Search Results - subject:"Linear Regression"

Functional-coefficient cointegration models in the presence of deterministic trends

Hirukawa, Masayuki; Sakudo, Mari - In: Econometric reviews 37 (2018) 1/5, pp. 507-533

Persistent link: https://www.econbiz.de/10012039377

Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods

Mirestean, Alin; Tsangarides, Charalambos G.; Chen, Huigang - International Monetary Fund (IMF) - 2009

Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information...

Persistent link: https://www.econbiz.de/10004999975

Identifying the independent sources of consumption variation

Barigozzi, Matteo; Moneta, Alessio - 2012

By representing a system of budget shares as an approximate factor model we determine its rank, i.e. the number of common functional forms, or factors and we estimate a base of the factor space by means of approximate principal components. We assume that the extracted factors span the same space...

Persistent link: https://www.econbiz.de/10009625164

Predicting agricultural and livestock products purchases using the Internet search index and data mining techniques

Rho, Hoyoung; Choi, Keunho; Yoo, Donghee - In: Data Technologies and Applications 55 (2021) 5, pp. 788-809

purchases between these prediction models using artificial neural network, linear regression and a decision tree. Design …/methodology/approach Artificial neural network, linear regression and decision tree algorithms were used in this study to compare the accuracy of the …, a decision tree shows the highest accuracy of prediction, followed by linear regression and an artificial neural network …

Persistent link: https://www.econbiz.de/10014712623

Ratio-based design hour determination for airport passenger terminal facilities

Waltert, Manuel; Wicki, Jan; Jimenez Perez, Edgar; … - In: Journal of air transport management 96 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013041120

Impact of access to credit on the sustainability of small and medium sized enterprises in Cameroon

Meh, Bin Joachem; Diangha, Sylvanus Ngoata; Ofeh, Moses Abit - In: Inventi impact: SMEs (2021) 4, pp. 240-253

Persistent link: https://www.econbiz.de/10012879062

The range of uncertainty on the property market pricing : the case of the city of Shanghai

Zhou, Jian; Shen, Yixuan; Pantelous, Athanasios A.; … - In: Finance research letters 40 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012819613

Max-linear regression models with regularization

Cui, Qiurong; Xu, Yuqing; Zhang, Zhengjun; Chan, Vincent - In: Journal of econometrics 222 (2021) 1,3, pp. 579-600

Persistent link: https://www.econbiz.de/10012619747

Dynamic programming for optimal stopping via pseudo-regression

Bayer, Christian; Redmann, Martin; Schoenmakers, John - In: Quantitative finance 21 (2021) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10012424631

Modeling the cost of energy in public sector buildings by linear regression and deep learning

Zekić-Sušac, Marijana; Knežević, Marinela; … - In: Central European journal of operations research 29 (2021) 1, pp. 307-322

Persistent link: https://www.econbiz.de/10012427553