Results 61 to 70 of about 63,609 (288)
Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics [PDF]
After brief remarks on the history of modeling and inference techniques in economics and econometrics , attention is focused on the emergence of economic science in the 20th century. First, the broad objectives of science and the Pearson-Jeffreys' "unity
Arnold Zellner
core
Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach [PDF]
, 2003 This paper is concerned with the problem of estimating the demand for health care with panel data. A random effects model is specifed in a semiparametric Bayesian fashion using a Dirichlet process prior. This results in a very exible mixture distribution
Jochmann, M., Leon-Gonzalez, R.
core +2 more sources
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
RUDN Journal of Informatization in Education, 2016 The article describes the best ways of using of information technologies in the teaching of the discipline “Econometrics: basic level”, which appears an inseparable part of the applied mathematical training for Economics students at Plekhanov Russian ...
D A Vlasov, A V Sinchukov
doaj
Econometrics: A Bird’s Eye View [PDF]
As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly over the past few decades. Major advances have taken place in the analysis of cross sectional data by means of semi-parametric and non ...
Joel Horowitz +2 more
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Using DSGE and Machine Learning to Forecast Public Debt for France
Journal of Forecasting, EarlyView.ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos +4 more
wiley +1 more source
Uncertainty Evaluation of Effects of Trade Openness on Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2011 Due to uncertainty in economic growth theories, existence of various proxies for effective factors on economic growth, and lack of indication of the most appropriate econometric model for investigating effective variables on economic growth, the ...
Asadollah Jalalabadi, Javid Bahrami
doaj
Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator [PDF]
Replaced with revised version of paper 07/15/08.volatility, theory of storage, futures markets, Bayesian econometrics, lumber, Marketing,
Dorfman, Jeffrey H. +2 more
core +1 more source
Econometrics: A bird's eye view [PDF]
, 2008 As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly over the past few decades. Major advances have taken place in the analysis of cross sectional data by means of semi-parametric and non ...
Geweke, J, Horowitz, JL, Pesaran, MH
core +1 more source
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
Journal of Futures Markets, EarlyView.ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source