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Dynamic model analysis : advanced matrix methods and unit root econometrics representation theorems

Faliva, Mario; Zoia, Maria Grazia - 2009 - 2. ed.

Persistent link: https://www.econbiz.de/10003744397

Bitcoin as a sustainable polycentric digital infrastructure

De Rossi, Leonardo Maria - 2024 - First edition

Persistent link: https://www.econbiz.de/10015056980

Analysis of seasonal patterns in the performance of fuel markets in the visegrad group

Krawiec, Monika; Górska, Anna - In: Comparative economic research : Central and Eastern Europe 27 (2024) 2, pp. 49-72

Wilcoxon rank sum test, simple regression, and the generalized autoregressive conditional heteroscedasticity (GARCH) models … different methods provides mixed results. Nevertheless, the findings of the Wilcoxon test are consistent with the GARCH (1, 1 … GARCH (1, 1) estimates are consistent for an October effect for gasoline in Slovakia. None of the methods applied allows us …

Persistent link: https://www.econbiz.de/10015063568

Sustainable and intelligent time-series models for epidemic disease forecasting and analysis

Chhabra, Anureet; Singh, Sunil K.; Sharma, Akash; … - In: Sustainable technology and entrepreneurship 3 (2024) 2, pp. 1-15

There is an increasing risk of outbreaks escalating into epidemics, despite huge advances in medical science. Epidemics like COVID-19, Monkeypox, Influenza and HIV have been affecting people and public health infrastructure at an alarming rate around the world. COVID-19 alone has infected more...

Persistent link: https://www.econbiz.de/10015054065

Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models

Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2020 - Revised October 9, 2019

Persistent link: https://www.econbiz.de/10015054147

On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications

Rebucci, Alessandro - 2003

This paper studies asymptotically the bias of the fixed effect (FE) estimator induced by cross-section heterogeneity in the slope parameters of stationary vector autoregressions (VARs). The paper also compares the FE, the mean group estimator (MG), and a simple instrumental variable alternative...