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A Proposed Estimator for Dynamic Probit Models
Gao, Wei; Yao, Qiwei; Bergsman, Wicher - Volkswirtschaftliche Fakultät, … - 2013
In this paper, new estimating methods proposed for dynamic and static probit models with panel data. Simulation studies show that the proposed estimators work relatively well.
Persistent link: https://www.econbiz.de/10011108265
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The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
Proietti, Tommaso; Luati, Alessandra - Volkswirtschaftliche Fakultät, … - 2013
The exponential model for the spectrum of a time series and its fractional extensions are based on the Fourier series expansion of the logarithm of the spectral density. The coefficients of the expansion form the cepstrum of the time series. After deriving the cepstrum of important classes of...
Persistent link: https://www.econbiz.de/10011111128
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On construction of robust composite indices by linear aggregation
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2008
(with and without outliers/data corruption). Weights of different indicator variables are obtained by maximization of the …
Persistent link: https://www.econbiz.de/10005835441
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Robust Two-Stage Least Squares: some Monte Carlo experiments
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2008
(s) concerned is (are) over-identified or exactly identified. However, in presence of outliers in the data matrix, the classical 2 … weighted 2-SLS (W2-SLS), which is robust to the effects of outliers and perturbations in the data matrix. Monte Carlo … proposed method is not much destabilized by the magnitude of outliers, but it is sensitive to the number of outliers …
Persistent link: https://www.econbiz.de/10005837152
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Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP
Buono, Dario; Alpay, Kocak - Volkswirtschaftliche Fakultät, … - 2010
When attempting to deal with the recalculation process, it is hard to answer the question “Does the recalculated series include economic events and seasonal behaviours in the past?”. This paper discusses some alternative backward recalculation methods and presents the applications and their...
Persistent link: https://www.econbiz.de/10011260681
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Weighted trimmed likelihood estimator for GARCH models
Chalabi, Yohan; Y.; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2010
, problems are still encountered during parameter estimation in the presence of outliers. Here we show how this limitation can be …
Persistent link: https://www.econbiz.de/10008742980
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A state level analysis of the status of social sector in India
Nayak, Purusottam; Mishra, SK - Volkswirtschaftliche Fakultät, … - 2014
Social sector with the objective to satisfy the welfare needs of the people and to correct the imbalances in the economy claims a sizeable proportion of the public expenditure and has emerged as a significant sector. This paper in this regard is a state level analysis on the growth of public...
Persistent link: https://www.econbiz.de/10011108705
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What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?
Mishra, Sudhanshu K - Volkswirtschaftliche Fakultät, … - 2014
The Brownian correlation has been recently introduced by Székely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r)...
Persistent link: https://www.econbiz.de/10011111127
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Obesity and Diabetes, the Built Environment, and the ‘Local’ Food Economy
Matthew, Salois - Volkswirtschaftliche Fakultät, … - 2010
a robust regression estimator to account for non-normality of the data and to accommodate outliers. Overall, the built …
Persistent link: https://www.econbiz.de/10008794668
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A new method of robust linear regression analysis: some monte carlo experiments
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2008
This paper elaborates on the deleterious effects of outliers and corruption of dataset on estimation of linear … procedures are applied to detect outliers in and estimate regression coefficients from some widely used datasets such as … very mild outliers). Subsequently, some Monte Carlo experiments have been carried out to assess the properties of these …
Persistent link: https://www.econbiz.de/10005790232