Search Results - subject:"Regression Models"

On CCE estimation of factor-augmented models when regressors are not linear in the factors

Vos, Ignace de; Westerlund, Joakim - In: Economics letters 178 (2019), pp. 5-7

Persistent link: https://www.econbiz.de/10012121568

Corporate social performance versus financial performance of the Romanian firms

Siminica, Marian; Ionascu, Costel; Sichigea, Mirela - In: Prague economic papers : a bimonthly journal of … 28 (2019) 1, pp. 49-69

Persistent link: https://www.econbiz.de/10011983605

Model averaging for prediction with fragmentary data

Fang, Fang; Lan, Wei; Tong, Jingjing; Shao, Jun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 517-527

Persistent link: https://www.econbiz.de/10012178193

Calculating the damage of a cartel subject to transition periods : the international uranium cartel in the 1970s

Lunde, Asger; Sandberg, Rickard; Söderberg, Magnus - In: Energy economics 84 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012182897

How to effectively stabilize China's commodity price fluctuations?

Lin, Boqiang; Xu, Bin - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183307

LES EFFETS NON LINEAIRES DES DÉPENSES PUBLIQUES SUR LA CROISSANCE ÉCONOMIQUE EN RD CONGO

LONZO LUBU, Gastonfils; AVOM, Desiré - Volkswirtschaftliche Fakultät, … - 2014

The objective of this study is to evaluate the effect of public spending on economic growth in DR Congo. This is to highlight the non-linear effects of public expenditure on economic growth in the DRC. In view of the results of the econometric regression, there are non-linearities in the...

Persistent link: https://www.econbiz.de/10011112999

Corporate social responsibility and corporate performance: empirical evidence from a panel of the Bucharest Stock Exchange listed companies

SIMIONESCU, Liliana Nicoleta; GHERGHINA, Ștefan Cristian - In: Management & Marketing 9 (2014) 4

employing panel data regression models without cross-section effects, we found a negative relationship between CSR and ROS, as … well as a positive association between CSR and EPS. Furthermore, by estimating fixed-effects panel data regression models …

Persistent link: https://www.econbiz.de/10011195711

Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry

Olmo, Jose; Pouliot, William - Department of Economics, University of Birmingham - 2014

in linear regression models (LRM). This flexibility is exploited to develop tests to detect changes in intercept or slope …

Persistent link: https://www.econbiz.de/10010818185

Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?

Coudert, Virginie; Guillaumin, Cyriac; Raymond, Hélene - Centre d'études prospectives et d'informations … - 2014

We define “safe haven currencies” as those able to yield positive excess returns during crises and show that they are likely to have negative risk premia on the long-run. We try to identify them empirically by considering a sample of 26 currencies from advanced and emerging countries over a...

Persistent link: https://www.econbiz.de/10010827774

Insider Ownership and the Value of the Bucharest Stock Exchange Listed Companies: Convergence-of-Interest or Entrenchment Effect?

Vintila, Georgeta; Gherghina, Stefan Cristian - In: International Journal of Economics and Financial Issues 4 (2014) 1, pp. 183-195

The aim of this paper is to provide empirical evidence regarding the effect of insider ownership on firm value which stems from the lack of such study for the case of Romania. By using a sample of companies listed on the Bucharest Stock Exchange, over the period 2007-2011, our results showed a...

Persistent link: https://www.econbiz.de/10010734376