Results 211 to 220 of about 21,057 (248)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

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Econometric duration analysis

Journal of Econometrics, 1984
The paper considers formulation and estimation of continuous time econometric duration models: single and multiple spell; a general time inhomogeneous multiple spell. Limited size of samples available in economics, abundance of candidate observed explanatory variables make standard non-parametric procedures used in biostatistics of dubious value. It is
Heckman, James J., Singer, Burton
openaire   +1 more source

Econometric Analysis

2021
In this chapter, I present the baseline econometric model and investigate the impact of heterogeneity on firm performance. Specifically, I show that the social, overall, and global heterogeneities are not correlated with firm performance, while the occupational heterogeneity is positively correlated with performance.
openaire   +2 more sources

An Econometric Analysis of Reservation Wages

Econometrica, 1983
This paper describes an analysis of survey data on unemployed people who reported their asking wage and the wage they expected to earn. We show that if agents' behavior is described by the standard optimal job search model, one can use these data to deduce structural parameters rather than estimate them, and we report our deductions from two surveys^1 ...
Lancaster, Tony, Chesher, Andrew
openaire   +2 more sources

Econometric analysis of cattle auctions [PDF]

, 1998
This paper provides an empirical analysis of cattle auctions taking place in Amstetten, Austria. The particular auctions we focus on are ascending or English auctions. In this market the sellers are usually farmers and the buyers are either farmers as well or resale trade firms.
openaire   +2 more sources

The Foundations of Econometric Analysis

1995
In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in ...
Morgan, M.S., Hendry, D.F.
openaire   +2 more sources