Search Results - subject:"Liu"

The role of clouds in improving the regression model for hourly values of diffuse solar radiation

Furlan, Claudia; Oliveira, Amauri Pereira de; Soares, Jacyra - In: Applied Energy 92 (2012) C, pp. 240-254

The study introduces a new regression model developed to estimate the hourly values of diffuse solar radiation at the surface. The model is based on the clearness index and diffuse fraction relationship, and includes the effects of cloud (cloudiness and cloud type), traditional meteorological...

Persistent link: https://www.econbiz.de/10010576319

Identifying local influential observations in Liu estimator

Jahufer, Aboobacker; Chen, Jianbao - In: Metrika 75 (2012) 3, pp. 425-438

Persistent link: https://www.econbiz.de/10010846105

IMPACT OF LIQUIDITY AND SIZE PREMIUM ON EQUITY PRICE FORMATION IN SERBIA

Minović, Jelena; Živković, Boško - In: Economic Annals 57 (2012) 195, pp. 43-78

, 1964), Fama-French (FF) model (1992, 1993), Liquidity-augmented CAPM (LCAPM) by Liu (2006), and combination LCAPM with FF … in Serbia. We found that Liu’s two-factor LCAPM model performs better in explaining stock returns than the standard CAPM … and the Fama-French three-factor model. Additionally, Liu’s LCAPM may indeed be a good tool for realistic assessment of …

Persistent link: https://www.econbiz.de/10011039106

On Liu estimators for the logit regression model

Månsson, Kristofer; Kibria, B.M. Golam; Shukur, Ghazi - In: Economic Modelling 29 (2012) 4, pp. 1483-1488

Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the … proposed Liu estimator than those of the ML in the presence of multicollinearity. Finally the benefit of the Lie estimator is …

Persistent link: https://www.econbiz.de/10011048945

The crisis of global capitalism : Pope Benedict XVI's social encyclical and the future of political economy

Pabst, Adrian (contributor) - 2012

Persistent link: https://www.econbiz.de/10009672007

On Liu estimators for the logit regression model

Månsson, Kristofer; Golam Kibria, B. M.; Shukur, Ghazi - In: Economic modelling 29 (2012) 4, pp. 1483-1488

Persistent link: https://www.econbiz.de/10009667315

Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2004

multicollinearity. In this paper we aim at comparing the Restricted Liu estimates of regression coefficients with those obtained by … the Restricted Liu estimators. The MEL estimators perform well even when perfect multicollinearity is there. A few of them …

Persistent link: https://www.econbiz.de/10005836568

Multiple-test procedures and smile plots

Newson, Roger; Team, The ALSPAC Study - In: Stata Journal 3 (2003) 2, pp. 109-132

multproc carries out multiple-test procedures, taking as input a list of p-values and an uncorrected critical p-value, and calculating a corrected overall critical pvalue for rejection of null hypotheses. These procedures define a conÞdence region for a set-valued parameter, namely the set of...

Persistent link: https://www.econbiz.de/10005583306

Ta-Chung Liu's Exploratory Econometrics

Chao, Hsiang-Ke; Huang, Chao-Hsi - In: History of Political Economy 43 (2011) 5, pp. 140-165

This essay studies the contribution of Ta-Chung Liu to econometrics by focusing on the models and methods of Liu … the recursive methodology represented by Herman Wold. We also discuss Liu's theoretical and empirical concerns for …

Persistent link: https://www.econbiz.de/10010569491

Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error

Yang, Hu; Xu, Jianwen - In: Metrika 73 (2011) 3, pp. 275-292

Persistent link: https://www.econbiz.de/10008925322