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Zusammenfassung Diese Anmerkung zeigt, dass das reale Bruttoinlandsprodukt der Bundesrepublik Deutschland einem trendstationären Prozess folgt. Dabei werden sowohl ökonometrische Tests, bei denen die Trendstationarität die Alternativhypothese ist, eingesetzt als auch solche, bei denen sie die...
Persistent link: https://www.econbiz.de/10014608825
Abstract In this paper we consider the robustness to error autocorrelation of four stationarity tests. The size and …
Persistent link: https://www.econbiz.de/10014612538
Purpose The purpose of this paper is to review and evaluate the methods commonly used in accounting literature to correct for cointegrated data and data that are neither stationary nor cointegrated. Design/methodology/approach The authors conducted Monte Carlo simulations according to Baltagi et...
Persistent link: https://www.econbiz.de/10014902128
findings on stationarity, it was found that most of our sample is characterized as mean- or trend-reverting with approximated … stock prices exhibit non-linear stationarity.  …
Persistent link: https://www.econbiz.de/10015014113
Purpose – The purpose of this paper is to suggest a superior method for assessing mean stationarity of asset pricing … effects. Design/methodology/approach – The authors suggest the use of an F ‐test to examine mean stationarity of asset pricing … estimated regression coefficients across subperiods when attempting to determine mean stationarity. Originality/value – This …
Persistent link: https://www.econbiz.de/10014940238
Purpose The purpose of this paper is to examine whether there is significant evidence that hedge fund managers engage in deceptive manipulation of their reported performance results. Design/methodology/approach A model of hedge fund performance has been developed using standard regression...
Persistent link: https://www.econbiz.de/10014697663
Purpose – New federal legislation proposes to reduce greenhouse gas (GHG) emissions associated with biofuel production. To comply, existing corn ethanol plants will have to invest in new more carbon efficient production technology such as dry fractionation. However, this will be challenging...
Persistent link: https://www.econbiz.de/10014667096
Purpose – Farm level data are essential to accurate setting of crop insurance premium rates, but their time series tends to be too short to allow them to be the sole data source. County level data are available in longer time series, however. The purpose of this paper is to present a...
Persistent link: https://www.econbiz.de/10014667140
Purpose Simulation techniques for cost management are useful for modeling uncertainties, making decisions, and improving the accuracy of cost estimation. Despite their usefulness, the application of these techniques in construction projects seems to be uncommon in the construction sector in...
Persistent link: https://www.econbiz.de/10014677883
Purpose Automakers are engaged in manufacturing both efficient and inefficient green cars. The purpose of this paper is to categorize efficient green cars and inefficient green cars followed by improving efficiencies of identified inefficient green cars for distribution fitting....
Persistent link: https://www.econbiz.de/10014684767