Showing 1 - 10 of 27,403
Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on …
Persistent link: https://www.econbiz.de/10011511033
This paper is a substantially revised version of our earlier working paper, "Truth and Robustness in Cross-country Growth Regressions." The most important revisions concern the handling of missing observations in the cross-country data set. In the earlier paper, these had been handled through...
Persistent link: https://www.econbiz.de/10014124932
The work of Levine and Renelt (1992) and Sala-i-Martin (1997a, b) which attempted to test the robustness of various determinants of growth rates of per capita GDP among countries using two variants of Edward Leamer's extreme-bounds analysis is reexamined. In a realistic Monte Carlo experiment in...
Persistent link: https://www.econbiz.de/10014136816
very rare, exceptional cases there may be a bias in estimates of correlations and regression coefficients if fakes would …
Persistent link: https://www.econbiz.de/10011439529
regression.We obtain analogous formulas for seasonal random walks, extending some of the results of Maravall and Pierce (J Time …
Persistent link: https://www.econbiz.de/10011458757
fixed effect regression model was used for regression analysis after the conformation of (Hausman, 1970) specification test …
Persistent link: https://www.econbiz.de/10012197213
This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The contributions of this paper are two-fold. Firstly, we propose a model that unifies the dynamics of...
Persistent link: https://www.econbiz.de/10011857266
Repeated-imputation inference (RII) techniques for estimating nonlinear models with multiply imputed data are described. RII techniques are used to estimate a logit model using the 1995 Survey of Consumer Finances. RII techniques use all information available in multiply imputed data and...
Persistent link: https://www.econbiz.de/10014211488
Network-Centric Meaning-Driven Human-Centric AI-Cyber Computing Beyond Data-Driven to Event-Driven Architectures for Quantum Uncertainty, 1995-2023:Building upon the contextual focus of current global worldwide discussions on GPT, ChatGPT, GenAI, Generative AI, Large Language Model - LLMs, we...
Persistent link: https://www.econbiz.de/10014348003
suggests that the annual regression function is essentially flat, except possibly for the smallest two deciles. The results are …
Persistent link: https://www.econbiz.de/10014351610