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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
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'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
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Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020
The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (η = 1) as the fitting window becomes large. In this study -- using price changes from the EUR/USD currency pair traded on the...
Persistent link: https://www.econbiz.de/10012219363
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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
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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
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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
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Implikationen unterschiedlicher Ausgangs- bzw. Rahmenbedingungen auf das Innovationsverhalten von neugegründeten und etablierten Unternehmen
Becker, Wolfgang; Dietz, Jürgen - 2002
Für neugegründete und etablierte Unternehmen gelten im Innovationsprozeß unterschiedliche Ausgangs- bzw. Rahmenbedingungen. Vor diesem Hintergrund stellt sich die Frage, welche Implikationen dies auf das betriebliche Innovationsverhalten hat und inwieweit sich beide Unternehmensgruppen...
Persistent link: https://www.econbiz.de/10010291689
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A Detailed Decomposition for Limited Dependent Variable Models
Schwiebert, Jörg - 2012
In this paper, we consider a detailed decomposition method for limited dependent variable models. That means, we propose a method to decompose the differential in the (limited dependent) outcome variable between two groups into the contributions of the explanatory variables. We provide a...
Persistent link: https://www.econbiz.de/10010294442
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Are Immigrants and Girls Graded Worse? Results of a Matching Approach
Kiss, David - 2011
Using PIRLS 2001 and PISA 2003 data for Germany, this paper examines whether secondgeneration immigrants and girls are graded worse in math than comparable natives and boys, respectively. Once all grading-relevant characteristics, namely math skills and oral participation, are accounted for,...
Persistent link: https://www.econbiz.de/10010294715
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Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo
Satoguina, Honorat - 2006
The present study discusses energy supply challenge and assesses renewable energy potential in the studied countries. Moreover, energy demand as well as demand projection is assessed until 2020. Resulting CO2-eq emissions are also projected. The study reveals that the countries under examination...
Persistent link: https://www.econbiz.de/10010295548