Search Results - subject:"Binary variable"

The application of binary variables at a choice of the most advantageous entrepreneurial intentions

Vaněčková, Eva - 2012

The paper deals with the mathematical modelling of some requirements that must be fulfilled at a choice of entrepreneurial intentions. The author mathematically formulates some special constraints and various types of the objective function in linear optimization models of entrepreneurial...

Persistent link: https://www.econbiz.de/10011315960

Modelowanie cykli gospodarczych na podstawie ankietowych badań koniunktury : analiza na przykładzie USA

Jaworski, Krystian - In: Bank i kredyt 47 (2016) 1, pp. 33-60

Persistent link: https://www.econbiz.de/10011528166

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - Department of Economics and Finance, La Trobe Business … - 2010

To match the NBER business cycle features it is necessary to employ Generalised dynamic categorical (GDC) models that impose certain phase restrictions and permit multiple indexes. Theory suggests additional shape restrictions in the form of monotonicity and boundedness of certain transition...

Persistent link: https://www.econbiz.de/10010541670

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - Department of Economics and Finance, La Trobe Business … - 2010

Persistent link: https://www.econbiz.de/10008867252

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - National Centre for Econometric Research (NCER) - 2010

Persistent link: https://www.econbiz.de/10008694507

An Econometric Analysis of Some Models for Constructed Binary Time Series

Harding, Don; Pagan, Adrian - National Centre for Econometric Research (NCER) - 2009

the business cycle and the yield spread. 1 Key Words: Business cycle; binary variable, Markov process, Pro- bit model …), Startz(2008) and Harding and Pagan (2006). The binary variable we will work with can be thought of as representing the state … designate it as St: As 3 an example data on economic activity can be used to construct a binary variable St; taking the value …

Persistent link: https://www.econbiz.de/10005015196

The Econometric Analysis of Constructed Binary Time Series

Harding, Don; Pagan, Adrian - Department of Economics, Faculty of Business and Economics - 2006

Macroeconometric and Financial researchers often use secondary or constructed binary random variables that differ in terms of their statistical properties from the primary random variables used in microeconometric studies. One important di¤erence between primary and secondary binary variables...

Persistent link: https://www.econbiz.de/10005578908

The Econometric Analysis of Constructed Binary Time Series. Working paper #1

pagan, Adrian; Harding, Don - National Centre for Econometric Research (NCER) - 2006

Macroeconometric and financial researchers often use secondary or constructed binary random variables that differ in terms of their statistical properties from the primary random variables used in microeconometric studies. One important difference between primary and secondary binary variables...

Persistent link: https://www.econbiz.de/10005766329

Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables

Miranda, Alfonso; Rabe-Hesketh, Sophia - In: Stata Journal 6 (2006) 3, pp. 285-308

Studying behavior in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable- also known as a regime-switch variable- or in which the response variable is observed only if a particular selection condition is met. In either...

Persistent link: https://www.econbiz.de/10005748336

Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables

Miranda, Alfonso; Rabe-Hesketh, Sophia - Centre for Economic Research, School of Economics and … - 2005

Studying behaviour in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable (also known as a regime switch variable) or in which the response variable is observed only if a particular selection condition is met. In either...

Persistent link: https://www.econbiz.de/10005636075