classification problem and, thus, can be solved with machine learning methods. Using simulated seasonal and non-seasonal ARIMA …

unit circle, of I(2) components, of short-run cross-sectional correlation and of cross-unit cointegration on the …

proposed. Results of a simulation study are presented designed to compare two measures in various situations and evaluate the …

?multipliers?, is not applicable in standard regression or classification models. The goal of this paper is to develop a procedure … to obtain such measures of importance for classification methods and to apply them to models for the classification of …

confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By … asymptotically valid for serially independent observations. Yet, in the presence of serial correlation they are markedly oversized as … relevance to account for serial correlation in economic time series when testing for the value of directional forecasts. …

the performance of simulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS), it must be pointed out that the simulation of the utility function's error terms … logit model are shown on the basis of a simulation study. …