Autoregressive conditional root model [PDF]
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]
Magammana T +4 more
europepmc +1 more source
AN IMPROVEMENT OF THE TANZI METHOD FOR THE ESTIMATION OF ITALIAN UNGERGROUND ECONOMY [PDF]
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]
Al Mutair A +8 more
europepmc +1 more source
The Market Impact of a Limit Order [PDF]
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
Agricultural carbon footprints, renewable energy and sustainable development in Asia. [PDF]
Liu H, Liu Y.
europepmc +1 more source
The asymmetric and long-run effect of energy productivity on environmental quality in Ireland. [PDF]
Kirikkaleli D, Karmoh Sowah J, Addai K.
europepmc +1 more source
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis [PDF]
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
Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]
Tjøstheim D.
europepmc +1 more source
Environmental innovation and environmental sustainability in a Nordic country: evidence from nonlinear approaches. [PDF]
Kirikkaleli D, Addai K, Karmoh JS.
europepmc +1 more source

