Similar Search Results

Guttorp, Peter - In: Statistics, Politics, and Policy 3 (2012) 1

The main lines of evidence for climate change are outlined. Alternative explanations to increased greenhouse gas concentrations are described. After discussing some statistical issues, attribution approaches are briefly described. Policy issues dealing with mitigation and adaptation are mentioned.

Persistent link: https://www.econbiz.de/10014621099

Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten

Hassler, Uwe; Demetrescu, Matei - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 4, pp. 413-426

Summary Studying annual growth rates (seasonal differences) in case of seasonal data produces much more persistence, autocorrelation and stronger evidence in favour of a unit root than analyzing seasonal growth rates (ordinary differences). First, this statement is quantified theoretically....

Persistent link: https://www.econbiz.de/10014609055

Estimates and inferences in accounting panel data sets: comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: The Journal of Risk Finance 18 (2017) 3, pp. 268-283

regression results are affected by the possible nonstationarity of the variables of interest. Findings The results of this study … guide future researchers regarding which estimation methods are the most reliable given the possible nonstationarity of the …

Persistent link: https://www.econbiz.de/10014902128

Das Aggregationsproblem bei der Erstellung von Rankings. Einige Anmerkungen am Beispiel der Formel 1 Weltmeisterschaft 1998 / The Problem of Aggregation Arising in the Process of B...

Kladroba, Andreas - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 3, pp. 302-314

besonderes Problem (vor allem wegen seiner zentralen Bedeutung) stellt dabei offensichtlich die Aggregation von Einzelrankings zu … the popularity of rankings there are obvious problems with statistical methods. Especially the aggregation of single … rankings to a common ranking seems to be problematic. Aggregation to a common ranking is as difficult as finding a common …

Persistent link: https://www.econbiz.de/10014608768

Preisindizes mit konstanten Wertgewichten. Bemerkungen zu einem Vorschlag von Werner Neubauer / Two Price Index Formulas Proposed by W. Neubauer

Lippe, Peter von der - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 6, pp. 742-758

Zusammenfassung Zwei von Neubauer ins Gespräch gebrachte Preisindexformeln werden hinsichtlich ihrer Interpretation und Eigenschaften untersucht. Die Formeln sind leider wenig bekannt und wohl auch selten im Detail untersucht worden. Das ist umso bedauerlicher als sie einige sehr vorteilhafte...

Persistent link: https://www.econbiz.de/10014608805

A Further Empirical Investigation of German Firms’ Financial Structure and Ensuing Risks / Finanzierungsstrukturen und Risiken im Unternehmenssektor der Bundesrepublik Deutschland – Weitere Ergebnisse anhand von Unternehmensdaten

Kirchesch, Kai; Sommer, Marc; Stahlecker, Peter - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 5-6, pp. 530-555

Summary The changes in the financial structures of West German industrial enterprises have been investigated in Größl/Stahlecker/Wohlers (2001). The empirical analysis confirmed the hypothesis that small and medium-sized enterprises are confronted with higher - and even rising - financial...

Persistent link: https://www.econbiz.de/10014608854

Consistency in Aggregation / Aggregationskonsistenz

Auer, Ludwig von - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 4, pp. 383-398

changes, this two stage aggregation is typically based on some price index formula. In this paper, various screening devices … consistency in aggregation is a particularly important screening device. If a price index formula fails the weak consistency test …

Persistent link: https://www.econbiz.de/10014608977

Information-Theoretic Analysis of Serial Dependence and Cointegration

Aparicio, F. M.; Escribano, A. - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 3

This paper is devoted to presenting wider characterizations of memory and cointegration in time series, in terms of information-theoretic statistics such as the entropy and the mutual information between pairs of variables. We suggest a nonparametric and nonlinear methodology for data analysis...

Persistent link: https://www.econbiz.de/10014620815

Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP

Bidarkota, Prasad V. - In: Studies in Nonlinear Dynamics & Econometrics 3 (1999) 4

We investigate asymmetries in the conditional mean dynamics of four sectors of the U.S. GDP data. Since the statistical evidence on nonlinearities in the conditional mean could be influenced by the presence of outliers, or by a failure to model conditional heteroskedasticity, we explicitly...

Persistent link: https://www.econbiz.de/10014620819

An Approximate Wavelet MLE of Short- and Long-Memory Parameters

Jensen, Mark J. - In: Studies in Nonlinear Dynamics & Econometrics 3 (1999) 4

By design a wavelet's strength rests in its ability to localize a process simultaneously in time-scalespace. The wavelet's ability to localize a time series in time-scale space directly leads to the computationalefficiency of the wavelet representation of a N £ N matrix operator by allowing the...

Persistent link: https://www.econbiz.de/10014620822