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In this paper, the authors use the concept of the population Receiver Operating Characteristic (ROC) curve to build analytic models of ROC curves. Information about the population properties can be used to gain greater accuracy of estimation relative to the non-parametric methods currently in...
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The purpose of this paper is to examine the properties of bubbles in the light of steady state results for threshold auto-regressive (TAR) models recently derived by Knight and Satchell (2011). We assert that this will have implications for econometrics. We study the conditions under which we...
Persistent link: https://www.econbiz.de/10010886261
We examine a popular practitioner methodology used in the construction of linear factor models whereby particular factors are increased/decreased in relative importance within the model. This allows model builders to customise models and, as such, reflect those factors that the client/modeller...
Persistent link: https://www.econbiz.de/10010886276
The purpose of this paper is to look for bubbles in the Art Market using a structure based on steady state results for TAR models and appropriate definitions of bubbles recently put forward by Knight, Satchell and Srivastava (2011). The usual method for investigating bubbles is to measure prices...
Persistent link: https://www.econbiz.de/10010886284
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Methanol decomposition over alkali-leached Ni3Sn powder at 513–793 K was investigated. Compared with untreated Ni3Sn, alkali-leached Ni3Sn had high catalytic activity and selectivity toward H2 and CO production above 633 K. A maximum H2 production rate of...
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