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From Economic Activity to Understanding Spaces

Iribarren, Diego - EconWPA - 2003

This paper constructs the probability space underlying the random variable of any time dependent econometric …. Furthermore, it is argued that the probability events belonging to this space are forms of understanding economic activity held by …’s probability space. Finally, a model of the dependencies based on agent-based understandings, and evolution thereof, is presented …

Persistent link: https://www.econbiz.de/10005407919

Grinkevych's Model of forecasting

Dmitry - EconWPA - 2005

PROBLEM SOLVING OF FORECASTING ON SHORT PERIODS IN THE CASE OF TRANSITIONAL STRUCTURE-CHANGING CHARACTER OF DEVELOPMENT … OF ECONOMICS IN THE PRESENCE OF CONSIDERABLE SEASONAL AND STOCHASTIC COMPONENTS IN TIME SERIES. MODEL OF NONLINEAR …

Persistent link: https://www.econbiz.de/10005407982

Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

Ishida, Isao; Kvedaras, Virmantas - In: Econometrics 3 (2015) 1, pp. 2-54

using these models in an out-of-sample forecasting exercise compared with the forecasts obtained based on the usual linear …

Persistent link: https://www.econbiz.de/10011123002

Assessing Forecast Performance in a VEC Model: An Empirical Examination

Zacharias, Bragoudakis - EconWPA - 2005

This paper is an exercise in applied macroeconomic forecasting. We examine the forecasting power of a vector error … expenditure as suggested by the economic theory. We compare the estimated forecasting values of the endogenous variables to the …, Forecasting, Simulation Analysis, Vector error- correction models JEL Classifications: C15, C32, C53, E0, E6 Working Paper Series …

Persistent link: https://www.econbiz.de/10005119198

‘‘MOVING MEDIAN’’ A NEW METHOD OF FORECASTING

Giovanis, Eleftherios - EconWPA - 2005

For hundred years the future was occupying the persons. The ancient Greeks, the Romans, the Egyptians, the Indians, the Chinese and other great ancient cultures, but also the modern, as the English, Germans and the Americans and with the help of the development of technology and computers they...

Persistent link: https://www.econbiz.de/10005119209

Academic Rankings with RePEc

Zimmermann, Christian - In: Econometrics 1 (2013) 3, pp. 249-280

Papers in Economics). This encompasses the determination of impact factors for journals and working paper series, as well as …

Persistent link: https://www.econbiz.de/10010723460

The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation

Amano, Robert A.; Wirjanto, Tony S. - EconWPA - 1994

We examine the ability of the simple linear-quadratic model under rational expectations to explain dynamic behaviour of aggregate Canadian imports. In contrast to authors of previous studies who examine dynamic behaviour using the LQ model, we estimate the structural parameters using the Euler...

Persistent link: https://www.econbiz.de/10005407876

Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models

Choi, Chi-Young; Mark, Nelson C.; Sul, Donggyu - EconWPA - 2004

Accurate estimation of the dominant root of a stationary but persistent time series are required to determine the speed at which economic time series, such as real exchange rates or interest rates, adjust towards their mean values. In practice, accuracy is hampered by downward small- sample...

Persistent link: https://www.econbiz.de/10005407881

Nonparametric estimation of concave production technologies by entropic methods

Allon, Gad; Beenstock, Michael; Hackman, Steven; Passy, Ury - EconWPA - 2005

An econometric methodology is developed for nonparametric estimation of concave production technologies. The methodology, bases on the priciple of maximum likelihood, uses entropic distance and concvex programming techniques to estimate production functions.

Persistent link: https://www.econbiz.de/10005407883

Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile

Jara, Dante - EconWPA - 2004

El presente trabajo plantea un modelo estadístico flexible que captura paramétricamente la compleja condicionalidad y desvíos de normalidad que caracteriza a la estructura intertemporal de tasas de interés en la economía chilena entre los años 1992 y 2003. El modelo general consiste en una...

Persistent link: https://www.econbiz.de/10005407885