Search Results - subject:"Linear Regression"

Foreign Exchange and Forex Markets Transactions: Implementation on Turkey’s Economy

Erdoğdu, Aylin; Karamehmet, Aydın - 2018

Regression Analysis' to measure the impact of these factors. The research includes applications of multiple linear regression … affecting dependent variables within the independent variables is U.S dollar. According to the Multiple Linear Regression Model … affect the Foreign and Forex markets are dealt with. Two applications were also made using the method of 'Multiple Linear …

Persistent link: https://www.econbiz.de/10011866693

Should We Use Linearized Models to Calculate Fiscal Multipliers?

Lindé, Jesper - 2018

We calculate the magnitude of the government consumption multiplier in linearized and nonlinear solutions of a New Keynesian model at the zero lower bound. Importantly, the model is amended with real rigidities to simultaneously account for the macroeconomic evidence of a low Phillips curve...

Persistent link: https://www.econbiz.de/10012928700

Relation of R&D expense to turnover and number of listed companies in all industrial fields

Park, Jun-Hwan; Lee, Bangrae; Moon, Yeong-Ho; Kim, GyuSeok - In: Journal of open innovation : technology, market, and … 4 (2018) 9, pp. 1-15

analyzed by using their descriptive statistics and CAGR values. Finally, the analyses of correlation and linear regression were …

Persistent link: https://www.econbiz.de/10011879658

Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 441-482

A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left …

Persistent link: https://www.econbiz.de/10011884511

Modeling and forecasting US presidential election using learning algorithms

Zolghadr, Mohammad; Niaki, Seyed Armin Akhavan; Niaki, … - In: Journal of industrial engineering international 14 (2018) 3, pp. 491-500

to linear regression based on each method’s calculated performance measures. The SVR model is identified as the most …

Persistent link: https://www.econbiz.de/10011887885

Valuation of large variable annuity portfolios using linear models with interactions

Gan, Guojun - In: Risks : open access journal 6 (2018) 3, pp. 1-19

investigated in the literature are sophisticated predictive models. In this paper, we investigate the use of linear regression … linear regression models with interactions are able to produce accurate predictions and can be useful additions to the …

Persistent link: https://www.econbiz.de/10011890680

An econometric analysis of the determinants of passenger vehicle sales in Germany

Zeng, Yu; Schmitz, Hendrik; Madlener, Reinhard - 2018

Persistent link: https://www.econbiz.de/10011895547

Transitivity of price indices

Willenborg, Leon - 2018

Persistent link: https://www.econbiz.de/10011848606

Simultaneous meanvariance regression

Spady, Richard Henry; Stouli, Sami - 2018

We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, our method accounts for varying dispersion in the regression outcome across the support of conditioning variables by...

Persistent link: https://www.econbiz.de/10011815426

Policy discontinuity and duration outcomes

Berg, Gerard J. van den; Bozio, Antoine; Dias, Mónica Costa - 2018

Causal effects of a policy change on the hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change when there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...

Persistent link: https://www.econbiz.de/10011817634