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A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models

Grobys, Klaus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 55-67

This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models. VAR models have become one of the most applied models for the analysis of multivariate time series. Econometric standard software usually provides parameter estimators that...

Persistent link: https://www.econbiz.de/10010079546

Multi-interregional economic impact analysis based on multi-interregional input output model consisting of 7 regions of Vietnam, 2000

Trinh, Bui; Kobayashi, Kiyoshi; Quang, Thai Nguyen; … - In: Journal of finance and investment analysis 1 (2012) 2, pp. 83-117

I/O models have been widely used to assess the impacts of many changes in an economy. An I/O model is also an important tool to make forecasts and the results from an I/O model are very helpful in many policy-making processes. Many scientific findings in economics have to give credit to the I/O...

Persistent link: https://www.econbiz.de/10010079553

Structural breaks, parameter stability and energy demand modeling in Nigeria

Omisakin, Olusegun A.; Adeniyi, Oluwatosin A.; … - In: International journal of economic sciences and applied … 5 (2012) 2, pp. 129-144

This paper extends previous studies in modeling and estimating energy demand functions for both gasoline and kerosene petroleum products for Nigeria from 1977 to 2008. In contrast to earlier studies on Nigeria and other developing countries, this study specifically tests for the possibility of...

Persistent link: https://www.econbiz.de/10010039587

Internet addiction among Greek university students : demographic associations with the phenomenon, using the Greek version of young's Internet addiction rest

Frangos, Christos C.; Frangos, Constantinos C.; Kiohos, … - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 49-74

Internet addiction (IA) is a new disorder described in 1996 by the psychologist Kimberly Young. The aim of this paper is to estimate the percentage of IA among Greek university students. Results of a sample survey among 1876 Greek university students, 18-27 years old, are presented. The...

Persistent link: https://www.econbiz.de/10009958050

Testing taxpayers´ cognitive abilities : survey-based evidence

Massarrat-Mashhadi, Nima; Sielaff, Christian - In: International journal of economic sciences and applied … 5 (2012) 1, pp. 7-22

Our paper assesses the accuracy of individuals ́tax perceptions. Based on personal interviews, we aim to find out how tax complexity affects the capability of respondents to calculate income tax liability. Tax complexity is measured by interacting multiple tax rates, applied to one or more tax...

Persistent link: https://www.econbiz.de/10010009006

The Ukrainian Longitudinal Monitoring Survey : towards a better understanding of labor markets in transition

Lehmann, Hartmut; Muravyev, Alexander; Zimmermann, Klaus F. - In: IZA Journal of Labor & Development 1 (2012), pp. 1-15

essential aspects of the ULMS, including sampling, survey instruments and content as well as discusses the current available …

Persistent link: https://www.econbiz.de/10010118868

La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación

García-Gallego, Ana; Mures-Quintana, María-Jesús - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 131-150

are observed, which confirms the influence of the sampling method on the business failure prediction results. …

Persistent link: https://www.econbiz.de/10010160658

Who bears labour taxes and social contributions? : a meta-analysis

Melguizo, Ángel; González-Páramo, José Manuel - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 3, pp. 247-271

In this paper we apply the meta-regression technique to survey the empirical literature on the economic incidence of labour taxes and social security contributions. In particular, we focus on the effects of taxation on wages to test the conventional view that employees bear the burden due to...

Persistent link: https://www.econbiz.de/10010160829

Percepción empresarial de la mejora del enlace ferroviario Vigo-Oporto y modelización de la elección modal

Sánchez Sellero, Francisco Javier; Cruz González, … - In: Investigaciones europeas de Dirección y Economía de … 17 (2011) 1, pp. 159-175

This work analyzes the use of the train by the Galician companies when they do business transactions with northern Portuguese operators. The residual usage of this infrastructure (0.01 of all the transactions) is proved opposite the masive use of the truck; factors that explain the choice and...

Persistent link: https://www.econbiz.de/10009958329

Economic order quantity with imperfect quality, destructive testing acceptance sampling, and inspection errors

Al-Salamah, Muhammad - In: Advances in management & applied economics 1 (2011) 2, pp. 59-75

acceptance sampling plan before the lot can be accepted. In addition, for real life cases, destructive testing of items in the …. This paper will develop an EOQ model when items are of perfect and imperfect quality and a single acceptance sampling plan … there are inspection errors. - economic order quantity ; imperfect quality ; acceptance sampling ; inspection errors …

Persistent link: https://www.econbiz.de/10009958473