Showing 1 - 10 of 26
This paper provides some background information on the technological trends in seven pollution-intensive industrial sectors (i.e. pulp and paper, organic chemical, inorganic chemical, iron and steel, petroleum refining, fertilizer, and textile industries) with a particular emphasis on the...
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The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal:...
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Background: The estimation of parameter values continues to be the bottleneck of thecomputational analysis of biological systems. It is therefore necessary to develop improvedmethods that are effective, fast, and scalable.Results: We show here that alternating regression (AR), applied to...
Persistent link: https://www.econbiz.de/10009475753
We consider the nonstationary fractional model Δ^{d}X_{t}=ε_{t} with ε_{t} i.i.d.(0,σ²) and d1/2. We derive an analytical expression for the main term of the asymptotic bias of the maximum likelihood estimator of d conditional on initial values, and we discuss the role of the initial values...
Persistent link: https://www.econbiz.de/10010290349
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be arbitrarily correlated with covariates. The model is of the exponential type. We derive moment conditions that enable us to eliminate the unobserved heterogeneity term and at the same...
Persistent link: https://www.econbiz.de/10010291322
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be arbitrarily correlated with covariates. The model is of the exponential type. We derive moment conditions that enable us to eliminate the unobserved heterogeneity term and at the same...
Persistent link: https://www.econbiz.de/10010291517
The objective of the paper is to investigate and compare the performance of some of the unit root tests in micro-panels which have been suggested in the literature. The framework is an autoregressive panel data model allowing for heterogeneity in the intercept but not in the autoregressive...
Persistent link: https://www.econbiz.de/10005232977
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