Similar Search Results

A model selection procedure for time series with seasonality

Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820497

Modeling seasonality in bimonthly time series

Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820501

Unit roots in univariate series versus no unit roots in multivariate series

Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820502

Selecting a dynamic model for the stock of cars

Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820506

A multivariate approach to modeling univariate seasonal time series

Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820507

On the role of seasonal intercepts in seasonal cointegration

Franses, Philip Hans; Kunst, Robert M. - 1995

In the paper we consider the role of seasonal intercepts in seasonal cointegration analysis. For the nonseasonal unit root, such intercepts can generate a stochastic trend with a drift common to all observations. For the seasonal unit roots, however, we show that unrestricted seasonal intercepts...

Persistent link: https://www.econbiz.de/10009693901

Consumption based capital asset pricing and the Austrian Stock Exchange

Böheim, René; Boss, Michael - 1996

Using data from the Vienna Stock Exchange we investigate three different types of consumption based capital asset pricing models: the well known two state model of Mehra and Prescott, the model of Rietz, which includes also a crash state, and an own four state model. The aim of this Vienna Stock...

Persistent link: https://www.econbiz.de/10009697460

Migrants' savings, purchasing power parity, and the optimal duration of migration

Stark, Oded; Helmenstein, Christian; Yegorov, Yuri - 1997

If some of the returns to migration accrue from return migration, the optimal duration of migration may be shorter than the feasible duration of migration. We develop a model that provides and highlights conditions under which return migration takes place even though a reversal of the...

Persistent link: https://www.econbiz.de/10009698205

Auctions : a survey

Böheim, René; Zulehner, Christine - 1996

The importance of auction theory has gained increased recognition in the scientific community, the latest recognition … being the award of the Nobel price to Vickrey and Mirrlees. Auction theory has been used in quite different fields, both … theoretical, empirical, and experimental results. -- auction theory ; information and uncertainty ; asymmetric and private …

Persistent link: https://www.econbiz.de/10009698213

On the evolution of altruism

Stark, Oded - 1997

We demonstrate how altruism can flourish in a population of nonaltruists. We assume that each individual plays a one-shot prisoner's dilemma game with his or her sibling and that the probability than an individual survives to reproduce is proportional to his or her payoff in this game. We model...

Persistent link: https://www.econbiz.de/10009699420