Search Results - subject:"Dynamic regression"

Integrity versus access? The effect of federal financial aid availability on postsecondary enrollment

Darolia, Rajeev - In: Journal of Public Economics 106 (2013) C, pp. 101-114

-level financial aid funding loss on enrollment and composition of student bodies. I implement a dynamic regression discontinuity …

Persistent link: https://www.econbiz.de/10010703155

Integrity versus access? : the effect of federal financial aid availability on postsecondary enrollment

Darolia, Rajeev - In: Journal of public economics 106 (2013), pp. 101-114

Persistent link: https://www.econbiz.de/10010257964

Forecasting day-ahead price of electricity : a dynamic regression approach

Bandyopadhayay, Amitava; Roy, Soumya; Ghosh, Dipojjwal - In: International journal of business excellence 6 (2013) 5, pp. 584-604

Persistent link: https://www.econbiz.de/10010231601

Backward-in-time selection of the order of dynamic regression prediction model

Vlachos, Ioannis; Kugiumtzis, Dimitris - In: Journal of forecasting 32 (2013) 8, pp. 685-701

Persistent link: https://www.econbiz.de/10010344464

Structural Spurious Regressions and A Hausman-type Cointegration Test

Choi, Chi-Young; Hu, Ling; Ogaki, Masao - University of Rochester - Center for Economic Research … - 2005

, GLS correction method, Dynamic regression, Test for cointegra- tion. JEL Classification Numbers: C10, C15 Corresponding … corrected dynamic regression and feasible GLS (FGLS) corrected dynamic regression estimators. These estimators will be shown to … as the method of the dynamic regression removes the endogeneity problem. This approach naturally motivates a Hausman …

Persistent link: https://www.econbiz.de/10005200812

The tourism forecasting competition

Athanasopoulos, George; Hyndman, Rob J.; Song, Haiyan; … - In: International Journal of Forecasting 27 (2011) 3, pp. 822-844

We evaluate the performances of various methods for forecasting tourism data. The data used include 366 monthly series, 427 quarterly series and 518 annual series, all supplied to us by either tourism bodies or academics who had used them in previous tourism forecasting studies. The forecasting...

Persistent link: https://www.econbiz.de/10011051398

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Triantafyllopoulos, K.; Montana, G. - In: Computational Management Science 8 (2011) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10008925143

Testing poolability in a system of dynamic regressions with nonspherical disturbances

Bun, Maurice J.G. - In: Empirical Economics 29 (2004) 1, pp. 89-106

This study analyzes the testing of cross-equation restrictions within a set of regression equations. Through Monte Carlo experiments we examine the actual size of various asymptotic procedures for testing the poolability hypothesis, i.e., equal slope vectors across individual equations....

Persistent link: https://www.econbiz.de/10005382400

Al-Iriani, Mahmoud A. - Department of Economics and Finance, Faculty of … - 2004

The oil crisis of the seventies has increased the concern about the continuity of oil imports flow to major oil-importing developed countries. Numerous policy measures including Electricity Demand Side Management (DSM) programs have been adopted in such countries. These measures aim at reducing...

Persistent link: https://www.econbiz.de/10005063132

MEASURING LEADS AND LAGS AMONG PRICES: TURKEY PRODUCTS

Bessler, David A; Schrader, Lee F - In: Agricultural Economics Research (1980) 3

The study applies the Haugh procedure for establishing Granger causal orderings among prices for whole turkeys and turkey parts Breast prices and a yield - weighted index of parts prices led tom prices by 1 day The reduction in uncertainty about tom prices in one period gained from knowledge of...

Persistent link: https://www.econbiz.de/10010882011