Showing 1 - 10 of 44
Football fans worldwide anticipate the 2018 FIFAWorld Cup that will take place in Russia from 14 June to 15 July 2018. 32 of the best teams from 5 confederations compete to determine the new World Champion. Using a consensus model based on quoted odds from 26 bookmakers and betting exchanges a...
Persistent link: https://www.econbiz.de/10011930746
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation - given a history period for which a regression relationship is known to be stable,...
Persistent link: https://www.econbiz.de/10005841595
Autoren-Abstract: This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized fluctuation test framework as well as from the F test (Chow...
Persistent link: https://www.econbiz.de/10005841628
After 36 years the FIFA World Cup returns to South America with the 2014 event being hosted in Brazil (after 1978 in Argentina). And as in all previous South American FIFA World Cups, a South American team is expected to take the victory: Using a bookmaker consensus rating - obtained by...
Persistent link: https://www.econbiz.de/10010397162
Four years after the last European football championship (EURO) in Austria and Switzerland, the two finalists of the EURO 2008 - Spain and Germany - are again the clear favorites for the EURO 2012 in Poland and the Ukraine. Using a bookmaker consensus rating - obtained by aggregating winning...
Persistent link: https://www.econbiz.de/10010312243
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...
Persistent link: https://www.econbiz.de/10010316441
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized uctuation test framework as well as from the F test (Chow test) framework....
Persistent link: https://www.econbiz.de/10010316469
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010316542
From 10 June to 10 July 2016 the best European football teams will meet in France to determine the European Champion in the UEFA European Championship 2016 tournament (Euro 2016 for short). For the first time 24 teams compete, expanding the format from 16 teams as in the previous five Euro...
Persistent link: https://www.econbiz.de/10011531592
Persistent link: https://www.econbiz.de/10003990908