Narrow search
Showing 1 - 10 of 12,301
Cover Image
Using aggregate time series variables to forecast notices of default
Hamilton, Dan; Isaac, Rani; Lesh, Kirk - In: Business economics : the journal of the National … 45 (2010) 1, pp. 8-15
Persistent link: https://www.econbiz.de/10003935857
Cover Image
A time series analysis of judicial foreclosures in Spain
González-Val, Rafael - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-22
permanent shocks in foreclosure quarterly rates (defined as the number of judicial foreclosures per 1000 inhabitants) for 50 … whether the foreclosure rate is a stationary series, exhibits a unit root or is stationary around a process subject to … structural breaks. A clear finding from this analysis is that not all shocks have transitory effects on the foreclosure rate. The …
Persistent link: https://www.econbiz.de/10013471156
Cover Image
Hard economic times : a dream for discounters
Lamey, Lien - In: European journal of marketing : EJM 48 (2014) 3/4, pp. 641-656
Persistent link: https://www.econbiz.de/10010371628
Cover Image
Does Loop Hold in a European Time Series Context?
Koczyrkewycz, Michael - 2009
variability in the short run only. The Engle-Granger and Johansen's method of co-integration is used to test this theory along …
Persistent link: https://www.econbiz.de/10013159460
Cover Image
Does Loop Hold in a European Time Series Context?
Koczyrkewycz, Michael - 2021
variability in the short run only. The Engle-Granger and Johansen’s method of co-integration is used to test this theory along …
Persistent link: https://www.econbiz.de/10013226130
Cover Image
Cluster and Discriminant Analysis on Time-Series as a Research Tool
Galbraith, James K.; Lu, Jack - 2011
This paper presents a procedure for studying industrial performance and related issues such as changes in the wage structure. This procedure combines cluster analysis and discriminant analysis as a package, and applies this package to time series data. This enables us to organize industrial data...
Persistent link: https://www.econbiz.de/10014156247
Cover Image
Estimating Vitamin Cartel’s Overcharges : A Time-Series Approach
Mehta, Kirtikumar - 2023
An important issue in estimating cartel overcharges is to have a reliable estimate of the but-for-the-cartel price. While the cartel price is observable, the but-for-the-cartel price is not. A construction of the but-for-cartel-price evolution by assuming perfect competition, i.e. that price...
Persistent link: https://www.econbiz.de/10014348952
Cover Image
Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796
Cover Image
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Cover Image
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121