Countries have employed a variety of non-pharmaceutical interventions (NPIs) in order to curtail the COVID-19 pandemic. However, the success of individual measures in reducing the number of infections remains controversial. This paper exploits a panel data set of 107 countries to estimate the...

This paper examines the steady state properties of the Threshold Vector Autoregressive model. Assuming that the trigger variable is exogenous and the regime process follows a Bernoulli distribution, necessary and sufficient conditions for the existence of stationary distribution are derived. A...

After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting some unique appealing characteristics but also sharing some features with real financial assets. This paper provides a comprehensive statistical analysis of the six most...

The aim of this research was determining the factors of growth in the textile and food sector of Pakistan. The research study analyzed data from the financial statements of textile and food sector companies of Pakistan for the period 2013-17. A fixed effect regression model was used for...

The article focuses on the analysis of economic growth of Ukraine and its regions, using the proposed by the authors indicators of quality and indicators of the population living standards under innovation growth. The main purpose of the research is developing a method of multi-factor assessment...

What began as a single COVID-19 case in China in late 2019 quickly spread around the globe in the first quarter of 2020. While the impact on the world\'s health systems is unknown, the economic toll remains also remains unknown as the world grapples with an unprecedented global recession. This...

In this note, I will look at history of Lasso estimation, which is the benchmark high dimensional estimation technique. I want to also give a perspective where Lasso may be evolving.

This paper adds to the literature on the income-health gradient by exploring the association of short- and long-term income with a wide set of self-reported health measures and objective nurse-administered and blood-based biomarkers as well as employing estimation techniques that allow for...

Based on the seminal paper of Farrell (1957), researchers have developed several methods for measuring efficiency. Nowadays, the most prominent representatives are nonparametric data envelopment analysis (DEA) and parametric stochastic frontier analysis (SFA), both introduced in the late 1970s....

Doğrusal olmayan yapıdaki iktisadi değişkenler uzun yıllar doğrusal modeller araçları ile analiz edilmiş bu nedenle de gerçek hayatı açıklamada yetersiz kalmıştır. Son dönemde yapılan çalışmalar sonucunda doğrusal olmayan zaman serileri analizlerinin özellikle makro...