Showing 1 - 8 of 8
This paper aims to make contributions to comparative analysis of regional economic dynamics in China and the US from the methodological perspective. More specifically, some recent advances in exploratory space-time data analysis (ESTDA) will be suggested and implemented to conduct this task in...
Persistent link: https://www.econbiz.de/10010352021
This paper aims to make contributions to comparative analysis of regional economic dynamics in China and the US from the methodological perspective. More specifically, some recent advances in exploratory space-time data analysis (ESTDA) will be suggested and implemented to conduct this task in...
Persistent link: https://www.econbiz.de/10010348365
Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...
Persistent link: https://www.econbiz.de/10012904559
We introduce a new software package for determining linkages between datasets without common identifiers. We apply these methods to three datasets commonly used in academic research on syndicated lending: Refinitiv LPC DealScan, the Shared National Credit Database, and S&P Global Market...
Persistent link: https://www.econbiz.de/10012906858
It is widely recognized that the policy objectives of fiscal and monetary policymakers usually have different time horizons, and this feature may not be captured by traditional econometric techniques. In this paper, we first decompose U.S macroeconomic data using a time-frequency domain...
Persistent link: https://www.econbiz.de/10012866860
Use of patent data by academics is widespread, especially in scholarship related to innovation and technology management. However, even with increased online access to patent databases, patent searches at scale are still challenging. We present Patentopia, a simple online tool extracting...
Persistent link: https://www.econbiz.de/10013323819
We introduce a new software package for determining linkages between datasets without common identifiers. We apply these methods to three datasets commonly used in academic research on syndicated lending: Refinitiv LPC DealScan, the Shared National Credit Database, and S&P Global Market...
Persistent link: https://www.econbiz.de/10012016668
This paper aims to make contributions to comparative analysis of regional economic dynamics in China and the US from the methodological perspective. More specifically, some recent advances in exploratory space-time data analysis (ESTDA) will be suggested and implemented to conduct this task in...
Persistent link: https://www.econbiz.de/10010956128