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Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg - 1996
Persistent link: https://www.econbiz.de/10000940791
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Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg - 1996
Persistent link: https://www.econbiz.de/10012699626
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Advances in Time Series Data Methods in Applied Economic Research : International Conference on Applied Economics (ICOAE) 2018
Tsounis, Nicholas (ed.); Vlachvei, Aspasia (ed.) - 2018
This conference proceedings volume presents advanced methods in time series estimation models that are applicable … various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics … and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics …
Persistent link: https://www.econbiz.de/10012396995
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009488893
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Combining Survey Forecasts and Time Series Models : The Case of the Euribor
Krueger, Fabian - 2010
This paper reinterprets Maganelli's (2009) idea of "Forecasting with Judgment" to obtain a dynamic algorithm for combining survey data and time series models for macroeconomic forecasting. Unlike existing combination approaches which typically assign weights to alternative forecasts, the...
Persistent link: https://www.econbiz.de/10013139480
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Convergence Analysis as Distribution Dynamics When Data are Spatially Dependent
Gerolimetto, Margherita - 2012
Conditional distributions for the analysis of convergence are usually estimated using a standard kernel smoother but this is known to be biased. Hyndman et al. (1996) thus suggest a conditional density estimator with a mean function specified by a local polynomial smoother, i.e. one with better...
Persistent link: https://www.econbiz.de/10013115940
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What Drives the Time-Series and Cross-Sectional Variations in Bank Capital Ratios? Evidence from Japan
Chen, Sichong - 2011
This paper documents the time-series and cross-sectional variations in bank capital ratios and investigates their underlying driving forces using listed Japanese bank data from 1977 to 2009. We derive an overall framework in the form of a present-value model to decompose the ariation in bank...
Persistent link: https://www.econbiz.de/10013119486
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Cross-Sectional Universalities in Financial Time Series
Zumbach, Gilles O. - 2013
When estimating process on financial time series, the usual method is to postulate the equations for the process and to estimate the parameter values for each time series. The implicit assumption is that the equations are universal (i.e. identical for all assets), while the parameters are...
Persistent link: https://www.econbiz.de/10013071400
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Estimating Empirical Marginal Adjustment Cost Function - A Power Series Approach
Khan, Muhammad Nazmul - 2021
Using insights obtained from Newey’s (1994) series estimator and a novel restatement of the q-theory that additively separates the marginal adjustment cost term in the canonical model, I model and estimate the shape of the marginal adjustment cost function. I discuss the issues in...
Persistent link: https://www.econbiz.de/10013241137