Similar Search Results

Method and program for autocorrelation distribution on influence factors

Merce, Emillian; Drăghici, Manea; Berca, Mihai; Merce, … - In: Agrarian economy and rural development : realities and …, (pp. 10-15). 2018

The authors point out that autocorrelation is an accidental statistical phenomenon. The cause of the occurrence of … collinearity is the incomplete data base and that ideally, the elimination of the occurrence of autocorrelation is achieved by … proportional distribution of autocorrelation with the proportion of simple determinations, following the next six steps, the last …

Persistent link: https://www.econbiz.de/10012055048

Co-Occurrence : A New Perspective on Portfolio Diversification

Kinlaw, William B.; Kritzman, Mark; Turkington, David - 2023

Investors typically measure an asset’s potential to diversify a portfolio by its correlations with the portfolio’s other assets, but correlation is useful only if it provides a good estimate of how an asset’s returns co-occur cumulatively with the other asset returns over the investor’s...

Persistent link: https://www.econbiz.de/10014343662

'Moving Median' - a Method of Autocorrelation Solution

Giovanis, Eleftherios - 2007

In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the … solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new …

Persistent link: https://www.econbiz.de/10012732018

Autoregressive Conditional Skewness

Siddique, Akhtar R. - 2004

We present a framework for modeling and estimating dynamics of variance and skewness from time-series data using a maximum likelihood approach assuming that the errors from the mean have a non-central conditional t distribution. We parameterize conditional variance and conditional skewness in an...

Persistent link: https://www.econbiz.de/10012739229

Comparative study on the use of statistical methods for the distribution of autocorrelation to any influence factor

Merce, Cristian; Drăghici, Manea; Merce, Emilian; … - In: Agrarian economy and rural development : realities and …, (pp. 58-63). 2019

based on the principle of proportional distribution of autocorrelation with the coefficients of simple determination, and …

Persistent link: https://www.econbiz.de/10012212443

Identification and estimation of causal effects of multiple treatments under the conditional independence assumption

Lechner, Michael - 1999

The assumption that the assignment to treatments is ignorable conditional on attributes plays an important role in the applied statistic and econometric evaluation literature. Another term for it is conditional independence assumption. This paper discusses identification when there are more than...

Persistent link: https://www.econbiz.de/10001452880

Knowing what works : the case for rigorous program evaluation

Schmidt, Christoph M. - 1999

Since interventions by the public sector generally commit substantial societal resources, the evaluation of effects and costs of policy interventions is imperative. This paper outlines why program evaluation should follow well-respected scientific standards and why it should be performed by...

Persistent link: https://www.econbiz.de/10001440962

The effects of public sector sponsored training on individual employment performance in East Germany

Hujer, Reinhard; Wellner, Marc - 2000

This study analyses the effects of public sector sponsored vocational training on individual unemployment and employment duration in East Germany. The data is taken from the German Socio-Economic Panel (GSOEP). The empirical analysis is limited to training measures that took place between July...

Persistent link: https://www.econbiz.de/10001486507

Bootstrap methods and applications in econometrics : a brief survey

Bergström, P°al - 1999

Persistent link: https://www.econbiz.de/10001370272

Evaluating environmental programs : the perspective of modern evaluation research

Frondel, Manuel; Schmidt, Christoph M. - 2001

Large-scale environmental programs generally commit substantial societal resources, making the evaluation of their actual effects on the relevant outcomes imperative. As the example of the subsidization of energy-saving appliances illustrates, much of the applied environmental economics...

Persistent link: https://www.econbiz.de/10001654753