Results 251 to 260 of about 331,204 (283)

Joint Estimation and Bandwidth Selection in Partially Parametric Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson   +2 more
wiley   +1 more source

Predicting BRICS NIFTY50 returns using XAI and S.A.F.E AI lens. [PDF]

open access: yesFront Artif Intell
Ghosh I   +4 more
europepmc   +1 more source

Value Chain Analysis and Strategic Framework for Economic Upgrading in North Macedonia’s Critical Minerals Sector

open access: yes
Kiselicki M   +9 more
europepmc   +1 more source

Share Prices and Macroeconomic Factors

Journal of Business Finance & Accounting, 1997
The APT with macroeconomic factors put forward by Chen, Roll and Ross (1986) was tested using monthly Australian sectoral share‐price indexes for 1980–1994. The inflation rate was found to be consistently priced. The significance of other factors was found to depend on the choice of sample period and estimation method. The model was compared to both an
Nicolaas Groenewold, Patricia Fraser
openaire   +2 more sources

Macroeconomic News and Risk Factor Innovations

Managerial Finance, 2010
PurposeThe purpose of this paper is to determine if macroeconomic announcements affect the Fama‐French market, size, book‐to‐market risk factors and momentum factor.Design/methodology/approachUsing unexpected announcements of major macroeconomic indicators, a study is made of how daily innovations of risk factors react to macroeconomic shocks.
Thomas Gosnell, Ali Nejadmalayeri
openaire   +1 more source

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