Results 161 to 170 of about 33,497 (250)

Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia [PDF]

open access: yes
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single-equation Markov-switching (MS) models for two cases: when leading information is available and when it is not.
Bušs, Ginters
core   +1 more source

Forecasting Performance of Alternative Error Correction Models [PDF]

open access: yes
It is well established that regression analysis on non-stationary time series data may yield spurious results. An earlier response to this problem was to run regression with first difference of variables.
Iqbal, Javed
core   +1 more source

DETERMINANTS OF TRADE BALANCE IN ETHIOPIA:EVIDENCE FROM ARDL MODEL

open access: yes
The annual time series data used in this study span the years 1980 to 2021 to investigate the factors influencing Ethiopia's trade balance. The analysis employs the Autoregressive Distributed Lag (ARDL) model to capture both short-term and long-term dynamics among the variables.
openaire   +2 more sources

Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach [PDF]

open access: yes
This paper examines the major sources of economic growth in Iran using annual time series data (1960 to 2003). The time series properties of the data are analysed by Perron’s innovational outlier and additive outlier models.
Pahlavani, Mosayeb
core  

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