An attempt has been made to summarize the past performance of “Indus Institute of Higher Education” (IIHE) relating to research work already done or being done in its different faculties. In fact this Institute is actively involved in research activities but never reflected them in any...

This paper presents a new method of calculating match importance (a common variable in sports attendance demand studies) using Monte Carlo simulation. Using betting odds and actual results of 12 seasons of English Premier League, it is shown that the presented method is based on realistic...

In the top Czech ice hockey competition “Extraliga”, 14 geographically close teams compete during a regular season in a pure round-robin tournament. However, the eventual champion is determined in the additional playoff stage; the regular season just decides which teams qualify for the...

This paper uses data about 3,640 matches played in the seasons 2000/01-2009/10 to explain individual match attendance of the top Czech ice hockey competition – the Extraliga. Some interesting results are that fans decide whether to attend based on the detailed information about the home team,...

This paper replicates Cheung and Lai (1995), who use response surface analysis to obtain approximate finite-sample critical values adjusted for lag order and sample size for the augmented Dickey-Fuller test. We obtain results that are quite close to their results. We provide the Ox source code....

In applied statistics and computational econometrics a key task for researchers is to bring the sizable but unstructured body of numeric evidence, for example from Monte Carlo simulation, in a form ready for introducing to scientific dialog. At their disposal they find established means of...

Endogeneity, and the distortions on the estimation of economic models that it causes, is a familiar problem in the econometrics literature. Although non-parametric methods like data envelopment analysis (DEA) are among the most used techniques for measuring technical efficiency, the effects of...

This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori. Hence our model is robust to model specification in contrast to the...

Ng and Perron (2001) designed a unit root test which incorporates the properties of DF-GLS and Phillips Perron test. Ng and Perron claim that the test performs exceptionally well especially in the presence of negative moving average. However, the performance of test depends heavily on the choice...

This brief note serves as a companion paper to Klein (2014). Small multiples incorporate graphical frameworks such as P value plots with ease, and thus facilitate visualizing quantitative data that record parameter change from simulation experiments. Pitfalls in layout may be avoided when...