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Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism
Enders, Walter; Liu, Yu; Prodan, Ruxandra - In: Defence and peace economics 20 (2009) 6, pp. 441-463
Persistent link: https://www.econbiz.de/10003938360
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Political Stability and Fiscal Policy Time Series Evidence for the Swiss Federal Level Since 1849
Feld, Lars P. - 2009
This paper explores the role of political stability on fiscal policy choices in a time-series analysis over 158 years on the Swiss federal level. We argue that the fiscal-commons problem of public finances is affected by the time-horizon of a finance minister. Arguably, the incentives for an...
Persistent link: https://www.econbiz.de/10013158327
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The macroeconomic impact of school enrolments : time-series evidence from Greece
Garafas, Georgios; Sotiropoulos, Ioannis; Arnis, Nikolaos; … - In: International journal of education economics and … 13 (2022) 4, pp. 316-329
Persistent link: https://www.econbiz.de/10014294852
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Flexpaneldid : A Stata Toolbox for Causal Analysis with Varying Treatment Time and Duration
Dettmann, Eva - 2020
The paper presents a modification of the matching and difference-in-differences approach of Heckman et al. (1998) for the staggered treatment adoption design and a Stata tool that implements the approach. This flexible conditional difference-in-differences approach is particularly useful for...
Persistent link: https://www.econbiz.de/10012823265
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Externalities of investment and endogenous growth : theory and time series evidence
Greiner, Alfred; Semmler, Willi - In: Structural change and economic dynamics : SC+ED 12 (2001) 3, pp. 295-310
Persistent link: https://www.econbiz.de/10001645747
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On time series modeling of Nigeria's external reserves
Doguwa, Sani I.; Alade, Sarah O. - In: CBN journal of applied statistics 6 (2015) 1, pp. 1-28
This paper proposes three short-term forecasting models for the adjusted external reserves using the seasonal autoregressive integrated moving average (SARIMA), seasonal autoregressive integrated moving average with an exogenous input (SARIMA-X) and an autoregressive distributed lag (ARDL)...
Persistent link: https://www.econbiz.de/10011473622
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Eliminating end-of-line rejections : a quality filter mapping approach
P Raghuram; Srikanth, Ashwin; Mandesh, P. Rithan - In: International journal of services and operations … 47 (2024) 1, pp. 123-140
Persistent link: https://www.econbiz.de/10015063459
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An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt; Nordman, Niklas - 2001
The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...
Persistent link: https://www.econbiz.de/10011398115
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A Bayesian analysis of unobserved component models using Ox
Bos, Charles S. - 2011
Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation.In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …
Persistent link: https://www.econbiz.de/10011386121
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Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796