Search Results - subject:"Regression Models"

Comparing simple and complex regression models in forecasting housing price: case study from Kenya

Okuta, Fredrick Otieno; Kivaa, Titus; Kieti, Raphael; … - In: International Journal of Housing Markets and Analysis 17 (2023) 1, pp. 144-169

housing prices (HPs) in Kenya using simple and complex regression models to assess the best model for projecting the HPs in … stage by the developers and project managers. The study thoroughly compared the various regression models to ascertain the … simple and complex regression models of projecting HPs. A total of five models were compared in the study: the simple …

Persistent link: https://www.econbiz.de/10015345558

Exploring the predictive power of ANN and traditional regression models in real estate pricing: evidence from Prishtina

Hoxha, Visar - In: Journal of Property Investment & Finance 42 (2023) 2, pp. 134-150

Purpose The purpose of the study is to examine the efficiency of linear, nonlinear and artificial neural networks (ANNs), in predicting property prices. Design/methodology/approach The present study uses a dataset of 1,468 real estate transactions from 2020 to 2022, obtained from the Department...

Persistent link: https://www.econbiz.de/10015352268

Efecto de las barreras de innovación en la capacidad de absorción de las empresas innovadoras

Carpio Freire, Carlos Raúl; Afcha Chávez, Sergio Moisés - In: Revista de Métodos Cuantitativos para la Economía y … 30 (2020), pp. 3-22

performed using simple and multiple linear regression models. Finally, the impact of innovation on companies was obtained …

Persistent link: https://www.econbiz.de/10014494432

The MARS algorithm in the spatial framework: Non-linearities and spatial effects in hedonic models

López, Fernando A.; Kholodilin, Konstantin A. - 2020

selection of non-linear terms in regression models. Non-linearities and spatial effects are natural characteristics in numerous … incorporate the correct spatial spillover terms in spatial regression models simultaneously including at same time non …

Persistent link: https://www.econbiz.de/10012152714

Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets

Ben Cheikh, Nidhaleddine; Ben Naceur, Sami; Kanaan, Oussama - 2020

This paper investigates the presence of asymmetric relationship between oil price movements and Gulf Cooperation Council (GCC) stock markets. We propose the implementation of nonlinear vector smooth transition regression (VSTR) models which offer a greater flexibility when modelling the possible...

Persistent link: https://www.econbiz.de/10012322652

EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: An application to insurance ratemaking

Tzougas, George - In: Risks 8 (2020) 3, pp. 1-23

This article presents the Poisson-Inverse Gamma regression model with varying dispersion for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that we develop an Expectation-Maximization (EM) type algorithm for maximum likelihood (ML) estimation of the...

Persistent link: https://www.econbiz.de/10013200630

Modeling the incidence and death rates of COVID-19 pandemic in different regions of the world

de Oliveira, Ricardo Puziol; Achcar, Jorge Alberto; … - In: Epidemiologic Methods 9 (2020) s1

Abstract This paper reports a broad study using epidemic-related counting data of COVID-19 disease caused by the novel coronavirus (SARS-CoV-2). The considered dataset refers to 119 countries’ daily counts of reported cases and deaths in a fixed period. For the data analysis, it has been...

Persistent link: https://www.econbiz.de/10014590667

Investigating the asymmetric impact of oil prices on GCC stock markets

Ben Cheikh, Nidhaleddine; Ben Naceur, Samy; Kanaan, … - 2020

Persistent link: https://www.econbiz.de/10012314956

Threshold regression model for Taylor rule : the case of Turkey

Deniz, Pinar; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Review of Economic Analysis : REA 12 (2020) 2, pp. 167-202

This paper employs the structural threshold approach of Kourtellos et al. (2016) to examine various specifications of the Taylor rule model. Contrary to the previous work on the Taylor rule, this methodology allows for endogeneity of the threshold variable in addition to the right-hand-side...

Persistent link: https://www.econbiz.de/10012269181

The MARS algorithm in the spatial framework : non-linearities and spatial effects in hedonic models

López, Fernando A.; Kholodilin, Konstantin - 2020

Persistent link: https://www.econbiz.de/10012146937