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The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models

Johansen, Søren; Nielsen, Morten Ørregaard - Economics Department, Queen's University - 2012

In this paper we analyze the influence of observed and unobserved initial values on the bias of the conditional maximum likelihood or conditional sum-of-squares (CSS, or least squares) estimator of the fractional parameter, d, in a nonstationary fractional time series model. The CSS estimator is...

Persistent link: https://www.econbiz.de/10011188647

Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests

Madsen, Edith - Centre for Applied Microeconometrics (CAM), Økonomisk … - 2003

The objective of the paper is to investigate and compare the performance of some of the unit root tests in micro-panels which have been suggested in the literature. The framework is an autoregressive panel data model allowing for heterogeneity in the intercept but not in the autoregressive...

Persistent link: https://www.econbiz.de/10005232977

A framework for the characterization of the transient handling responses of non-linear vehicles

Mavros, George; Rahnejat, Homer; King, P.D. - 2007

The paper attempts to provide an integrated framework for the objective assessment of the transient handling responses … transient response of linear vehicles. The success of the proposed method is judged based on its robustness, the consistency of … approaches for the characterization of the steady-state and transient handling behaviour. The corresponding discussion reveals …

Persistent link: https://www.econbiz.de/10009461092

Inventory control when the lead-time changes

Axsäter, Sven - In: Production and operations management : an international … 20 (2011) 1, pp. 72-80

Persistent link: https://www.econbiz.de/10008841631

Fitting the Pht/Mt/s/c time-dependent departure process for use in tandem queueing networks

Nasr, Walid W.; Taaffe, Michael R. - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 758-773

Persistent link: https://www.econbiz.de/10010203578

Transient and persistent inefficiency traps in Chinese provinces

Chen, Hong; Wang, Xi; Singh, Baljeet - In: Economic modelling 97 (2021), pp. 335-347

Persistent link: https://www.econbiz.de/10012793465

Resource allocation models for material convergence

Ozen, Merve; Krishnamurthy, Ananth - In: International journal of production economics 228 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012303773

The MAPt/Pht/∞ queueing system and multiclass [MAPT/PHT/∞]k queueing network

Gerhardt, Ira; Nelson, Barry L.; Taaffe, Michael R. - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 367-376

Persistent link: https://www.econbiz.de/10011691266

Three decades of poverty mobility in Nigeria : the trapped, the freed, and the never trapped

Dapel, Zuhumnan - 2018

Persistent link: https://www.econbiz.de/10011925898

The effects of institutional investor objectives on firm valuation and governance

Borochin, Paul; Yang, Jie - In: Journal of financial economics 126 (2017) 1, pp. 171-199

Persistent link: https://www.econbiz.de/10011751877