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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note

Meier, Carsten-Patrick - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 2, pp. 168-178

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

A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors

Amsler, Christine; Schmidt, Peter - In: Journal of Econometric Methods 1 (2012) 1, pp. 56-66

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

Estimates and inferences in accounting panel data sets: comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: The Journal of Risk Finance 18 (2017) 3, pp. 268-283

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

Are stock prices stationary? Some new evidence from a panel data approach

Shen, Xin; J. Holmes, Mark - In: Studies in Economics and Finance 31 (2014) 4, pp. 387-405

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

Subperiod robustness checks: testing for effect mean stationarity

Stephen Haggard, K.; Witte, H. Douglas - In: Managerial Finance 38 (2012) 5, pp. 530-542

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

Hedge fund managers and deceit: is the accusation of performance manipulation valid?

Smith, Zachary Alexander; Mumtaz, Muhammad Zubair - In: Chinese Management Studies 11 (2017) 3, pp. 387-414

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

Do lender‐imposed sweeps affect ethanol technology investment?

Fewell, Jason; Gustafson, Cole - In: Agricultural Finance Review 70 (2010) 2, pp. 169-183

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

Implications of within county yield heterogeneity for modeling crop insurance premiums

Cooper, Joseph; Zulauf, Carl; Langemeier, Michael; … - In: Agricultural Finance Review 72 (2012) 1, pp. 134-155

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

Simulation techniques for cost management and performance in construction projects in Malaysia

Alashwal, Ali Mohammed; Chew, Min Yi - In: Built Environment Project and Asset Management 7 (2017) 5, pp. 534-545

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

DEA and Monte Carlo simulation approach towards green car selection

Prakash, Anand; Mohanty, Rajendra P. - In: Benchmarking: An International Journal 24 (2017) 5, pp. 1234-1252

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