Search Results - person:"Ahmed, Syed E."

Semiparametric time-series model using local polynomial: An application on the effects of financial risk factors on crop yield

Ahmed, Syed E.; Aydin, Dursun; Yilmaz, Ersin - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-12

This paper proposes a semiparametric local polynomial estimator for modelling agricultural time-series. We consider the modelling of the crop yield variable according to determined financial risk factors in Turkey. The derivation of a semiparametric local polynomial estimator is provided with...

Persistent link: https://www.econbiz.de/10013201444

Semiparametric time-series model using local polynomial : an application on the effects of financial risk factors on crop yield

Ahmed, Syed E.; Aydin, Dursun; Yilmaz, Ersin - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10013165283

Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries

Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of Risk and Financial Management 13 (2020) 6, pp. 1-19

In this paper, we suggest improved estimation strategies based on preliminarily test and shrinkage principles in a seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the vector regression coefficient of each equation into two...

Persistent link: https://www.econbiz.de/10012611360

Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries

Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of risk and financial management : JRFM 13 (2020) 6/131, pp. 1-19

Persistent link: https://www.econbiz.de/10012309109