgaard and Bezirgen Veliyev, from Department of Economics and Business Economics, Aarhus University (2018)
Keywords: Empirical processes, goodness-of-fit, high-frequency data, microstructure noise, pre-averaging, realized variance, stochastic volatility

Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures,
Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen and Bezirgen Veliyev, from Department of Economics and Business Economics, Aarhus University (2020)
Keywords: GMM estimation, realized variance, rough volatility, stochastic volatility

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing,
Kim Christensen, Martin Thyrsgaard and Bezirgen Veliyev, in Journal of Econometrics (2019)
Keywords: Empirical processes; Goodness-of-fit; High-frequency data; Microstructure noise; Pre-averaging; Realized variance; Stochastic volatility;

A GMM approach to estimate the roughness of stochastic volatility,
Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen and Bezirgen Veliyev, in Journal of Econometrics (2023)
Keywords: Fractional Brownian motion; GMM estimation; Hurst exponent; Log-normal stochastic volatility; Realized variance; Roughness;

Identifying Regime Shifts in South African Exchange rates,
Diteboho Xaba, Tshepiso Tsoku and Teboho Mosikari, from International Institute of Social and Economic Sciences (2016)
Keywords: stationarity; nonlinear model; exchange rates

Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries,
Zhuo Qiao and Patrick Kuok-Kun Chu, in Economic Modelling (2014)
Keywords: Price of fine wine; GDP; Granger causality test; Forecast;

Cross-sectional Dependence in Panel Data Analysis,
Vasilis Sarafidis and Tom Wansbeek, from University Library of Munich, Germany (2010)
Keywords: Panel data, Cross-sectional dependence, Spatial dependence, Factor structure, Strong/Weak exogeneity.

Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects,
Garland Durham, from Econometric Society (2004)
Keywords: stochastic volatility, simulation-based estimation, model diagnostics,

A Scientific View of Economic Data Analysis,
Cornelis Los, in Eastern Economic Journal (1991)

A machine learning approach to volatility forecasting,
Kim Christensen, Mathias Siggaard and Bezirgen Veliyev, from Department of Economics and Business Economics, Aarhus University (2021)
Keywords: Gradient boosting, high-frequency data, machine learning, neural network, random forest, realized variance, regularization, volatility forecasting

Jointly testing linearity and nonstationarity within threshold autoregressions,
Jean-Yves Pitarakis, from University Library of Munich, Germany (2012)
Keywords: Threshold Autoregressive Models, Unit Roots, Near Unit Roots, Brownian Bridge, Augmented Dickey Fuller Test

Functional cointegration: definition and nonparametric estimation,
Jean-Yves Pitarakis, from University Library of Munich, Germany (2012)
Keywords: Functional Coefficients, Unit Roots, Cointegration, Piecewise Local Linear Estimation

The first stage in Hendry’s reduction theory revisited,
Genaro Sucarrat, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: theory of reduction, DGP, possible worlds, measurement error, probabilistic causality

Long Memory in the Turkish Stock Market Return and Volatility,
Adnan Kasman and Erdost Torun, in Central Bank Review (2007)
Keywords: ARFIMA, FIGARCH, Long memory, Turkish stock market

Meta-regression analysis: Producing credible estimates from diverse evidence,
Chris Doucouliagos, in IZA World of Labor (2016)
Keywords: bias, credibility, research synthesis, meta-regression

Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market,
Ibrahim Onour, from University Library of Munich, Germany (2011)
Keywords: Saudi stock market, Volatility, speculation, banks' credit

A General FIML Estimator for a Certain Class of Models that are Non-Linear in the Variables,
Erik Mellander, from Research Institute of Industrial Economics (1984)
Keywords: Full information maximum likelihood (FIML); non-lionear model; multi-equation model

Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime,
Rafał Weron, from University Library of Munich, Germany (2003)
Keywords: Levy-stable distribution, Alpha-stable distribution, Tail exponent, Hill estimator

Modeling and predicting market risk with Laplace-Gaussian mixture distributions,
Markus Haas, Stefan Mittnik and Marc S. Paolella, from Center for Financial Studies (CFS) (2005)
Keywords: GARCH, hyperbolic distribution, kurtosis, Laplace distribution, mixture distributions, stock market returns

Comments on “identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action”,
Øystein Daljord, Denis Nekipelov and Minjung Park, in Quantitative Marketing and Economics (QME) (2019)

Estimating dynamic discrete choice models with aggregate data: Properties of the inclusive value approximation,
Timothy Derdenger and Vineet Kumar, in Quantitative Marketing and Economics (QME) (2019)
Keywords: Dynamic structural models, Inclusive value

Zero-Adjusted Log-Symmetric Quantile Regression Models,
Danúbia R. Cunha, Jose Angelo Divino and Helton Saulo, in Computational Economics (2024)
Keywords: Zero-adjusted log-symmetric distributions, Quantile regression, Hourly wages data, Extramarital affairs data

Maximum-Likelihood Estimation Using the Zig-Zag Algorithm*,
Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig, in Journal of Financial Econometrics (2023)
Keywords: Bitcoin, dynamic conditional correlation, efficient estimation, Gauß–Seidel, iterative estimation, maximization by parts, vector autoregressive moving average, vine copula

A Machine Learning Approach to Volatility Forecasting*,
Kim Christensen, Mathias Siggaard and Bezirgen Veliyev, in Journal of Financial Econometrics (2023)
Keywords: accumulated local effect, heterogeneous auto-regression, machine learning, realized variance, volatility forecasting

Modeling, Evaluation, and Methodology in the New Century,
Clive Granger, in Economic Inquiry (2005)

Politikberatung und empirische Wirtschaftsforschung: Entwicklungen, Probleme, Optionen für mehr Rationalität in der Wirtschaftspolitik,
Andre Jungmittag and Paul Welfens, from Universitätsbibliothek Wuppertal, University Library (2004)
Keywords: Politikberatung, Empirische Wirtschaftsforschung, Modellierungsstrategie

Long- versus medium-run identification in fractionally integrated VAR models,
Rolf Tschernig, Enzo Weber and Roland Weigand, in Economics Letters (2014)
Keywords: Structural vector autoregression; Long-run restriction; Finite-horizon identification; Fractional integration; Impulse response function;

Functional cointegration: definition and nonparametric estimation,
Anurag Banerjee and Jean-Yves Pitarakis, in Studies in Nonlinear Dynamics & Econometrics (2014)
Keywords: cointegration, functional coefficients, piecewise local linear estimation, unit roots

Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks,
Chi Keung Lau, Frankie Chau and Rataporn Deesomsak, from University Library of Munich, Germany (2011)
Keywords: ASEAN countries, PPP, Panel ESTAR, Nonlinear adjustment, Contemporaneous dependence

Long- versus medium-run identification in fractionally integrated VAR models,
Rolf Tschernig, Enzo Weber and Roland Weigand, from University of Regensburg, Department of Economics (2013)
Keywords: Structural vector autoregression; long-run restriction; finite-horizon identification; fractional integration; impulse response function

Long- versus medium-run identification in fractionally integrated VAR models,
Rolf Tschernig, Enzo Weber and Roland Weigand, from University of Regensburg, Department of Economics (2014)
Keywords: Structural vector autoregression; long-run restriction; finite-horizon identification; fractional integration; impulse response function

Macroeconomics and Methodology,
Christopher Sims, in Journal of Economic Perspectives (1996)

Econometric reduction theory and philosophy,
Genaro Sucarrat, from Universidad Carlos III de Madrid. Departamento de Economía (2009)
Keywords: DGP

Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero,
Ippei Fujiwara, from Econometric Society (2004)
Keywords: Markov Switching VAR; Monetary Policy

Estimating heterogeneous effects: Applications to labor economics,
Stéphane Bonhomme and Angela Denis, in Labour Economics (2024)
Keywords: Heterogeneity; Neighborhoods; Firms; Workers; Variance components; Shrinkage;

Signs of Impact Effects in Time Series Regression Models,
Mohammad Pesaran and Ronald Smith, from CESifo (2013)
Keywords: regression coefficients, impact effects

Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia,
Tilak Abeysinghe and Kristin Forbes, from National Bureau of Economic Research, Inc (2001)

Policy Evaluation in Uncertain Economic Environments,
William Brock, Steven Durlauf and Kenneth West, from National Bureau of Economic Research, Inc (2003)

The State of Applied Econometrics: Causality and Policy Evaluation,
Susan Athey and Guido Imbens, in Journal of Economic Perspectives (2017)

Regime Specific Predictability in Predictive Regressions,
Jesus Gonzalo and Jean-Yves Pitarakis, from University Library of Munich, Germany (2010)
Keywords: Endogeneity, Persistence, Return Predictability, Threshold Models

Estimating impulse response functions when the shock series is observed,
Chi-Young Choi and Alexander Chudik, in Economics Letters (2019)
Keywords: Observed shock; Impulse-response functions; Monte Carlo experiments; Finite sample performance;

What Have We Learned from Structural Models?,
Richard Blundell, in American Economic Review (2017)

Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas,
Beatriz Vaz de Melo Mendes, in Brazilian Review of Finance (2005)
Keywords: conditional copulas, FIGARCH models, conditional value-at-risk