Search Results - subject:"Multivariate model"

A systems model to measure labour market dynamics

Chopra, Parvesh K. - In: Economia internazionale 75 (2022) 4, pp. 465-518

Persistent link: https://www.econbiz.de/10013483643

Asymmetric exchange rate pass-through and sectoral stock price indices : evidence from Turkey

Benli, Muhammed; Durmuskaya, Sedat; Bayramoglu, Gokberk - In: International journal of business & management : IJoBM 7 (2019) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10012197134

Avaliação do impacto econômico setorial da banda larga

de Carvalho, Alexandre Ywata; de Mendonça, Mário … - 2018

Although there is agreement that the effect of broadband expansion on the economy, from an general overview, is positive; not an unanimous voice arguments that this impact be positive on all sectors. By applying a multivariate two way panel data model and estimated by bayesian methodology, this...

Persistent link: https://www.econbiz.de/10011818940

Avaliação do impacto econômico setorial da banda larga

Carvalho, Alexandre Ywata de; Mendonça, Mário Jorge; … - 2018

Persistent link: https://www.econbiz.de/10011805795

In Fisher's net : exact F-tests in semi-parametric models with exchangeable errors

Jouneau-Sion, Frédéric; Torrès, Olivier - HAL - 2014

We consider testing about the slope parameter β when Y - X β is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher's procedure have non trivial exact rejection bound under the null...

Persistent link: https://www.econbiz.de/10010899337

In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors

Jouneau-Sion, Frédéric; Torrès, Olivier - Groupe d'Analyse et de Théorie Économique Lyon … - 2014

We consider testing about the slope parameter ß when Y - X ß is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher’s procedure have non trivial exact rejection bound under the null...

Persistent link: https://www.econbiz.de/10011031527

Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity

Malugin, Vladimir; Vasilkov, Mikhail - In: Applied Econometrics 22 (2011) 2, pp. 78-92

The problems of the analysis of stochastic systems described by nonlinear statistical models with heterogeneous functional forms are considered in the space of «essential dependent» features. It is supposed that functional heterogeneity is conditioned by the existing of the different classes...

Persistent link: https://www.econbiz.de/10009140903

Predictable return distributions

Pedersen, Thomas Q. - School of Economics and Management, University of Aarhus - 2010

regression model is used to examine stock and bond return distributions individually, while a multivariate model is used to …

Persistent link: https://www.econbiz.de/10008462025

Beyond the business cycle: Factors driving aggregate mortality rates

Hanewald, Katja - 2008

other indicators such as weather conditions exert lagged effects. By combining variables in a multivariate model the share …

Persistent link: https://www.econbiz.de/10010265667

Beyond the business cycle - factors driving aggregate mortality rates

Hanewald, Katja - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

other indicators such as weather conditions exert lagged effects. By combining variables in a multivariate model the share … conditions exert lagged effects. By combining variables in a multivariate model the share of explained data volatility can be … substantially increased. Keywords: Aggregate mortality, business cycle, socio-economic factors, multivariate model. JEL …

Persistent link: https://www.econbiz.de/10005784850