Showing 1 - 10 of 48
Persistent link: https://www.econbiz.de/10012814609
The article aims to investigate the possibility of the convergence and catching up of life expectancy values observed in West African countries with those noted in North African countries. Following the theory of time series convergence, documented in Bernard and Durlauf (1996) and Greasley and...
Persistent link: https://www.econbiz.de/10012487068
Persistent link: https://www.econbiz.de/10015048304
Persistent link: https://www.econbiz.de/10012814585
Persistent link: https://www.econbiz.de/10014322538
The infant mortality rates in 45 Asian countries (1960-2018), obtained from the Federal Reserve Bank of St. Louis database, are investigated using the I(d) framework, which allows for simultaneous estimation of the degree of persistence and nonlinearities in infant mortality rates as well as...
Persistent link: https://www.econbiz.de/10013214852
Persistent link: https://www.econbiz.de/10010239995
Persistent link: https://www.econbiz.de/10011298580
Persistent link: https://www.econbiz.de/10011568248
In this paper, we examine the Nigerian stock market sector returns and estimate the bull and bear betas using the Logistic Smooth Threshold Market (LSTM) model. The LSTM model specification follows from the linear Constant Risk Market (CRM) model. We estimate the LSTM model for the overall...
Persistent link: https://www.econbiz.de/10011473527