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Year of publication
Subject
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model specification 74 Model specification 39 Estimation 20 Schätzung 17 Schätztheorie 14 Estimation theory 13 Modellierung 12 Scientific modelling 12 Model Specification 11 Theorie 11 Theory 8 Big Data 7 Artificial intelligence 6 Big data 6 Börsenkurs 6 Capital income 6 Econometrics 6 Kapitaleinkommen 6 Künstliche Intelligenz 6 Share price 6 Volatility 6 Volatilität 6 Ökonometrie 6 Machine Learning 5 Regression analysis 5 Regressionsanalyse 5 Zeitreihenanalyse 5 control variables 5 machine learning 5 Bayesian estimation 4 Conditional heteroskedasticity 4 Fraueneinkommen 4 Gender 4 Gender discrimination 4 Geschlecht 4 Geschlechterdiskriminierung 4 Lagrange multiplier test 4 Lohnstruktur 4 Long financial time series 4 Multiple time series 4
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Online availability
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Free 67 Undetermined 37 CC license 1
Type of publication
All
Article 64 Book / Working Paper 59 Other 2
Type of publication (narrower categories)
All
Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 22 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 5 Aufsatz im Buch 2 Book section 2 research-article 1
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Language
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English 74 Undetermined 51
Author
All
Strittmatter, Anthony 7 Wunsch, Conny 7 Teräsvirta, Timo 6 Amado, Cristina 4 Kapetanios, George 4 Kilian, Lutz 4 Ritter, Nolan 4 Strikholm, Birgit 4 Vance, Colin 4 Zhou, Xiaoqing 4 Burger, Ronelle 3 Gao, Jiti 3 Ignatieva, Ekaterina 3 Jansen, Eilev S. 3 Lehrer, Steven F. 3 Nasr, Adnen Ben 3 Xie, Tian 3 Zhou, Zhong-guo 3 Ahlgren, Niklas 2 Atiq-ur-Rehman, Atiq-ur-Rehman 2 Bergtold, Jason S. 2 Camba-Mendez, Gonzalo 2 Camba-Méndez, Gonzalo 2 Chakraborty, Indrani 2 Clarke, Kevin A. 2 Deng, Qi 2 Dyckman, Thomas R. 2 Findlay, David W. 2 Gupta, Rangan 2 Hegre, Håvard 2 Hjelm, Göran 2 Hussein, M. Monica 2 Kelejian, Harry 2 King, Maxwell 2 Nymoen, Ragnar 2 Plessis, Stan du 2 Russo, Carlo 2 Salies, Evens 2 Santos, John M. 2 Spanos, Aris 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 International Monetary Fund (IMF) 3 Agricultural and Applied Economics Association - AAEA 2 C.E.P.R. Discussion Papers 1 Centre for Development Studies (CDS) 1 Centre for Research in Economic Development and International Trade (CREDIT), School of Economics 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 EconWPA 1 Econometric Society 1 European Central Bank 1 Hanken Svenska Handelshögskolan 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU) 1 International Monetary Fund 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 Royal Economic Society - RES 1 School of Economics and Finance, Queen Mary 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Edinburgh 1 Society for Computational Economics - SCE 1 University of Bonn, Germany 1 eSocialSciences 1
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Published in...
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Conflict Management and Peace Science 6 MPRA Paper 5 SSE/EFI Working Paper Series in Economics and Finance 5 Econ Journal Watch 3 Journal of empirical finance 3 CESifo Working Paper 2 CESifo working papers 2 Discussion papers / CEPR 2 Econometric Reviews 2 Econometrics 2 IMF Working Papers 2 International Econometric Review (IER) 2 Quality & Quantity: International Journal of Methodology 2 Working Paper 2 2005 Annual meeting, July 24-27, Providence, RI 1 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 AStA Wirtschafts- und Sozialstatistisches Archiv 1 Accounting and business research : a research quarterly publ. by the Inst. of Chartered Accountants in England and Wales 1 Agricultural Economics of Agricultural Economists 1 Annals of Economics and Finance 1 Annals of economics and finance 1 Applied Econometrics 1 Applied economics letters 1 Applied financial economics 1 Arbeidsnotat 1 BLS working papers 1 CEPR Discussion Papers 1 CREATES Research Papers 1 CREDIT Research Paper 1 Centre for Development Studies, Trivendrum Working Papers 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2006 1 Cowles Foundation Discussion Papers 1 Discussion Paper Serie B 1 Discussion Papers / Centre for Research in Economic Development and International Trade (CREDIT), School of Economics 1 Discussion paper series / IZA 1 ECB Working Paper 1 ESE Discussion Papers 1 Econometric Society 2004 North American Winter Meetings 1 Econometrics : open access journal 1
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Source
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RePEc 65 ECONIS (ZBW) 38 EconStor 18 BASE 3 Other ZBW resources 1
Showing 1 - 50 of 125
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Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101647
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Estimating the civilian noninstitutional population for small areas : a modified cohort component approach using public use data
Forrester, Andrew C. - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466530
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Applying reactance theory to study consumer responses to COVID restrictions : a note on model specification
Matarazzo, Michela; Diamantopoulos, Adamantios - In: International marketing review 40 (2023) 5, pp. 894-905
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014470100
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Model specification, data selection and the employment effect of minimal wage
Strawiński, Paweł; Majchrowska, Aleksandra - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013478590
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The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012498029
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The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012581975
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The gender pay gap revisited with big data: Do methodological choices matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012614666
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Estimating causal effects with the neural autoregressive density estimator
Garrido, Sergio; Borysov, Stanislav; Rich, Jeppe; … - In: Journal of Causal Inference 9 (2021) 1, pp. 211-228
Abstract The estimation of causal effects is fundamental in situations where the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the functional relationship between variables...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014610896
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The gender pay gap revisited with big data: do methodological choices matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012433586
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Cover Image
The gender pay gap revisited with big data : do methodological choices matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012438342
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Cover Image
The gender pay gap revisited with big data: do methodological choices matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012489623
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The econometrics of oil market VAR models
Kilian, Lutz; Zhou, Xiaoqing - In: Essays in honor of Joon Y. Park : econometric …, (pp. 65-95). 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014315146
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The Econometrics of Oil Market VAR Models
Kilian, Lutz; Zhou, Xiaoqing - 2020
Oil market VAR models have become the standard tool for understanding the evolution of the real price of oil and its impact in the macro economy. As this literature has expanded at a rapid pace, it has become increasingly difficult for mainstream economists to understand the differences between...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012207918
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The bigger picture: Combining econometrics with analytics improve forecasts of movie success
Lehrer, Steven F.; Xie, Tian - 2020
There exists significant hype regarding how much machine learning and incorporating social media data can improve forecast accuracy in commercial applications. To assess if the hype is warranted, we use data from the film industry in simulation experiments that contrast econometric approaches...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012431091
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The bigger picture : combining econometrics with analytics improve forecasts of movie success
Lehrer, Steven F.; Xie, Tian - 2020
There exists significant hype regarding how much machine learning and incorporating social media data can improve forecast accuracy in commercial applications. To assess if the hype is warranted, we use data from the film industry in simulation experiments that contrast econometric approaches...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012395580
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The econometrics of oil market VAR Models
Kilian, Lutz; Zhou, Xiaoqing - 2020
Oil market VAR models have become the standard tool for understanding the evolution of the real price of oil and its impact in the macro economy. As this literature has expanded at a rapid pace, it has become increasingly difficult for mainstream economists to understand the differences between...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012174841
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Important issues in statistical testing and recommended improvements in accounting research
Dyckman, Thomas R.; Zeff, Stephen A. - In: Econometrics 7 (2019) 2, pp. 1-11
Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012696233
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Important issues in statistical testing and recommended improvements in accounting research
Dyckman, Thomas R.; Zeff, Stephen A. - In: Econometrics : open access journal 7 (2019) 2/18, pp. 1-11
Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012025825
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The bigger picture : combining econometrics with analytics improves forecasts of movie success
Lehrer, Steven F.; Xie, Tian - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 189-210
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012821088
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Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Energy economics 108 (2022), pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013203083
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Comparison of system dynamics calibration and econometric estimation
Arthur, Daniel J. W. - In: Feedback economics : economic modeling with system dynamics, (pp. 163-189). 2021
System dynamics and econometrics have traditionally been seen as contrasting and sometimes conflicting approaches for deriving parameters for economic models. System dynamics as a simulation method uses repeated runs to achieve calibration through optimisation, whereas simulation as an...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012604484
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The gender pay gap revisited with big data : do methodological choices matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012484137
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Endogeneity in the mutual fund flow-performance relationship : an instrumental variables solution
Rakowski, David; Yamani, Ehab - In: Journal of empirical finance 64 (2021), pp. 247-271
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013259493
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Using linear regression to establish empirical relationships
Verbeek, Marno - In: IZA World of Labor (2017)
Linear regression is a powerful tool for investigating the relationships between multiple variables by relating one variable to a set of variables. It can identify the effect of one variable while adjusting for other observable differences. For example, it can analyze how wages relate to gender,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011662655
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Using linear regression to establish empirical relationships : linear regression is a powerful tool for estimating the relationship between one variable and a set of other variables
Verbeek, Marno - 2017
Linear regression is a powerful tool for investigating the relationships between multiple variables by relating one variable to a set of variables. It can identify the effect of one variable while adjusting for other observable differences. For example, it can analyze how wages relate to gender,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011600080
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The econometrics of oil market VAR models
Kilian, Lutz; Zhou, Xiaoqing - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012213247
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Assessing the risk of an investment project using an improved TOPSIS method
Song, Yan; Li, Xinyun; Li, Yi; Hong, Xianpei - In: Applied economics letters 27 (2020) 16, pp. 1334-1339
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012267131
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Does risk disclosure in prospectus matter in ChiNext IPOs' initial underpricing?
Hussein, Monica; Zhou, Zhong-guo; Deng, Qi - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 957-979
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012233105
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Convergent validity of alternative dependent variable specifications for individual travel cost models
Neher, Chris; Patterson, David A.; Duffield, John W.; … - In: Environmental economics and policy studies 21 (2019) 2, pp. 307-324
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012004228
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Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da; Ignatieva, Ekaterina - In: Journal of banking & finance 99 (2019), pp. 45-62
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Composite Qualitative Forecasting of Futures Prices: Using One Commodity to Help Forecast Another
Li, Anzhi; Dorfman, Jeffrey H. - Agricultural and Applied Economics Association - AAEA - 2014
Managers of businesses that involve agricultural commodities need price forecasts in order to manage the risk in either the sale or purchase of agricultural commodities. Sometimes the most important forecasting component is simply whether the price will move up or down. Such binary forecasts are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011068588
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Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It
Bacchini, Fabio; Brandimarte, Cristina; Crivelli, Piero; … - In: Rivista di statistica ufficiale 15 (2013) 1, pp. 17-45
This paper provides a description of Istat’s new Macroeconometric Model MeMo-It. This is the tool used by Istat to produce bi-annual medium-term forecasts of the Italian economy since May 2012. The key model’s features are illustrated and compared with other modeling approaches used in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010700973
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A critical appraisal of studies analyzing co-movement of international stock markets
Kiviet, J. F.; Chen, Zhenxi - In: Annals of economics and finance 19 (2018) 1, pp. 151-196
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The Phantom Menace of Omitted Variables. A Comment
Vance, Colin; Ritter, Nolan - In: Conflict Management and Peace Science 29 (2012) 2, pp. 233-238
This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke’s assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be well...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011386286
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Beyond Race Cards in America’s Pastime: An Appreciative Reply to Findlay and Santos
Robert Muñoz, Jr. - In: Econ Journal Watch 9 (2012) 2, pp. 141-148
In this reply, I salute the correction, replication, and extensions carried out by David Findlay and John Santos (2012) based on my jointly authored paper Hewitt, Muñoz, Oliver, and Regoli (2005). I expound briefly on why, even though we and they have found no statistically significant...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011133023
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Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"
Findlay, David W.; Santos, John M. - In: Econ Journal Watch 9 (2012) 2, pp. 1-1
This is a supplement to “Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli” in which we investigate the effects of career performance, card quality and availability, and player race and ethnicity on baseball card prices....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011133026
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Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli
Findlay, David W.; Santos, John M. - In: Econ Journal Watch 9 (2012) 2, pp. 122-140
Using a sample of all-time great baseball players, we investigate the effects of career performance, card quality and availability, and player race and ethnicity on baseball card prices. We estimate various specifications of the card price equations used by Hewitt, Muñoz, Oliver, and Regoli...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011133032
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Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital
Aivazian, Sergei; Afanasiev, Mikhail; Rudenko, Victoria - In: Applied Econometrics 27 (2012) 3, pp. 36-69
As a contribution to further development of the stochastic frontier methodology the specification method for a 3-factor stochastic model of the production potential of a company is given. Along with labor input and physical capital input we consider intellectual capital as a basic production...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010992078
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Modelling Changes in the Unconditional Variance of Long Stock Return Series
Amado, Cristina; Terasvirta, Timo - Núcleo de Investigação em Políticas Económicas … - 2012
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long return series. For the purpose, we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009650247
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Modelling Changes in the Unconditional Variance of Long Stock Return Series
Amado, Cristina; Teräsvirta, Timo - School of Economics and Management, University of Aarhus - 2012
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long return series. For the purpose, we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009652370
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The phantom menace of omitted variables : a comment
Vance, Colin; Ritter, Nolan - 2012
This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke's assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be well...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011401080
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Impact of Model Specification Decisions on Unit Root Tests
In: International Econometric Review (IER) 3 (2011) 2, pp. 22-33
Performance of unit root tests depends on several specification decisions prior to their application, e.g., whether or not to include a deterministic trend. Since there is no standard procedure for making such decisions; therefore, the practitioners routinely make several arbitrary specification...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012610938
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The Phantom Menace of Omitted Variables – A Comment
Ritter, Nolan; Vance, Colin - 2011
This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke's assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010287429
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Impact of Model Specification Decisions on Unit Root Tests
Atiq-ur-Rehman - In: International Econometric Review (IER) 3 (2011) 2, pp. 22-33
Performance of unit root tests depends on several specification decisions prior to their application, e.g., whether or not to include a deterministic trend. Since there is no standard procedure for making such decisions; therefore, the practitioners routinely make several arbitrary specification...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009320841
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Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices
Gerkman, Linda; Ahlgren, Niklas - Hanken Svenska Handelshögskolan - 2011
In this article we introduce and evaluate testing procedures for specifying the number k of nearest neighbours in the weights matrix of spatial econometric models. The spatial J-test is used for specification search. Two testing procedures are suggested: an increasing neighbours testing...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009151166
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Overreaction in ChiNext IPOs' initial returns : how much and what caused it?
Deng, Qi; Zhou, Zhong-guo - In: Emerging markets review 29 (2016), pp. 82-103
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011671013
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Why the linear utility function is a risky choice in discrete-choice experiments
Sennhauser, Michèle - 2010
This article assesses how the form of the utility function in discrete-choice experiments (DCEs) affects estimates of willingness-to-pay (WTP). The utility function is usually assumed to be linear in its attributes. Non-linearities, in the guise of interactions and higher-order terms, are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010315549
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Bernoulli Regression Models: Revisiting the specification of statistical models with binary dependent variables
Bergtold, Jason S.; Spanos, Aris; Onukwugha, Eberechukwu - In: Journal of Choice Modelling 3 (2010) 2, pp. 1-28
The problem of statistical model specification was initially raised by R.A. Fisher who understood it as an informed selection whose adequacy is testable a posteriori. This, however, raised the problem of how to blend substantive subject matter with statistical information in empirical modeling,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010289602
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On the Economic Value of Return Predictability
Han, Yufeng - In: Annals of Economics and Finance 11 (2010) 1, pp. 1-33
Recent studies provide strong statistical evidence challenging the existence of out-of-sample return predictability. The economic significance of return predictability is also controversial. In this paper, we find significant economic gains for dynamic trading strategies based on return...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010819330
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Living Standard and Economic Growth: A Fresh Look at the Relationship Through The Nonparametric Approach
Chakraborty, Indrani - eSocialSciences - 2010
The relative role of economic growth vis-a-vis public action in raising living standards in developing countries has been a point of contention for quite some time now. The arguments on both sides are usually based on some estimated relationship between indicators of living standard and other...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008690939
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