Results 71 to 80 of about 2,459,647 (188)
Forecasting interest rates: A Comparative assessment of some second generation non-linear model [PDF]
Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success.
Dilip M. Nachane, Jose G. Clavel
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FORECASTING INTEREST RATES - A COMPARATIVE ASSESSMENT OF SOME SECOND GENERATION NON-LINEAR MODELS [PDF]
Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success.
Dilip M. Nachane, Jose G. Clavel
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Entrepreneurial Business and Economics Review, 2019 Objective: The study seeks to analyse the interaction of foreign direct investment, emigration, and immigration before and after the great economic recession.
Antonio Mihi-Ramirez +2 more
doaj +1 more source
Cointegrating MiDaS Regressions and a MiDaS Test [PDF]
This paper introduces cointegrating mixed data sampling (CoMiDaS) regressions, generalizing nonlinear MiDaS regressions in the extant literature.
J. Isaac Miller
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International Journal of General Medicine, 2022 Yikeber Abebaw Moyehodie, Mitiku Wale Muluneh Department of Statistics, Debre Tabor University, Debre Tabor, EthiopiaCorrespondence: Yikeber Abebaw Moyehodie, Department of Statistics, Debre Tabor University, Debre Tabor, Ethiopia, Email ykebera@gmail ...
Abebaw Moyehodie Y, Wale Muluneh M
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Profiled deviance for the multivariate linear mixed-effects model fitting
, 2017 This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard deviations.
Adjakossa, Eric, Nuel, Grégory
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Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth [PDF]
We investigate two methods for using daily stock returns to forecast, and update forecasts of, quarterly real output growth. Both methods aggregate daily returns in some manner to form a single stock market variable.
Anthony S. Tay
core +1 more source
Linear Mixed Effect Model with Application to Random Blood Sugar Data
Journal of Biostatistics and Epidemiology, 2019 Background & aim: Diabetes mellitus is a common, chronic, metabolic syndrome characterized by hyperglycemia as a cardinal biochemical feature. Type-1 diabetes is a continuing hormonal deficiency disorder that has significant short-term impacts on health ...
Melkamu Ayana Zeru
doaj
Markov-Switching MIDAS Models [PDF]
This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov ...
Massimiliano Marcellino, Pierre Guerin
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Portfolio Selection with minimum transaction lots: an approach with dual expected utility [PDF]
In this paper we analyse the portfolio selectionproblem with minimum transactionlots in the context of non-expected utility theory. We assume that the decisionmaker ranks the alternatives by using a specific DualExpectedUtility.
Floriana Filippini, Marisa Cenci
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