Results 161 to 170 of about 28,205 (317)

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

A Spatial Probit Econometric Model of Land Change: The Case of Infrastructure Development in Western Amazonia, Peru. [PDF]

PLoS One, 2016
Arima EY.
europepmc   +1 more source

Developing Predictive Models for Stock Market Behavior Using Machine Learning and Econometrics

Aditya Chauhan
openalex   +1 more source

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

MULTIMAC IV: A Disaggregated Econometric Model of the Austrian Economy

, 2005
Kurt Kratena, Gerold Zakarias
openalex   +1 more source

Parameterizing Spatial Weight Matrices in Spatial Econometric Models

Tan, Chang, Kesina, Michaela, Elhorst, J. Paul   +2 more
openalex   +1 more source

EU practices of education staff planning (Application of econometric models)

, 2011
Mr.Sc. Sahit Surdulli, Mr.Sc. Lekë Pula
openalex   +1 more source

Econometric modeling of share quotation in PJCS "Rostelekom" [PDF]

, 2016
Vasilisa Vyacheslavovna Klimashina, Vasilisa Vyacheslavovna Klimashina   +1 more
openalex   +1 more source

Addressing Causality and Homogeneity Assumptions in Exposure‐Response Analyses

Clinical Pharmacology &Therapeutics, EarlyView.
Exposure‐response, or pharmacokinetic–pharmacodynamic (PKPD), analyses support many drug development decisions. It is typically applied without assessment of causality and homogeneity, where the latter refers to the assumption that the reason for variability in exposure is unimportant for the impact on response.
Mats O. Karlsson, Divya Brundavanam
wiley   +1 more source

Parallelization experience with four canonical econometric models using ParMitISEM

, 2016
Nalan Baştürk, Stefano Grassi, Lennart F. Hoogerheide, Herman K. van Dijk   +3 more
openalex   +1 more source