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NEURAL NETWORK PRINCIPLES TO CLASSIFY ECONOMIC DATA
Raluca-Mariana, STEFAN; Mariuta, SERBAN - In: Revista Economica 63.4-5 (2012) 4-5, pp. 223-233
The increased globalization makes every country more and more responsible for its actions that are meant to support the price stability and the fiscal position sustainability in an unpredictable world. Decisions makers can provide the right solutions to overcome the latest global economic crisis...
Persistent link: https://www.econbiz.de/10010602650
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Sensitivity Analysis of Composite Indicators through Mixed Model Anova
Davino, Cristina; Romano, Rosaria - Dipartimento di Studi Sullo Sviluppo Economico (DISSE), … - 2011
The paper proposes a new approach for analysing the stability of Composite Indicators. Starting from the consideration that different subjective choices occur in their construction, the paper emphasizes the importance of investigating the possible alternatives in order to have a clear and...
Persistent link: https://www.econbiz.de/10008865895
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Fast and robust bootstrap
Salibián-Barrera, Matías; Aelst, Stefan; Willems, Gert - In: Statistical Methods and Applications 17 (2008) 1, pp. 41-71
Persistent link: https://www.econbiz.de/10005596341
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Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
Scholz, Achim; Neumeyer, Natalie; Munk, Axel - Institut für Wirtschafts- und Sozialstatistik, … - 2004
maximum likelihood statistic from a heteroscedastic one way ANOVA to the context of nonparametric regression. The maximum … distribution of the obtained test statistic is nuisance parameter free. Finally, for practical purposes a bootstrap variant is …
Persistent link: https://www.econbiz.de/10009216882
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Hand Surgery – Postoperative Recovery and Medical Tourism
Sinescu, Ruxandra Diana; Anghel, Andrea; Vulcanescu, … - In: The AMFITEATRU ECONOMIC journal 16 (2014) Special 8, pp. 1125-1125
Medical tourism is a growing industry worldwide. Romania has spa treatment facilities that can ensure the development of medical tourism. This article presents a statistical analysis of hand surgery in Romania in 2012. Using adequate quantitative methods we highlight significant differences...
Persistent link: https://www.econbiz.de/10011106511
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FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE
Serrano, Antonio Rubia; Ñíguez, Trino-Manuel - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2003
Long-range persistence in volatility is widely modelled and forecasted in terms of the so-called fractional integrated models. These models are mostly applied in the univariate framework, since the extension to the multivariate context of assets portfolios, while relevant, is not...
Persistent link: https://www.econbiz.de/10005731402
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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of Econometrics 182 (2014) 1, pp. 156-173
This paper proposes and theoretically justifies bootstrap methods for regressions where some of the regressors are … Ludvigson and Ng (2011)). We consider general residual-based bootstrap methods and provide a set of high-level conditions on the … bootstrap residuals and on the idiosyncratic errors such that the bootstrap distribution of a rotated OLS estimator is …
Persistent link: https://www.econbiz.de/10011052190
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Bayesian Exploratory Factor Analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - Institute for the Study of Labor (IZA) - 2014
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the...
Persistent link: https://www.econbiz.de/10010884284
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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From Nodal to Zonal Pricing - A Bottom-Up Approach to the Second-Best
Burstedde, Barbara - Energiewirtschaftliches Institut (EWI), Universität zu … - 2012
Congestion management schemes have taken a prominent place in current electricity market design discussions. In this paper, the implications of establishing zonal pricing in Europe are analyzed with regard to potential zonal delimitations and associated effects on total system costs. Thereby, a...
Persistent link: https://www.econbiz.de/10010840517