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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert; Smith, Aaron D. - In: Economics letters 151 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011742136
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Designing optimal double sampling plan using the weighted Poisson distribution
Haridoss, Venugopal; Subramani, Kandasamy - In: International journal of quality & reliability management 33 (2016) 1, pp. 62-77
Persistent link: https://www.econbiz.de/10011459911
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Selection of single sampling attribute plan for given AQL an d LQL involving minimum risks using weighted Poisson distribution
Subramani, Kandasamy; Haridoss, Venugopal - In: International journal of quality & reliability management 30 (2013) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10010192086
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A two-stage method for improving discrimination and variable selection in DEA models
Xie, Qiwei; Li, Rong; Zou, Yanping; Liu, Yujia; Wang, … - In: IMA journal of management mathematics 33 (2022) 3, pp. 511-529
Persistent link: https://www.econbiz.de/10013253404
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Regularized quantile regression averaging for probabilistic electricity price forecasting
Uniejewski, Bartosz; Weron, Rafał - In: Energy economics 95 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012816620
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The markets of green cars of three countries : analysis using Lotka-Volterra and Bertalanffy-Pütter models
Ziegler, Annika Maria; Brunner, Norbert; Kühleitner, … - In: Journal of open innovation : technology, market, and … 6 (2020) 3/67, pp. 1-19
Did the diesel scandal of 2015 affect the market for cars? We consider this question in relation to Germany, Austria, and Switzerland. Starting with historical registration data of cars with different drivetrain technologies, we considered each technology in isolation and fitted a five-parameter...
Persistent link: https://www.econbiz.de/10012265442
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On the volatility of daily stock returns of Total Nigeria Plc : evidence from GARCH models, value-at-risk and backtesting
Emenogu, Ngozi G.; Adenomon, Monday Osagie; Nweze, … - In: Financial innovation : FIN 6 (2020) 18, pp. 1-25
This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models: sGARCH, girGARCH, eGARCH, iGARCH, aGARCH, TGARCH, NGARCH, NAGARCH, and AVGARCH along with value at risk estimation and backtesting. We use daily data for Total Nigeria Plc...
Persistent link: https://www.econbiz.de/10012268756
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A model for planning and optimizing an engineering company production
González, Eduardo Gutiérrez; Panteleeva, Olga Vladimirovna - In: Opsearch : journal of the Operational Research Society … 57 (2020) 3, pp. 669-699
Persistent link: https://www.econbiz.de/10012302301
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Simulation studies comparing dagum and Singh-Maddala income distributions
Kakamu, Kazuhiko - In: Computational economics 48 (2016) 4, pp. 593-605
Persistent link: https://www.econbiz.de/10011712543
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010250276