Results 1 to 10 of about 17,892 (264)
Econometric ridge regression models of risk-sensitive sunflower yield
The article considers econometric ridge regression models of the risk-sensitive sunflower yield on the example of an export-oriented agricultural crop.
M.I. Slozhenkina +6 more
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This paper analyses the relationship between the domestic credit to GDP ratio and economic growth in a group of 11 countries in Central and Eastern Europe.
Wojciech Grabowski +1 more
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Simulation of econometric models [PDF]
The purposes of this tutorial are to present some fundamental properties of econometric model structures relevant to effective understanding of simulation procedures, and to describe the use of simulation software for analysis and forecasting.The fundamental concepts of model specification are developed formally to provide a logical foundation for ...
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MODELING CYCLES IN ECONOMETRIC MODELS
The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component.
Anatoly B. Yusov, Antonina A. Kasatkina
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The Econometrics of DSGE Models [PDF]
In this paper, I review the literature on the formulation and estimation of dynamic stochastic general equilibrium (DSGE) models with a special emphasis on Bayesian methods. First, I discuss the evolution of DSGE models over the last couple of decades.
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Presents a likelihood-based introduction to econometrics. Discusses the Bernoulli model; inference in the Bernoulli model; a first regression model; the logit model; the two-variable regression model; the matrix algebra of two-variable regression; the multiple regression model; the matrix algebra of multiple regression; misspecification analysis in ...
Hendry, D, Nielsen, B
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Is Health Status a Determinant of The Economic Activity? Some Evidence From Poland
Health condition is an important area of social life. Employees in good health work more efficiently and effectively than sick ones. It is widely accepted that health is one of the elements of human capital and a factor in determining the situation of ...
Paweł Ulman +2 more
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Econometrics of network models [PDF]
In this article I provide a (selective) review of the recent econometric literature on networks. I start with a discussion of developments in the econometrics of group interactions. I subsequently provide a description of statistical and econometric models for network formation and approaches for the joint determination of networks and interactions ...
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The role of transition regime models for corn prices forecasting
: Given the relevance of corn for food and fuel industries, analysts and scholars are constantly comparing the forecasting accuracy of econometric models.
Vinícius Phillipe de Albuquerquemello +3 more
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The shipping market, a major component of the global economy, is characterized by high risk and volatility. The Baltic dry index is an influential indicator in the world shipping market and international trade.
Xin Zhang +2 more
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