Showing 1 - 10 of 117
Persistent link: https://www.econbiz.de/10009449118
The Durbin Watson, DW, test for first order autocorrelation in regression residuals is among the most widely applied … errors in a seasonal model. Considering the PAR(1) process, we show such errors display both (seasonal) autocorrelation and …
Persistent link: https://www.econbiz.de/10009455186
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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
We fit the Florida Model with an AR(1) error structure to pooled cross-country International Comparison Project (ICP) data of Seale, Walker, and Kim and estimate the model with the minimum information (MI) estimator. Point estimates obtained by MI are similar in value to those obtained by Seale,...
Persistent link: https://www.econbiz.de/10009446284
Spatial dependence in individual-tree diameter, and growth model residuals was characterised for an even-aged Eucalyptus pilularis (Smith) experiment in New South Wales,. Australia. The magnitude of spatial dependence changed as the dominance of competitive mechanisms and micro-site influences...
Persistent link: https://www.econbiz.de/10009448357
generalized residual-based tests. The tests exhibit impressive power to detect both autocorrelation and autoregressive conditional …?British pound exchange rate, with the finding that both autocorrelation and GARCH effects are needed to adequately fit the data. …
Persistent link: https://www.econbiz.de/10009483284
drilling rigs, and accounting for the impact of autocorrelation on the analysis. The results for jack-ups, without adjustment … for autocorrelation, supported the results of the prior study i.e. showing that increase in HHI causes rig day rate price …
Persistent link: https://www.econbiz.de/10009429317
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
werden und die multiple Möglichkeiten besitzen, andere VCG im Netzwerk zu erreichen. Basierend auf den Analysen leitet der …) hold in their syndication network and determines the effect that network positions have on generating deal flow quantity … and quality. Network closure (Coleman 1988) emphasizes that cohesive network structures facilitate cooperative behavior of …
Persistent link: https://www.econbiz.de/10009467400