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Programs Tramo and Seats, Instruction for User (Beta Version: september 1996).

Gomes, V.; Maravall, A. - 1996

Brief summeries and user instruction are presented for the programs TRAMO ("Time Series regression with ARIMA Noise, Missing Observations and Outlers") and SEATS ("Signal Extraction in ARIMA Time Series").

Persistent link: https://www.econbiz.de/10005618389

On Omitted Variables Bias and Measurement Error in Returns to Schooling Estimates

Mellander, E. - Institutet för Näringslivsforskning (IFN) - 1998

Lam and Schoeni (1993) consider an equation where earnings are explained by schooling and ability. They assume that ability data are lacking and that schooling is measured with error. The estimate obtained by regressing earnings on schooling thus contains omitted variable bias (OVB), which is...

Persistent link: https://www.econbiz.de/10005639284

Long Memory in Continuous Time Stochastic Volatility Models.

Comte, F.; Renault, E. - 1996

This paper studies a classical extension of the Black and Scholes model for option pricing, often known as the Hull and White model. Our specificity is that the volatility process is assumed not only to be stochastic, but also to have long memory features and properties.

Persistent link: https://www.econbiz.de/10005671557

Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems

Guerre, E.; Maes, J. - 1998

We propose a minimax statistical framework adapted to nonparametric estimation in deterministic dynamical system, which highlights the importance of the recurrence property of the observed process. Estimators are evaluated on the basis of a weighted uniform norm. The weight function rn depends...

Persistent link: https://www.econbiz.de/10005780826

The Minimum Distance Estimator for Fractionally Integrated ARMA Models.

Chung, C.F.; Schmidt, P. - Economics Department, Michigan State University - 1994

Persistent link: https://www.econbiz.de/10005487086

GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects.

Chan Ahn, S.; Lee, Y.H. - Economics Department, Michigan State University - 1994

Persistent link: https://www.econbiz.de/10005671950

Statistics E-learning Platforms Evaluation: Case Study

Ahmad, Taleb; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

students views? In this paper,we consider evaluate e-learning systems in statistics. We make an evaluation study, weanalyze a … students sample of the methods: Factor analysis, Logit model. The commonaim of this evaluation is to provide data to justify …. Thequestionnaire covers information about e-learning evaluation criterias. Some of thesecriterias are: Navigability, applicability …

Persistent link: https://www.econbiz.de/10005862546

Forecasting M&A deals with MIDAS count model

Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...

Persistent link: https://www.econbiz.de/10014471602

Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries

Săvoiu, Gheorghe; Siminică, Marian - In: Amfiteatru Economic Journal 18 (2016) 43, pp. 503-520

The paper identifies some major disparities and quantifies some discrepancies and gaps, as well as specific trends of concentration-diversification in today's group of the 11 former socialist economies of Central and Eastern Europe (CEEC). After a brief introduction describing the approach based...

Persistent link: https://www.econbiz.de/10011725043

González Abril, Luis; Velasco Morente, Francisco; … - In: Revista de Métodos Cuantitativos para la Economía y … 10 (2010), pp. 5-18

In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results. Furthermore, a graphical representation of the variance is...

Persistent link: https://www.econbiz.de/10010282682