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Borders Matter! - Regional Integration in North America / Grenzen sind bedeutsam! - Regionale Integration Nordamerika
Blum, Ulrich - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 5, pp. 513-531
Summary We analyze the spatial interaction among regions in North America and in Western Europe. We use a gravity model extended by a spatial correlation structure where data allows to evaluate the spatial interaction in two dimensions: level of impact and the length of the spatial tail. This...
Persistent link: https://www.econbiz.de/10014608954
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Gesundheitsausgaben, Alter und medizinischer Fortschritt: Eine Regressionsanalyse / Ageing, Medical Progress and Health Care Expenditures: A Regression Analysis
Breyer, Friedrich; Ulrich, Volker - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 1, pp. 1-17
dieser Arbeit wird der Ausgabenanstieg im Zeitraum 1970-95 mittels einer Regressionsanalyse auf seine Ursachen (Alterung …
Persistent link: https://www.econbiz.de/10014608747
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Complex systems analysis informs on the spread of COVID-19
Wang, Xia; Washington, Dorcas; Weber, Georg F. - In: Epidemiologic Methods 10 (2021) s1
extent of change. Results Evaluating time-lagged data sets of various lag lengths, we find that the autocorrelation function …
Persistent link: https://www.econbiz.de/10014590692
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Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market
Garrett, Ian; Taylor, Nicholas - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 2
first-order autocorrelation in mispricing changes similar in magnitude to that actually observed. For low-frequency data, we …
Persistent link: https://www.econbiz.de/10014620847
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Well-balanced Lévy driven Ornstein–Uhlenbeck processes
Schnurr, Alexander; Woerner, Jeannette H. C. - In: Statistics & Risk Modeling 28 (2011) 4, pp. 343-357
-balanced form possesses continuous sample paths and an autocorrelation function which is decreasing not purely exponential but of …
Persistent link: https://www.econbiz.de/10014622209
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Immigrant location and network effects: the Helvetic case
Ukrayinchuk, Nadiya; Jayet, Hubert - In: International Journal of Manpower 32 (2011) 3, pp. 313-333
Purpose – The purpose of this paper is try to answer the following question: to which extent the observed location pattern is driven by network effects or by traditional location factors, like the structure and behaviour of the local labour market, housing market, public goods, and local tax...
Persistent link: https://www.econbiz.de/10014783421
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Mean reversion and autocorrelation in profitability of Illinois farms
Phillips, Jill M.; Katchova, Ani L. - In: Agricultural Finance Review 65 (2005) 1, pp. 87-96
mean reversion and autocorrelation in profitability. Results show that farm businesses revert to individual levels of … expected profitability at an annual rate of 0.5, while the annual rate of negative autocorrelation is 0.175.  …
Persistent link: https://www.econbiz.de/10014667301
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Stock return autocorrelation, day of the week and volatility
Chowdhury, Shah Saeed Hassan; Rahman, M. Arifur; … - In: Review of Accounting and Finance 16 (2017) 2, pp. 218-238
Purpose The main purpose of this paper is to investigate autocorrelation structure of stock and portfolio returns in a … under severe limits to arbitrage. Specifically, the authors examine how return autocorrelation of Saudi Arabian stock market … investigate the autocorrelation structure of individual stock and index returns. The authors also use the Sentana and Wadhwani …
Persistent link: https://www.econbiz.de/10014989991
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The role of R&D investments in highly R&D-based firms
Schimke, Antje; Brenner, Thomas - In: Studies in Economics and Finance 31 (2014) 1, pp. 3-45
as size and industry. In addition, the authors study the relationship between R&D investments and the autocorrelation …
Persistent link: https://www.econbiz.de/10015013914
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Performance of CUSUM and EWMA charts for serial correlation
Singh, Sukhraj; Prajapati, D.R. - In: The TQM Journal 25 (2013) 3, pp. 309-324
Purpose – The purpose of this paper is to study the effect of correlation on the performance of CUSUM and EWMA charts. The performance of the CUSUM and EWMA charts is measured in terms of average run lengths (ARLs) for the positively correlated data. The ARLs at various set of parameters of...
Persistent link: https://www.econbiz.de/10015032031