Search Results - subject:"Data Generation Process"

A comprehensive study of market prediction from efficient market hypothesis up to late intelligent market prediction approaches

Aminimehr, Amin; Raoofi, Ali; Aminimehr, Akbar; … - In: Computational economics 60 (2022) 2, pp. 781-815

Persistent link: https://www.econbiz.de/10013380831

Local Projections vs. VARs : Lessons From Thousands of DGPs

Li, Dake; Plagborg-Møller, Mikkel; Wolf, Christian - National Bureau of Economic Research - 2022

We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, designed to mimic the properties of the universe of U.S. macroeconomic data. Our analysis considers various...

Persistent link: https://www.econbiz.de/10013334425

Dealing with small samples and dimensionality issues in data envelopment analysis

Zervopoulos, Panagiotis - Volkswirtschaftliche Fakultät, … - 2012

Data Envelopment Analysis (DEA) is a widely applied nonparametric method for comparative evaluation of firms’ efficiency. A deficiency of DEA is that the efficiency scores assigned to each firm are sensitive to sampling variations, particularly when small samples are used. In addition, an...

Persistent link: https://www.econbiz.de/10011260496

Nonlinear Dynamics and European GNP Data

Gatti, Domenico Delli; Gallegati, Mauro; Mignacca, Domenico - In: Studies in Nonlinear Dynamics & Econometrics 3 (2007) 1, pp. 43-59

The aim of this paper is to assess whether the data-generation process of the GDP can be interpreted by means of a …

Persistent link: https://www.econbiz.de/10004966147

The econometrics of the Holy Grail : A critique (Revised version)

Keuzenkamp, H.A. - Tilburg University, Center for Economic Research - 1995

This paper discusses the methodological views of David Hendry. A critique is given on the reification of the so-called Data Generating Process. The merits of general to specific modelling are analyzed. Hendry's neo-Popperian philosophy is examined. It is argued that this philosophy is not able...

Persistent link: https://www.econbiz.de/10011091417

Identification and Use of Efficient Faces and Facets in DEA

Olesen, Ole; Petersen, N. - In: Journal of Productivity Analysis 20 (2003) 3, pp. 323-360

specification of constraints on the virtual multipliers in a cone-ratio model, (ii) a characterization of the data generation … process for the underlying observed data set, and (iii) the estimation of isoquants and relevant elasticities of substitution …

Persistent link: https://www.econbiz.de/10010866030

Nonlinear Dynamics and European GNP Data

Delli Gatti, Domenico; Gallegati, Mauro; Mignacca, Domenico - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 1

The aim of this paper is to assess whether the data-generation process of the GDP can be interpreted by means of a …

Persistent link: https://www.econbiz.de/10014620811

Nonlinear Dynamics and European GNP Data

Gatti, Domenico Delli; Gallegati, Mauro; Mignacca, Domenico - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 1, pp. 43-59

The aim of this paper is to assess whether the data-generation process of the GDP can be interpreted by means of a …

Persistent link: https://www.econbiz.de/10005046484