Showing 1 - 7 of 7
This paper introduces and describes an alternative clustering approach based on the discrete wavelet transform (DWT) which satisfies requirements that other clustering methods, like discriminative-based clustering and model-based clustering approaches, do not satisfy. The clustering method has...
Persistent link: https://www.econbiz.de/10005645254
In this paper, we use the wavelet technique to improve the over-rejection problem of the traditional Dickey-Fuller test for unit root when the data suffers from GARCH (1,1) effect. The logic is based on that the wavelet spectrum decomposition can separate out information of different frequencies...
Persistent link: https://www.econbiz.de/10005645262
This paper presents a SUR estimation of earnings differentials between three generations of male immigrants and male natives in Sweden. The results show that male first-generation immigrants were at an earnings advantage compared to male natives. Among male second-generation immigrants the...
Persistent link: https://www.econbiz.de/10005645263
In this paper, we propose a Nonlinear Dickey-Fuller F test for unit root against first order Logistic Smooth Transition Autoregressive LSTAR (1) model with time as the transition variable. The Nonlinear Dickey-Fuller F test statistic is established under the null hypothesis of random walk...
Persistent link: https://www.econbiz.de/10005645265
Part-time work is one of the most well-known <p> « atypical » working time arrangements in Europe, shaping working time regimes across countries and mapping work-life balance patterns. Comparative studies on part-time work across European countries have pointed to large differences in the...</p>
Persistent link: https://www.econbiz.de/10005645266
This paper estimates the demand for tourism to Sweden and Norway for five countries: Denmark, the United Kingdom, Switzerland, Japan, and the United States. For each visiting country, and for Sweden and Norway, we specify separate equations by including relative information. We then estimate...
Persistent link: https://www.econbiz.de/10005051643
A number of procedures have been developed for finding biased estimators of regression parameters. One of these procedures is the ridge regression. In this paper, a new approach to obtain the ridge parameter (K) is suggested and then evaluated by Monte Carlo simulations. A large number of...
Persistent link: https://www.econbiz.de/10005190616