Search Results - subject:"multivariate analysis."

Multivariate Analysis of the Factors that Influence Strategic Management Practices among Commercial Banks in Nigeria

Uwa, Kingsley Lazaru - 2021

practices in commercial banks in Nigeria.Citation: Kingsley Lazaru Uwa (2021) Multivariate Analysis of the Factors that …, productivity and competitive advantage of organizations’. Therefore, this study explores the use of one of the multivariate … analysis (Principal Component Analysis) to determine factors that influence the strategic management practices of commercial …

Persistent link: https://www.econbiz.de/10013232846

Dynamic Multivariate Learning with Generalized Information

Kumar, Praveen; Yae, James - 2021

Agents are generally uncertain about multiple, and possibly time-varying, structural parameters that drive consumption and financial payoffs but learn through noisy correlated signals, such as aggregate or macroeconomic news. We find that dynamic learning of multivariate time-varying parameters...

Persistent link: https://www.econbiz.de/10013215746

On the Application of Multivariate Test of Hypothesis to Compare Advanced Mathematical Abilities

Umar, Suleiman; Usman, Aliyu; Umar, Shehu Salisu - 2021

The multivariate test of means, using the Hotelling’s T2 distribution, has vast applications in many real-life situations; education inclusive. Prominent amongst them is the test of means between two groups; say treatment and control groups in tests scores given an intervention. The objective...

Persistent link: https://www.econbiz.de/10013216051

Multivariate decompositions and seasonal gender employment

Tian, Jing; Jacobs, Jan; Osborn, Denise R. - 2021

Multivariate analysis can help to focus on economic phenomena, including trend and cyclical movements. To allow for …

Persistent link: https://www.econbiz.de/10013216272

An Enhanced Multivariable Dynamic Time-Delay Discrete Grey Forecasting Model for Predicting China's Carbon Emissions

Ye, Li; Yang, Deling; Dang, Yaoguo; Wang, Junjie - 2021

The importance for the accurate forecast of carbon emissions affected by many factors is gradually emerging. Carbon emissions usually lag behind the related factors, which cannot be dynamically reflected in the existing grey forecasting models. Therefore, investigating the dynamic lag...

Persistent link: https://www.econbiz.de/10013212823

Optimal Multivariate Financial Decision Making

Bernard, Carole; De Gennaro Aquino, Luca; Vanduffel, Steven - 2021

Agents who pursue optimal portfolio choice by optimizing a univariate objective (e.g., an expected utility) obtain optimal payoffs that are increasing with each other (comonotonic). This situation may lead to an undesirable level of systemic risk for society. A regulator may therefore aim to...

Persistent link: https://www.econbiz.de/10013314204

A Multivariate GARCH in Mean Approach to Testing Uncovered Interest Parity : Evidence From Asia-Pacific Foreign Exchange Markets

Tai, Chu-sheng - 2021

The existence of time-varying risk premia in deviations from uncovered interest parity (UIP) is investigated based on a conditional capital asset pricing model (CAPM) using data from four Asia-Pacific foreign exchange markets. A parsimonious multivariate generalized autoregressive conditional...

Persistent link: https://www.econbiz.de/10013244930

Monitoring multidimensional inequalities in the European Union

Europäische Kommission / Gemeinsame Forschungsstelle - 2021

Persistent link: https://www.econbiz.de/10012583962

The application of graphic methods and the DEA in predicting the risk of bankruptcy

Štefko, Róbert; Horváthová, Jarmila; Mokrišová, … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-19

The paper deals with the issue of analyzing the financial failure of businesses. The aim was to select key performance indicators entering the DEA model. The research was carried out on a sample of 343 Slovak heat management companies. When addressing the research problem, we made use of...

Persistent link: https://www.econbiz.de/10012587360

Unobserved technological heterogeneity among German electricity distribution network operators - a latent class analysis

Just, Lisa - 2021

Accounting for network operators' heterogeneity is of crucial importance for regulators. In contrast to observed heterogeneity, the consideration of unobserved differences is far more challenging. Most estimation models try to account for unobserved factors that impact the network operators'...

Persistent link: https://www.econbiz.de/10012628860