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Statistical Methods for Nonlinear Dynamic Models with Measurement Error Using the Ricker Model

Resendes, David Joseph - 2011

variances are utilized. To these ends, SIMEX and modified estimating equations (MEE) rather than likelihood methods are … depends on the true value of the parameter. Furthermore, the performances of SIMEX and MEE are associated with the true value … those from SIMEX. It was also found that the MEE estimators contain singularities which attribute to its low precision and …

Persistent link: https://www.econbiz.de/10009468234

Robustness in Latent Variable Models

Huang, Xianzheng - 2006

under these specific contexts. Then we borrow the idea of simulation-extrapolation (SIMEX), or remeasurement method …

Persistent link: https://www.econbiz.de/10009431306

Efficient SVM training with reduced weighted samples

Phung, Son Lam; Nguyen, Giang Hoang; Bouzerdoum, Abdesselam - 2010

vectors. The proposed SVM training is implemented and tested on two problems: (i) gender classification of facial images using … standard SVM training, the proposed approach leads to much faster SVM training, produces a more compact classifier while …

Persistent link: https://www.econbiz.de/10009457387

Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables

Carrera, Jorge Eduardo; Feliz, Mariano; Panigo, Demian - 2003

The low power of available econometric tests is an important problem in applied research on unit roots and related issues. Based on the principle of methodological triangulation, the problem should be analyzed from different points of view in order to increase the validity of the results....

Persistent link: https://www.econbiz.de/10009445690

Impact of Economic Reforms on Poverty Indian Experience

Vadlamannati, Krishna Chaitanya - 2008

The purpose of this study is to investigate the impact of economic reforms on poverty levels in India during the period 1975 - 2006. We construct a comprehensive measure of economic reforms index made up of seven subcomponents and percentage of population living below poverty line is used as...

Persistent link: https://www.econbiz.de/10009477389

Unit Root Tests and Structural Breaks: A Survey with Applications

Glynn, J.; Perera, N.; Verma, R. - 2007

The theme of unit roots in macroeconomic time series have received a great amount of attention in terms of theoretical and applied research over the last three decades. Since the seminal work by Nelson and Plosser (1982), testing for the presence of a unit root in the time series data has become...

Persistent link: https://www.econbiz.de/10009457331

Has the stock market integration between the Asian and OECD countries improved after the Asian crisis?

Mallik, Girijasankar - University of Western Sydney; College of Business; … - 2006

In recent years the world economy has become closely integrated due to increasing trade and financial capital flows across countries. In this study we investigate the cointegrating relationships between the stock price indices of 7 emerging Asian economies (Malaysia, South Korea, Singapore,...

Persistent link: https://www.econbiz.de/10009481918

The Impact of Measurement Error on Estimates of the Price Reaction to USDA Crop Reports

Aulerich, Nicole M.; Irwin, Scott H.; Nelson, Carl H. - 2007

This paper investigates the impact of USDA crop production reports in corn andsoybean futures markets. The analysis is based on all corn and soybean production reportsreleased over 1970-2006. The empirical analysis compares the typical OLS eventstudy approach to the new Identification by...

Persistent link: https://www.econbiz.de/10009443341

Does Duality Theory Hold in Practice? A Monte Carlo Analysis for U.S. Agriculture

Rosas, Francisco; Lence, Sergio H. - 2011

The Neoclassical theory of production establishes a dual relationship between the profit value function of a competitive firm and its underlying production technology. This relationship, usually referred to as the duality theory, has been widely used in empirical work to estimate production...

Persistent link: https://www.econbiz.de/10009444351

The effect of service evaluations on behavioral intentions and quality of life

Dagger, Tracey S.; Sweeney, Jillian C. - 2006

Understanding the contribution of marketing to economic and social outcomes is fundamental to broadening the focus of marketing. The authors develop a comprehensive model that integrates the impact of service quality and service satisfaction on both economic and societal outcomes. The model is...

Persistent link: https://www.econbiz.de/10009448068