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Russia's agriculture: eight years in transition - convergence or divergence of regional efficiency
Uvarovsky, Vladimir; Voigt, Peter - 2000
In this paper, we consider how Russian Agriculture has developed since the constitution of the Russian Federation. The … efficiency (TE), technological change, and (both aggregated as overall index) on Total Factor Productivity (TFP). Given that the … agriculture is for many regions the fundamental source of income this fact is alarming, especially when the local agriculture …
Persistent link: https://www.econbiz.de/10010299457
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Technical efficiency and its determinants of rice production in Cambodia
Kea, Sokvibol; Li, Hua; Pich, Linvolak - In: Economies 4 (2016) 4, pp. 1-17
The present study aims to measure the technical efficiency and establish core factors affecting rice production in Cambodia. A four-year dataset generated from the central government document 'Profile on Economics and Social' of 25 entire provinces between 2012 and 2015 and the stochastic...
Persistent link: https://www.econbiz.de/10011708734
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Modeling House Prices using Multilevel Structured Additive Regression
Brunauer, Wolfgang; Lang, Stefan; Umlauf, Nikolaus - 2010
This paper analyzes house price data belonging to three hierarchical levels of spatial units. House selling prices with associated individual attributes (the elementary level-1) are grouped within municipalities (level-2), which form districts (level-3), which are themselves nested in counties...
Persistent link: https://www.econbiz.de/10010294764
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Multivariate Stochastic Volatility via Wishart Processes - A Continuation
Rinnergschwentner, Wolfgang; Tappeiner, Gottfried; … - 2011
This paper picks up on a model developed by Philipov and Glickman (2006) for modeling multivariate stochastic volatility via Wishart processes. MCMC simulation from the posterior distribution is employed to fit the model. However, erroneous mathematical transformations in the full conditionals...
Persistent link: https://www.econbiz.de/10010294794
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The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2015
This paper presents the R-package <B>MitISEM</B> (mixture of <I>t</I> by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel -- typically a posterior density kernel -- using an adaptive mixture...</i></b>
Persistent link: https://www.econbiz.de/10011288392
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GMM estimation of affine term structure models
Hlouskova, Jaroslava; Sögner, Leopold - 2015
This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial processes. Then the generalized method of...
Persistent link: https://www.econbiz.de/10011381915
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Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes
Ruseckaite, Aiste; Fok, Dennis; Goos, Peter - 2016
Many products and services can be described as mixtures of ingredients whose proportions sum to one. Specialized models have been developed for linking the mixture proportions to outcome variables, such as preference, quality and liking. In many scenarios, only the mixture proportions matter for...
Persistent link: https://www.econbiz.de/10011586690
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Empirical methods for the law
Engel, Christoph - 2017
To their credit, empirical legal scholars try to live up to the highest methodological standards from the social sciences. But these standards do not always match the legal research question. This paper focuses on normative legal argument based on empirical evidence. Whether there is a normative...
Persistent link: https://www.econbiz.de/10011688382
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Spatial stochastic frontier models: Accounting for unobserved local determinants of inefficiency
Schmidt, Alexandra Mello; Moreira, Ajax Reynaldo Bello; … - 2015
In this paper, we analyze the productivity of farms across n = 370 municipalities located in the Center-West region of …
Persistent link: https://www.econbiz.de/10012234185
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The macro-economy and non-performing loans in Ghana: A BVAR approach
Asafo, Shuffield, Seyram - In: International Journal of Business and Economic Sciences … 11 (2019) 3, pp. 65-72
Purpose: The purpose of the paper was to estimate the interdependence between selected macroeconomic variables and non-performing loans in Ghana using a Bayesian Vector autoregressive approach. Design/methodology/approach: This paper used annual series from 2008-2017 which was interpolated into...
Persistent link: https://www.econbiz.de/10012622947