Search Results - subject:"Regression Models"

Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models

Cheikh, Nidhaleddine Ben; Naceur, Sami Ben; Kanaan, Oussama - 2018

Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...

Persistent link: https://www.econbiz.de/10011872129

Analyzing the impacts of socio-economic factors on French departmental elections with CODA methods

Nguyen, T. H. A.; Laurent, T.; Thomas-Agnan, Christine; … - 2018

Persistent link: https://www.econbiz.de/10013493137

Measuring the services of durables and owner occupied housing

Diewert, Walter E.; Shimizu, Chihiro - 2018

Persistent link: https://www.econbiz.de/10011951360

Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regression

Xia, Michelle - In: Risks : open access journal 6 (2018) 3, pp. 1-16

In this paper, we study the problem of misrepresentation under heavy-tailed regression models with the presence of both …

Persistent link: https://www.econbiz.de/10011890807

Oil prices and GCC stock markets : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine; Ben Naceur, Samy; Kanaan, … - 2018

Persistent link: https://www.econbiz.de/10011859438

Forecasting turbulence in the Asian and European stock market using regime-switching models

Engel, Janina; Wahl, Markus; Zagst, Rudi - In: Quantitative finance and economics 2 (2018) 2, pp. 388-406

Persistent link: https://www.econbiz.de/10012156674

Subordinated affine structure models for commodity future prices

Kateregga, M.; Mataramvura, S.; Taylor, D. - In: Cogent economics & finance 6 (2018) 1, pp. 1-26

source driver, can be expressed in terms of the subordinator which can then be reduced to the latent regression models …

Persistent link: https://www.econbiz.de/10012023123

Investment in the modernization and reconstruction of industrial equipment : an evaluation of multiplier effects in Russia

Goridko, Nina; Krasina, Elena - In: Technology and business strategy : digital uncertainty …, (pp. 179-194). 2021

Persistent link: https://www.econbiz.de/10012888292

Interpreting spatial regression models with multiplicative interaction explanatory variables

Sheng, Yuxue; Lesage, James P. - In: Journal of geographical systems : geographical … 23 (2021) 3, pp. 333-360

Persistent link: https://www.econbiz.de/10012621502

The spatial effect of estuaries pollution on the housing rental market : evidence from South America

Zambrano-Monserrate, Manuel A.; Ruano, Maria Alejandra - In: Environment and development economics 26 (2021) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10012404110