Results 81 to 90 of about 368,289 (240)
Assessing the impact of military expenditures on economic growth: A case study of Azerbaijan [PDF]
Analyzing the connection between military expenditure and economic growth is interesting due to its policy implications, particularly in geopolitically strategic regions.
Ramil Hasanov+4 more
doaj +1 more source
Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro ...
openaire +3 more sources
Variation, jumps, market frictions and high frequency data in financial econometrics [PDF]
We will review the econometrics of non-parametric estimation of the components of the variation of asset prices. This very active literature has been stimulated by the recent advent of complete records of transaction prices, quote data and order books ...
Neil Shephard, Ole E. Barndorff-Nielsen
core
"On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited" [PDF]
We develop the likelihood ratio criterion (LRC) for testing the coefficients of a structural equation in a system of simultaneous equations in econometrics. We relate the likelihood ratio criterion to the AR statistic proposed by Anderson and Rubin (1949,
Naoto Kunitomo, T. W. Anderson
core
On the interaction between forecasting and inventory control [PDF]
forecasting;inventory control ...
Kok, A.G. de+2 more
core +1 more source
The second derivative of the likelihood of an exact ARMA model [PDF]
ARMA Models ...
Leeuw, J.L. van der
core +1 more source
On the estimation of a fixed effects model with selective non-response [PDF]
Economics;Statistical Methods ...
Verbeek, M.J.C.M.
core +1 more source
On M-functions and their application to input-output models [PDF]
Models ...
Kaper, B.
core +1 more source
Air mobility of people and airport growth potential in regions of Russia
The article is about Russian regional airports, air mobility of people in regions of Russia, geographical distribution and results of econometric forecasting of these figures based on demographic and economic factors.
Ryazanov Vlas
doaj +1 more source