Showing 1 - 6 of 6
While body fat is the most accurate measure of obesity, its measurement requires special equipment that can be costly and time consuming to operate. Attention has thus typically focused on the easier to calculate body mass index (BMI). However, the ability of BMI to accurately identify obesity...
Persistent link: https://www.econbiz.de/10005492102
This note reconsiders the 'classical' approach to trend estimation and presents a modern treatment of this technique that enables trend filters which incorporate end-effects to be constructed easily and efficiently. The approach is illustrated by estimating recent Northern Hemispheric...
Persistent link: https://www.econbiz.de/10005458294
Techniques for testing the null hypothesis of difference stationarity against stationarity around some deterministic function have received much attention. In particular, unit root tests where the alternative is stationarity around a smooth transition in a linear trend have recently been...
Persistent link: https://www.econbiz.de/10005639754
The business cycle behaviour of macroeconomic variables has long been of interest to economists, and attention has recently focused on two aspects of this behaviour - the 'stylized facts' of cyclical asymmetry and duration dependence. Cyclical asymmetry is where the economy behaves differently...
Persistent link: https://www.econbiz.de/10005278930
A range of instrumental and proxy temperature records are examined semi-parametrically, using empirical densities and quantile autoregressions containing a unit root, to assess the extent of non-stationarity and the presence of global warming trends. Only the instrumental records covering the...
Persistent link: https://www.econbiz.de/10010549786
Sentiment affects the evolving economic valuation of companies through the stock market. It is unclear how 'news' affects the sentiment towards major public investments like the Olympics. In this paper we consider, from the context of the pre-event stage of the 30th Olympiad, the relationship...
Persistent link: https://www.econbiz.de/10010761386