Narrow search
Showing 1 - 10 of 431
Cover Image
Learn from peers? : the impact of peer firms' analyst earnings forecasts on a focal firm''s corporate investment efficiency
He, Jie; Xu, Sha; Wang, Bin; Chan, Kam C. - In: International review of financial analysis 89 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014466234
Cover Image
Importing and firm productivity in china : the self-selection effect or the learning effect?
Zhou, Shimin; Wang, Yang; Yang, Mianzhi - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 7, pp. 1462-1473
Persistent link: https://www.econbiz.de/10012211646
Cover Image
VC - a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. This estimator does not require that disturbances are normally distributed, but if they are, the proposed estimator is asymptotically equivalent to the maximum likelihood...
Persistent link: https://www.econbiz.de/10011990906
Cover Image
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
Persistent link: https://www.econbiz.de/10012161405
Cover Image
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimator is a moments...
Persistent link: https://www.econbiz.de/10012134019
Cover Image
Forecasting cash holding with cash deposit using time series approaches
Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017
Persistent link: https://www.econbiz.de/10011801810
Cover Image
Multifactorial analysis of the price formation in the terms of a risk-free rate
Anghelache, Constantin; Anghel, Mădălina-Gabriela; … - In: Theoretical and applied economics : GAER review 28 (2021) 3/628, pp. 33-44
Persistent link: https://www.econbiz.de/10013258864
Cover Image
Modeling economic growth : Domar on moving equilibrium
Boianovsky, Mauro - 2015 - Sixth draft (November 2016)
duration. Reactions to Domar' s approach at the time brought about methodological assertions on the distinction between models …
Persistent link: https://www.econbiz.de/10011600630
Cover Image
Comparing estimates of actual evapotranspiration from satellites, hydrological models, and field data: a case study from Western Turkey
Kite, G.; Droogers, P. - International Water Management Institute (IWMI) - 2000
Persistent link: https://www.econbiz.de/10011274297
Cover Image
Chapter 28 The macroeconomics of agriculture
Ardeni, Pier Giorgio; Freebairn, John - In: Handbook of agricultural economics : volume 2, part A, …, (pp. 1455-1485). 2002
agriculture — and second-round feed-back interdependent linkages. Models and studies attempting to quantify the linkages are then … discussed in terms of theoretical constructs, structural econometric models, computable general-equilibrium models, and time …-series models. …
Persistent link: https://www.econbiz.de/10014024103