This paper presents a regression procedure for inhomogeneous data characterized by varying variance, skewness and kurtosis or by an unequal amount of data over the estimation domain. The concept is based first on the estimation of the densities of an observed variable for given values of...

Abstract German (English abstract is added below) Arbeitslosigkeit gilt als eines der schwerwiegendsten gesellschaftlichen Probleme unserer Zeit. Doch welche Gründe liegen, trotz der über die Jahre eingeleiteten Maßnahmen zur Bekämpfung der Arbeitslosigkeit, für die anhaltende...

This paper deals with estimating peaked densities over the interval [0,1] using two-sided power distribution (Kotz, van Dorp, 2004). Such data were encountered in experiments determining certainty equivalents of lotteries (Kontek, 2010). This paper summarizes the basic properties of the...

This paper provides a sectoral examination of the impact of trade policies and custom valuation procedures on estimating time varying import content of Japanese transplant automobiles. Using monthly data from 1985 to 1992, we introduce an error correction model (ECM) and a state space VAR model...

In this paper we classify competitive markets using a new form of normalized Herfindahl index and the degree of dominance of the leader. For this purpose we use the notion of copula, which connects two or more random variables with given marginals. The parameters of the two marginals (which are...

This study seeks to generate the forecasts for the small scale industrial sector of West Bengal for the ensuing decade till 2019-20. Forecasts have been generated for production, direct employment, capital formation and number of units in this sector. Auto Regressive Integrated Moving Average...

Standard stochastic frontier models estimate log-linear specifications of production technology, represented mostly by production, cost, profit, revenue, and distance frontiers. We develop a methodology for stochastic frontier models of count data allowing for technological and inefficiency...

It is generally accepted that the recent economic crisis of 2007-2010 has caused widespread economic recession in different countries. Since the ports and coastal regions are of great importance to economic infrastructure, this study examined the possible impact resulting from such a global...

This paper assesses the relationship with real exchange rate and growth using quarterly data of 1989:Q1-2005:Q2. Two groups of models are used in the study that is held. The first model, which was considered as the core model RER, PPI, and GDP, are involved whereas import and export are added on...

Low-frequency financial returns can be modelled as centered around piecewise-constant trend functions which change at certain points in time. We propose a new stochastic time series framework which captures this feature. The main ingredient of our model is a hierarchically-ordered oscillatory...