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Time to burn: Modeling wildland arson as an autoregressive crime function.
Prestemon, J.P.; Butry, D.T. - 2005
Six Poisson autoregressive models of order p [PAR(p)] of daily wildland arson ignition counts are estimated for five locations in Florida (1994-2001). In addition, a fixed effects time-series Poisson model of annual arson counts is estimated for all Florida counties (1995-2001). PAR(p) model...
Persistent link: https://www.econbiz.de/10009429523
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Adaptive weighting for flexible estimation in nonparametric regression models.
Nosedal-Sanchez, Alvaro - 2011
We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...
Persistent link: https://www.econbiz.de/10009429662
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Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk
Bianchi, Robert John - 2007
heteroscedasticity and autocorrelation in asset returns are the primary sources of test mis-specification in these linearity …-in-the-mean hypothesis tests. To address this problem, an innovative approach is proposed to control heteroscedasticity and autocorrelation … the theme of the previous two studies, the effects of heteroscedasticity and autocorrelation are examined in the portfolio …
Persistent link: https://www.econbiz.de/10009437793
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Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data
Hadri, Kaddour; Guermat, Cherif; Whittaker, Julie - 2003
inefficiencies are sensitive to specification errors. One source of such errors is heteroscedasticity. This paper addresses this … issue by extending the Hadri (1999) correction for heteroscedasticity to stochastic production frontiers and to panel data …. It is argued that heteroscedasticity within an estimation can have a significant effect on results, and that correcting …
Persistent link: https://www.econbiz.de/10009445692
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Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu
Osipavičiūtė, Aušra - 2009
Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos lygtį įtraukia apibendrintą ilgos atminties filtrą, paremtą...
Persistent link: https://www.econbiz.de/10009479239
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Modeling physiological and anthropometric variables known to vary with body size and other confounding variables
Nevill, Alan M.; Bate, Stuart; Holder, Roger L. - 2005
This review explores the most appropriate methods of identifying population differences in physiological and anthropometric variables known to differ with body size and other confounding variables. We shall provide an overview of such problems from a historical point of view. We shall then give...
Persistent link: https://www.econbiz.de/10009458973
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Efficiency and productivity analysis in ten Asian banking industries
Shen, Zhi - 2010
measure of determinants or heteroscedasticity. Both cases are considered in the empirical sections of this thesis. In the …
Persistent link: https://www.econbiz.de/10009461100
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Conditional variance function checking in heteroscedastic regression models.
Samarakoon, Nishantha Anura - 2011
applicationsexhibit heteroscedasticity. The practical importance of detecting heteroscedasticityin regression analysis is widely …
Persistent link: https://www.econbiz.de/10009464098
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Demographic and economic trends in medical schemes--a time series analysis [Demografiese en ekonomiese tendense vir mediese skemas--'n tydreeksanalise.]
Hartshorne J.E.; Carstens I.L. - 1991
A time series analysis was performed on medical scheme statistics with the aim of determining current and future demographic and economic trends. This would enable one to reach a better perspective on the current and future financial dilemma presently experienced by medical schemes. Data for the...
Persistent link: https://www.econbiz.de/10009480497
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The interdependence of financial markets - econometric modeling and estimation
Baur, Dirk - 2003
the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than … the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than …
Persistent link: https://www.econbiz.de/10009475336