Search Results - subject:"Regression Models"

Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality

Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654

Persistent link: https://www.econbiz.de/10012483174

On endogeneity and shape invariance in extended partially linear single index models

Gao, Jiti; Kim, Namhyun; Saart, Patrick W. - In: Econometric reviews 39 (2020) 4, pp. 415-435

Persistent link: https://www.econbiz.de/10012181434

Nonlinear interest rate-setting behaviour of German commercial banks

Heinzelmann, Ludwig; Missong, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10012289402

Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange

Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289

Persistent link: https://www.econbiz.de/10012205614

Probabilistic frontier regression model for multinomial ordinal type output data

Badade, Meena; Ramanathan, T. V. - In: Journal of productivity analysis : an official journal … 53 (2020) 3, pp. 339-354

Persistent link: https://www.econbiz.de/10012228838

Smart factory performance and Industry 4.0

Büchi, Giacomo; Cugno, Monica; Castagnoli, Rebecca - In: Technological forecasting & social change : an … 150 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012228943

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

Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015

, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models … are captured best by neural net regression models, over the ten year sample of daily exchange rate returns data, from …

Persistent link: https://www.econbiz.de/10011403581

Testing for first order serial correlation in temporally aggregated regression models

Pereira, Pedro L. Valls - 2015

This paper shows that the LM statistic for testing first order serial correlation in regression models can be computed … regression models can be obta.ined as an extension of the previous case. …

Persistent link: https://www.econbiz.de/10012234027

Corporate Governance Ratings and Firm Value: Empirical Evidence from the Bucharest Stock Exchange

Gherghina, Stefan Cristian - In: International Journal of Economics and Financial Issues 5 (2015) 1, pp. 97-110

estimating multivariate linear regression models, there was noticed the lack of a statistically significant relationship between …

Persistent link: https://www.econbiz.de/10011167154