Search Results - subject:"Data Sampling"

Multivariate analysis of energy commodities during the COVID-19 pandemic: Evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks 9 (2021) 8, pp. 1-20

deaths related to COVID-19 in the United States. The mixed-frequency approach takes advantage of the MIxing-Data Sampling …

Persistent link: https://www.econbiz.de/10013200808

Nowcasting in Tunisia using large datasets and mixed frequency models

Ben Romdhane, Hager - 2021

are larger than errors from mixed data sampling approaches including autoregressive terms due mainly to the failure of the …

Persistent link: https://www.econbiz.de/10012606380

Dynamic relationship between stock and bond returns: a GAS MIDAS copula approach

Nguyen, Hoang; Javed, Farrukh - 2021

generalized autoregressive score mixed frequency data sampling (GAS MIDAS) copula models to analyze the dynamic dependence between …

Persistent link: https://www.econbiz.de/10012668024

Errors classification method for electric motor torque measurement

Kulyk, Mykola; Kvasnikov, Volodymyr; Kvashuk, Dmytro; … - In: Technology audit and production reserves 4 (2021) 1/60, pp. 42-48

Persistent link: https://www.econbiz.de/10013166494

Does high crude oil dependence influence Chinese military expenditure decision-making?

Wang, Kai-Hua; Su, Chi-Wei - In: Energy strategy reviews 35 (2021), pp. 1-10

This paper employs the mixed frequency vector autoregression (MF-VAR) to discuss the causal link between crude oil dependence and military expenditure in China. The empirical results demonstrate that the crude oil dependence Granger causes military expenditure and accounts for 66.8% of the...

Persistent link: https://www.econbiz.de/10012703320