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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, Shawkat; McAleer, Michael; Yuan, Yuan, Y.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2009
precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system …
Persistent link: https://www.econbiz.de/10010732605
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Fixed and random effects models for count data
Greene, William H. - 2007
Persistent link: https://www.econbiz.de/10009507653
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Functional form and heterogeneity in models for count data
Greene, William H. - 2007
Persistent link: https://www.econbiz.de/10003583753
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Fixed and Random Effects Models for Count Data
Greene, William H. - 2009
The most familiar fixed effects (FE) and random effects (RE) panel data treatments for count data were proposed by Hausman, Hall and Griliches (HHG) (1984). The Poisson FE model is particularly simple and is one of a small few known models in which the incidental parameters problem is, in fact,...
Persistent link: https://www.econbiz.de/10012766122
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Fixed and Random Effects Models for Count Data
Greene, William H. - 2008
The most familiar fixed effects (FE) and random effects (RE) panel data treatments for count data were proposed by Hausman, Hall and Griliches (HHG) (1984). The Poisson FE model is particularly simple and is one of a small few known models in which the incidental parameters problem is, in fact,...
Persistent link: https://www.econbiz.de/10014026073
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The Vector Floor and Ceiling Model
Koop, Gary; Potter, Simon - Department of Economics, Leicester University - 2000
Floor and Ceiling model. Bayesian and classical methods for estimation and testing are developed and compared in the context … of an application involving U.S. macroeconomic data. In terms of statistical significance both classical and Bayesian …
Persistent link: https://www.econbiz.de/10005385072
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A New Model of Trend Inflation
Chan, Joshua; Koop, Gary; Potter, Simon - Economics Department, University of Strathclyde - 2012
This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this...
Persistent link: https://www.econbiz.de/10009653402
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A New Model Of Trend Inflation
Chan, Joshua; Koop, Gary; Potter, Simon - Scottish Institute for Research in Economics (SIRE) - 2012
This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this...
Persistent link: https://www.econbiz.de/10010552401
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
transition autoregressive models or time varying parameter models). Bayesian econometric methods for inference are developed for …
Persistent link: https://www.econbiz.de/10010570531
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Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - Department of Economics, Faculty of Economic and … - 2013
(such as random walk, recursive OLS-AR(1) models, recursive OLS with all predictive variables models) but also the Bayesian …
Persistent link: https://www.econbiz.de/10010711932