Results 101 to 110 of about 6,407 (183)

Autoregressive conditional root model [PDF]

open access: yes
In this paper we develop a time series model which allows long-term disequilibriums to have epochs of non-stationarity, giving the impression that long term relationships between economic variables have temporarily broken down, before they endogenously ...
Anders Rahbek, Neil Shephard
core  

Breaking the cycle: long-term socio economic determinants of child labour in SAARC countries. [PDF]

open access: yesBMC Public Health
Magammana T   +4 more
europepmc   +1 more source

AN IMPROVEMENT OF THE TANZI METHOD FOR THE ESTIMATION OF ITALIAN UNGERGROUND ECONOMY [PDF]

open access: yes
This paper deals with the Tanzi method for the estimation of underground economy. The approach is discussed and modified. Refinements on the variables and on the econometric technique are proposed. The “adjusted” Tanzi method is then used to estimate the
Maurizio Bovi
core  

Conventional and hybrid time series models for forecasting medication dispensing and errors integration in automated dispensing cabinets. [PDF]

open access: yesSci Rep
Al Mutair A   +8 more
europepmc   +1 more source

The Market Impact of a Limit Order [PDF]

open access: yes
Despite their importance in modern electronic trading, virtually no systematic empirical evidence on the market impact of incoming orders is existing.
Nikolaus Hautsch, Ruihong Huang
core  

The asymmetric and long-run effect of energy productivity on environmental quality in Ireland. [PDF]

open access: yesEnviron Sci Pollut Res Int, 2023
Kirikkaleli D, Karmoh Sowah J, Addai K.
europepmc   +1 more source

Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis [PDF]

open access: yes
The role of expectations for economic fluctuations has received considerable attention in recent business cycle analysis. We exploit Markov regime switching models to identify shocks in cointegrated structural vector autoregressions and investigate ...
Helmut Luetkepohl, Markku Lanne
core  

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