Keeping in view the importance of economic growth in a country’s development, this study intended to examine the relationship between the government size and other determinants on economic growth using a time series data over the period 1973-2012. To specify the growth equation, we have...

We consider testing regression coefficients in high dimensional generalized linear models. By modifying a test statistic proposed by Goeman et al. (2011) for large but fixed dimensional settings, we propose a new test which is applicable for diverging dimension and is robust for a wide range of...

The aim of this work is to review the paper by Hellerstein & Imbens (1982) focusing on the use of auxiliary data and a formal derivation of the asymptotic properties of the underlying Weighted Least Squares estimator.

Sudan is one of the countries which economy depends on rain fed agriculture and also facing recurring cycles of natural drought. For many decades, recurrent drought, with intermittent severe droughts, had become normal phenomenon in Sudan. This paper presents linear stochastic models known as...

Drought forecasting plays an important role in the planning and management of natural and water resources in this paper presents linear stochastic models known as multiplicative seasonal autoregressive integrated moving average model (SARIMA) used to simulate droughts in Gadaref region, Sudan....

After the crisis of 2008, new regulatory requirements have emerged with supervisors strengthening their position in terms of requirements to meet IRBA standards. Low Default Portfolios (LDP) present specific characteristics that raise challenges for banks when building and implementing credit...

The extinction of polar bears by the end of the 21st century has been predicted and calls have been made to list them as a threatened species under the U.S. Endangered Species Act. The decision on whether or not to list rests upon forecasts of what will happen to the bears over the 21st Century....

In this paper, the Singular Spectrum Analysis (SSA), a relatively new tool originated in natural sciences, for orthogonal decomposition of time series, is presented and applied in the European real, seasonally unadjusted quarterly GDP for the period 1995 - 2010. SSA is suitable for short and...

The information era is the time when information is not only largely generated, but also vastly processed in order to extract and generated more information. The complex nature of modern living is represented by the various kind of data. Data can be in the forms of signals, images, texts, or...

This paper considers first-order autoregressive panel model which is a simple model for dynamic panel data (DPD) models. The generalized method of moments (GMM) gives efficient estimators for these models. This efficiency is affected by the choice of the weighting matrix which has been used in...