Showing 1 - 10 of 11
We examine the estimation problem for shape-restricted functions that are continuous, non-negative, monotone non-decreasing, and strictly concave. A sieve estimator based on bivariate Bernstein polynomials is proposed. This estimator is drawn from a sieve, a set of shape-restricted Bernstein...
Persistent link: https://www.econbiz.de/10005558016
A lot of regional studies cover classification of territorial units due to considering research problem. This approach examines territorial diversification of a phenomena, as well as spatial interactions. The occurrence of spatial dependence can reveal the processes of creating or extanding...
Persistent link: https://www.econbiz.de/10012232249
In this paper we present a new approach to integration and cointegration. We show that a periodically correlated time series can be divided in a natural way into subseries that are integrated. Moreover, with high probability they are cointegrated. Therefore it is enough to show periodic...
Persistent link: https://www.econbiz.de/10009003631
A lot of regional studies cover classification of territorial units due to considering research problem. This approach examines territorial diversification of a phenomena, as well as spatial interactions. The occurrence of spatial dependence can reveal the processes of creating or extanding...
Persistent link: https://www.econbiz.de/10012000717
Persistent link: https://www.econbiz.de/10013295027
The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved heterogeneity across observation unit, as well as unobserved time-specific...
Persistent link: https://www.econbiz.de/10004980841
Celem opracowania jest analiza zasadnosci wykorzystania metody Valua at Risk w szacowaniu ryzyka zwiazanego z inwestycja w spolki branzy metalurgicznej. W artykule przedstawiono sposob konstruowania modelu, rozne metody jego estymacji oraz ich wady i zalety. W czesci badawczej artykulu...
Persistent link: https://www.econbiz.de/10009001797
The paper presents empirical results on the discounting of delayed payoffs which show that: (1) the best approximation of the discounting process is a hyperbolic function, (2) (both animals and humans) can reverse their preferences in time. The article presents theoretical conditions on the...
Persistent link: https://www.econbiz.de/10009003609
This paper presents an analysis of expenditure on food of households in Poland in the years 1999-2010. Since their level and dynamics can be used as a measure of well-being of society this process was used to examine internal social convergence of regions, in this case the voivodeships. The aim...
Persistent link: https://www.econbiz.de/10012232227
Methods of identification of external effects of functioning of industrial clusters. The aim of the paper is to present methods used to identify the external effects of the industrial clusters. One of them is to evaluate a regional growth regression with a cluster index as one of the explanatory...
Persistent link: https://www.econbiz.de/10009366908