Similar Search Results

Method and program for autocorrelation distribution on influence factors

Merce, Emillian; Drăghici, Manea; Berca, Mihai; Merce, … - In: Agrarian economy and rural development : realities and …, (pp. 10-15). 2018

The authors point out that autocorrelation is an accidental statistical phenomenon. The cause of the occurrence of … collinearity is the incomplete data base and that ideally, the elimination of the occurrence of autocorrelation is achieved by … proportional distribution of autocorrelation with the proportion of simple determinations, following the next six steps, the last …

Persistent link: https://www.econbiz.de/10012055048

Co-Occurrence : A New Perspective on Portfolio Diversification

Kinlaw, William B.; Kritzman, Mark; Turkington, David - 2023

Investors typically measure an asset’s potential to diversify a portfolio by its correlations with the portfolio’s other assets, but correlation is useful only if it provides a good estimate of how an asset’s returns co-occur cumulatively with the other asset returns over the investor’s...

Persistent link: https://www.econbiz.de/10014343662

'Moving Median' - a Method of Autocorrelation Solution

Giovanis, Eleftherios - 2007

In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the … solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new …

Persistent link: https://www.econbiz.de/10012732018

Autoregressive Conditional Skewness

Siddique, Akhtar R. - 2004

We present a framework for modeling and estimating dynamics of variance and skewness from time-series data using a maximum likelihood approach assuming that the errors from the mean have a non-central conditional t distribution. We parameterize conditional variance and conditional skewness in an...

Persistent link: https://www.econbiz.de/10012739229

Comparative study on the use of statistical methods for the distribution of autocorrelation to any influence factor

Merce, Cristian; Drăghici, Manea; Merce, Emilian; … - In: Agrarian economy and rural development : realities and …, (pp. 58-63). 2019

based on the principle of proportional distribution of autocorrelation with the coefficients of simple determination, and …

Persistent link: https://www.econbiz.de/10012212443

Comparative study on the use of statistical methods for the distribution of autocorrelation to any influence factor

Merce, Cristian; Drăghici, Manea; Merce, Emilian; … - 2019

based on the principle of proportional distribution of autocorrelation with the coefficients of simple determination, and …

Persistent link: https://www.econbiz.de/10012290081

Computational Statistics and Data Visualization

Unwin, Antony; Chen, Chun-houh; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

This book is the third volume of the Handbook of Computational Statisticsand covers the field of Data Visualization. In line with the companion volumes,it contains a collection of chapters by experts in the field to present readerswith an up-to-date and comprehensive overview of the state of the...

Persistent link: https://www.econbiz.de/10005861043

Knowing What Works - The Case for Rigorous Program Evaluation

Schmidt, Christoph M. - Universität <Heidelberg> / … - 1999

This paper outlines why program evaluation should follow well-respected scientific standards and why it should be performed by independent researchers.

Persistent link: https://www.econbiz.de/10005840377

Exploring The Spatial Structure of Interregional Supply Chain: A Multilayer Network Approach

Maulana, Ardian; Hokky, Situngkir - 2024

This research aims to elucidate the organizational patterns of interregional economic interdependence to enhance our comprehension of the national economy's structure at a regional scale. Employing a multilayer network model, this study represents economic interdependence among Indonesian...

Persistent link: https://www.econbiz.de/10015213552

Why is the LSTI ratio increasing? Explaining factors of synthetic LSTI dynamics

Lavrič, Mitja; Lenarčič, Črt - 2024

In this paper, we focus on the analysis of the drivers of LSTI ratio dynamics. Against this backdrop, we try to bridge this gap by introducing an average synthetic LSTI calculation and examine how various factors affect the LSTI ratio of borrowers that took out consumer and housing loans in...

Persistent link: https://www.econbiz.de/10015214142