Results 11 to 20 of about 89,039 (311)
Econometric analysis of microscopic simulation models [PDF]
Quantitative Finance, 2006 Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to compare different MS models with each other.
Li, Youwei +2 more
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Foreign direct investment and economic growth in Asia: a spatial econometric analysis [PDF]
, 2023 The academic literature provides a lively debate on the impact of FDI on economic growth. Several empirical time series and cross-country studies show mixed evidence concerning the role of FDI in the recipient country’s growth process.
Ghosh Dastidar, S., Makropoulos, A.
core +1 more source
Journal of Modern Science, 2022 Objectives A number of studies have dealt with the effects of economic integration on foreign direct investment, however without a comprehensive and simultaneous analysis of the overall positioning of these countries along the investment development path
Piotr Trąpczyński +3 more
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Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics [PDF]
, 2004 This paper analyses multivariate high frequency financial data using realized covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis, and covariance. It will be based on a fixed interval
Shephard, Neil +3 more
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A Parametric Factor Model of the Term Structure of Mortality
Econometrics, 2019 The prototypical Lee–Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are
Niels Haldrup +1 more
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Mathematics, 2021 To study the reasons of the low academic performance of students in Spain, authorities must consider emotional dimensions, such as well-being, which directly affect their learning achievement.
Sandra González-Gallardo +2 more
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Is Corruption Contagious? An Econometric Analysis [PDF]
SSRN Electronic Journal, 2008 In this paper, I analyze how corruption in one country may be affected by its neighbors' corruption. It seeks to explain why corruption is perpetuating in large geographical areas populated by developing countries despite anticorruption efforts made in the single country.
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Analysis of Lithuanian credit default swaps
Journal of Business Economics and Management, 2015 This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market.
Arvydas Kregzde, Gediminas Murauskas
doaj +1 more source
Reformulating empirical macro-econometric modelling [PDF]
, 2000 The policy implications of estimated macro-econometric systems depend on the formulations of their equations, the methodology of empirical model selection and evaluation, the techniques of policy analysis, and their forecast performance.
Hendry, David F +5 more
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Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Abstract and Applied Analysis, 2013 This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative.
Lina Song, Weiguo Wang
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