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Nexus between business development service and women entrepreneurs' performance : implication for MSMEs growth and inclusive economic development in Ethiopia

Sisay, Kindineh; Molla, Shita; Mekonnen, Lidiya; … - In: Journal of open innovation : technology, market, and … 11 (2025) 1, pp. 1-16

enhanced competitiveness is often ignored. This study therefore shed lights the effect of BDS on the performance and growth of … women owned MSMEs and factors that impede their decision to use BDS. To do so, a cross sectional data from 412 MSME owner … models shows that BDS users' capital, annual income, and number of employees are increased by 75208 ETB, 33964 ETB, and 5 …

Persistent link: https://www.econbiz.de/10015358718

Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach

Florian Heitger - 2010

Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...

Persistent link: https://www.econbiz.de/10009428980

Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?

Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673

test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur. … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …

Persistent link: https://www.econbiz.de/10014608718

The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - 2004

This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to study the causes and nature of endogenous credit cycles. The basic model has two types of projects: the Good and the Bad. The Bad is highly productive, but, unlike the Good, it...

Persistent link: https://www.econbiz.de/10010266314

Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power

Kocenda, Evzen; Briatka, Lubos - EconWPA - 2004

This paper builds on Kočenda (2001) and extends it in two ways. First, two new intervals of the proximity parameter ε (over which the correlation integral is calculated) are specified. For these ε- ranges new critical values for various lengths of the data sets are introduced and through...

Persistent link: https://www.econbiz.de/10005407903

What drives the German hog price cyle? Diagnostic modelling of a nonlinear dynamic system

Berg, Ernst; Huffaker, Ray - European Association of Agricultural Economists - EAAE - 2014

We investigated causal factors driving German hog-price dynamics with an innovative ‘diagnostic’ modeling approach. Hog-price cycles are conventionally attributed to randomly-generated behavior best modeled stochastically—most recently as randomly-shifting sinusoidal oscillations....

Persistent link: https://www.econbiz.de/10011125182

Complexity of agricultural commodity cycle: a chaotic time series analysis

Sakai, Kenshi; Managi, Shunsuke; Demura, Katsuhiko - In: International Journal of Agricultural Resources, … 3 (2004) 3/4, pp. 266-287

Most empirical investigations of agricultural markets have been conducted using linear models. Therefore, nonlinear dynamic patterns of the market cannot be predicted based on these models under any circumstances. Consequently, little is known about the role of nonlinear dynamics and the whether...

Persistent link: https://www.econbiz.de/10010816449

Determinism in Financial Time Series

Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 3, pp. 1134-1134

address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …

Persistent link: https://www.econbiz.de/10004966269

How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World

Briatka, Lubos - Center for Economic Research and Graduate Education and … - 2006

Kocenda (2001) introduced the test for nonlinear dependencies in time series data based on the correlation integral. The idea of the test is to estimate the correlation dimension by integrating over a range of proximity parameter epsilon. However, there is an unexplored avenue if one wants to...

Persistent link: https://www.econbiz.de/10005086611

The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series

Whang, Yoon-Jae; Linton, Oliver - Cowles Foundation for Research in Economics, Yale University - 1997

This paper derives the asymptotic distribution of a smoothing-based estimator of the Lyapunov exponent for a stochastic time series under two general scenarios. In the first case, we are able to establish root-T consistency and asymptotic normality, while in the second case, which is more...

Persistent link: https://www.econbiz.de/10005593525