For typical sample sizes occurring in economic and financial applications, the squared bias of estimators for the memory parameter is small relative to the variance. Smoothing is therefore a suitable way to improve the performance in terms of the mean squared error. However, in an analysis of...

Purpose - While there exist many surveys on the use stochastic frontier analysis (SFA), many important issues and techniques in SFA were not well elaborated in the previous surveys, namely, regular models, copula modeling, nonparametric estimation by Grenander’s method of sieves, empirical...

The real estate market in China has been growing rapidly during the past decade, with different property price patterns across various regions. Among different types of properties, prices of retail properties have not been sufficiently analyzed. This study focuses on forecasting problems of...

Climate finance is growing popular in addressing challenges of climate change because it controls the funding and resources to emission entities and promotes green manufacturing. In this study, we determined that PM2.5, PM10, SO2, NO2, CO, and O3 are the target pollutant in the atmosphere and we...

Building on arguments by Joshua Angrist and Jörn-Steffen Pischke arguments for how the teaching of undergraduate econometrics could become more effective, I propose a redesign of graduate econometrics that would better serve most students and help make the field of economics more relevant. The...

The paper describes the marketing mix modeling results for companies in nonfood retailing. The main objectives of the research are to demonstrate the viable way of making effective recommendations for optimizing the media strategy by modeling offline and online traffic to the stores based on...

This study examines the antecedents/determinants of behavioral intentions toward the utilization of Islamic financial technology for Middle Eastern customers. The study applied structural equation modeling (PLS-SEM). After robust research efforts were invested in the identification of factors,...

This study involved conducting a survival analysis by fitting a Cox proportional hazards model to Korea Labor Panel data to analyze the impact of parental job loss on children's delayed admission to colleges and universities in South Korea, using 376 subjects whose parental education levels were...

Sephton (2020) demonstrated that nearly all national and relative CO2 emissions in a group of 33 nations were mean-reverting after making allowance for non-linear deterministics and first-order autocorrelation. This suggested that a permanent reduction in emissions could only be accomplished...