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Indicators of real convergence and their application

Pecican, Eugen Ştefan - 2010

Measurable aspects of the economic convergence of EU countries form the main topic of this paper. For this purpose, statistical and econometric methods are presented and applied for revealing characteristic elements of such a process. A first group of methods refers mainly to aspects such as:...

Persistent link: https://www.econbiz.de/10010529083

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students …. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in …

Persistent link: https://www.econbiz.de/10014519030

On the impact of serial dependence on penalized regression methods

Tonini, Simone; Chiaromonte, Francesca; Giovannelli, … - 2022

This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship between the degree of cross-correlation of covariates and the estimation error bound of PRs, we show that orthogonal or weakly...

Persistent link: https://www.econbiz.de/10013336165

Sentiment and econometrics : toward a unified framework of textual sentiment analysis for economic and financial applications

Borms, Samuel - 2020

Persistent link: https://www.econbiz.de/10012520898

Low frequency robust cointegrated regression in the presence of a near-unity regressor

Hwang, Jungbin; Valdés, Gonzalo - 2020

Persistent link: https://www.econbiz.de/10012214074

Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables

Galata, Robert (ed.); Schneeweiß, Hans (honouree); … - 1998

between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … work he has published outstanding, original articles on econometrics and statistics. To give an ex ample, it is his …