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Forecasting M&A deals with MIDAS count model

Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...

Persistent link: https://www.econbiz.de/10014471602

Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries

Săvoiu, Gheorghe; Siminică, Marian - In: Amfiteatru Economic Journal 18 (2016) 43, pp. 503-520

The paper identifies some major disparities and quantifies some discrepancies and gaps, as well as specific trends of concentration-diversification in today's group of the 11 former socialist economies of Central and Eastern Europe (CEEC). After a brief introduction describing the approach based...

Persistent link: https://www.econbiz.de/10011725043

González Abril, Luis; Velasco Morente, Francisco; … - In: Revista de Métodos Cuantitativos para la Economía y … 10 (2010), pp. 5-18

In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results. Furthermore, a graphical representation of the variance is...

Persistent link: https://www.econbiz.de/10010282682

The dynamics of hourly electricity prices

Härdle, Wolfgang Karl; Trück, Stefan - 2010

The dynamics of hourly electricity prices in day-ahead markets is an important element of competitive power markets that were only established in the last decade. In electricity markets, the market microstructure does not allow for continuous trading, since operators require advance notice in...

Persistent link: https://www.econbiz.de/10010270725

GEL-based inference with unconditional moment inequality restrictions

Grant, Nicky L.; Smith, Richard J. - 2018

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identified parameters in models specified by unconditional moment inequality constraints. The central result is, as in moment equality condition models, a large...

Persistent link: https://www.econbiz.de/10011941462

Recovering the most entropic copulas from preliminary knowledge of dependence

Chu, Ba; Satchell, Stephen - In: Econometrics 4 (2016) 2, pp. 1-21

This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and its canonical form, namely the most entropic canonical copula (MECC). The MECC can effectively be obtained by...

Persistent link: https://www.econbiz.de/10011755325

Statistics e-learning platforms evaluation: Case study

Ahmad, Taleb; Härdle, Wolfgang Karl - 2008

students views? In this paper, we consider evaluate e-learning systems in statistics. We make an evaluation study, we analyze a … students sample of the methods: Factor analysis, Logit model. The common aim of this evaluation is to provide data to justify … questionnaire covers information about e-learning evaluation criterias. Some of these criterias are: Navigability, applicability …

Persistent link: https://www.econbiz.de/10010274150

Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach

Willasen, Y. - 1998

In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical...

Persistent link: https://www.econbiz.de/10010330295

On the Reception of Haavelmo's Econometric Thought

Hoover, Kevin D. - 2012

Trygve Haavelmo's The Probability Approach in Econometrics (1944) has been widely regarded as the foundation document … of modern econometrics. Nevertheless, its significance has been interpreted in widely different ways. Some modern … techniques and a close reading of econometrics articles and textbooks to trace the way in which the economics profession received …

Persistent link: https://www.econbiz.de/10011592193

Representation in econometrics: A historical perspective

Gilbert, Christopher L.; Qin, Duo - 2007

Measurement forms the substance of econometrics. This chapter outlines the history of econometrics from a measurement … perspective - how have measurement errors been dealt with and how, from a methodological standpoint, did econometrics evolve so as …

Persistent link: https://www.econbiz.de/10010289028