Search Results - subject:"Regression Models"

Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad: Aplicación a rendimientos de letras del tesoro

Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de Métodos Cuantitativos para la Economía y … 24 (2017), pp. 169-189

It is known that, when in the linear regression model there is a high degree of multicollinearity, the results obtained by using the Ordinary Least Squares (OLS) method are unstable. As a solution to this situation, in this paper we present the raised method, the ridge method and the orthogonal...

Persistent link: https://www.econbiz.de/10011995000

Financial conditions and monetary policy in Uruguay: An MS-VAR approach

Bucacos Iguini, Elizabeth - 2017

This study analyzes the effects of "financial stress" on the Uruguayan macroeconomy in the 1998Q3-2016Q2 period with the underlying idea that financial shocks propagate differently during "normal times" than during times of "stress." This behavior is captured in a multivariate framework through...

Persistent link: https://www.econbiz.de/10011786417

Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood

Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; … - 2017

Non-homogeneous regression models are widely used to statistically post-process numerical ensemble weather prediction … models. Such regression models are capable of forecasting full probability distributions and correct for ensemble errors in …

Persistent link: https://www.econbiz.de/10011930735

Financial conditions and monetary policy in Uruguay : an MS-VAR approach

Bucacos Iguini, Elizabeth - 2017

Persistent link: https://www.econbiz.de/10011661144

The economics of bounced checks in Lebanon

Azar, Samih Antoine; Elfakhani, Said; Abdallah, Khaled - In: International journal of economics and financial issues … 7 (2017) 1, pp. 106-114

Persistent link: https://www.econbiz.de/10011784433

Estimation methods for non-homogeneous regression models : minimum continuous ranked probability score vs. maximum likelihood

Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg. J.; … - 2017

Persistent link: https://www.econbiz.de/10011762435

Smooth transition regression models in finance

Leppin, Julian Sebastian - 2017

This thesis covers the further development of smooth transition regression models and their applications in finance …. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications …. Usually, smooth transition regression models are used with univariate transition functions, that is, a single transition …

Persistent link: https://www.econbiz.de/10011623746

Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad : aplicación a rendimientos de letras del tesoro

Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 169-189

Persistent link: https://www.econbiz.de/10011845497

Impact of socioeconomic factors on nutritional diet in Vietnam from 2004 to 2014 : new insights using compositional data analysis

Huong Thi Trinh; Morais, Joanna - 2017

Persistent link: https://www.econbiz.de/10012266331

Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model

Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - International Monetary Fund (IMF) - 2011

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information Bayesian Model Averaging (LIBMA) methodology and then test it using simulated data. Simulation...

Persistent link: https://www.econbiz.de/10009327870