Search Results - subject:"multivariate regression"

Threshold cointegration and nonlinear adjustment to the law of one price

Lo, Ming Chien; Zivot, Eric - In: Macroeconomic dynamics 5 (2001) 4, pp. 533-576

Persistent link: https://www.econbiz.de/10001625168

The bootstrap and multiple imputations : harnessing increased computing power for improved statistical tests

Brownstone, David; Valletta, Robert G. - In: The journal of economic perspectives : EP ; a journal … 15 (2001) 4, pp. 129-141

Persistent link: https://www.econbiz.de/10001639342

In search of an empirically determined nonlinear multivariate theoretical model for forecasting foreign exchange currency rates

Kooros, Syrous K.; Asrabadi, Badiollah R. - In: Advances in competitiveness research : ACR 9 (2001) 1, pp. 100-127

Persistent link: https://www.econbiz.de/10001642288

A Note on Testing the Nested Structure in Multivariate Regression Models

Ahn, Sung K.; Lee, Eui Yong - 2001

the coefficient matrices in multivariate regression models. When the limiting distribution of the estimators of the …

Persistent link: https://www.econbiz.de/10014148895

Bank specific and macroeconomic determinants of bank profitability: Empirical evidence from the China banking sector

Sufian, Fadzlan; Habibullah, Muzafar - In: Frontiers of Economics in China 4 (2009) 2, pp. 274-291

Persistent link: https://www.econbiz.de/10004995490

A Sparse PLS for Variable Selection when Integrating Omics Data

Cao, Kim-Anh Lê; Rossouw, Debra; Robert-Granié, Christèle - In: Statistical Applications in Genetics and Molecular Biology 7 (2009) 1, pp. 35-35

Recent biotechnology advances allow for multiple types of omics data, such as transcriptomic, proteomic or metabolomic data sets to be integrated. The problem of feature selection has been addressed several times in the context of classification, but needs to be handled in a specific manner when...

Persistent link: https://www.econbiz.de/10005046587

Non-traditional activities and bank efficiency: empirical evidence from the Chinese banking sector during the post-reform period

Sufian, Fadzlan; Habibullah, Muzafar Shah - In: International Journal of Economic Policy in Emerging … 2 (2009) 2, pp. 107-132

This paper examines the impact of non-traditional activities on the China banking sector's technical and scale efficiency during the post-reform period 2000-2005. The paper follows the procedures set by Isik and Hassan (2003) by omitting the off-balance sheet items first, before adding it as an...

Persistent link: https://www.econbiz.de/10005048824

Robust estimation of multivariate regression model

Li, Jiantao; Zheng, Min - In: Statistical Papers 50 (2009) 1, pp. 81-100

Persistent link: https://www.econbiz.de/10005615795

Forecasting volumes for trade promotions in CPG industry using market drivers

Kanagasabapathi, Balasubramanian; Raj, K. Antony Arokia … - In: International Journal of Business Forecasting and … 1 (2009) 2, pp. 139-152

discounts etc. Five different multivariate regression models have been developed to forecast the total sales of a product …

Persistent link: https://www.econbiz.de/10009359987

Non-traditional activities and bank efficiency: empirical evidence from the Chinese banking sector during the post-reform period

Sufian, Fadzlan; Habibullah, Muzafar Shah - In: International Journal of Economic Policy in Emerging … 2 (2009) 2, pp. 107-132

Persistent link: https://www.econbiz.de/10008563440