Results 21 to 30 of about 52,136 (244)
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution [PDF]
, 2007 This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH
Pesaran, Bahram, Pesaran, M. Hashem
core +4 more sources
Pesaran suplemen kesehatan di masa pandemi covid19
, 2021 COVID-19telahberlangsunglebihdari1tahunsejakolehBadanKesehatanDunia/WorldHealthOrganization(WHO)padatanggal11Maret2020sebagaiPandemic.BerdasakanWHOhinggatanggal1April2021terdapat128.540.982kasusterkonfirmasiCOVID-19,dimanadiIndonesiaterdapat1.517.854kasusterkonfirmasiCOVID-19.TerusbertambahnyakasusterkonfirmasiCOVID ...
openaire +1 more source
Post-Stimulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-Nested Hypothesis Test Statistics [PDF]
International Finance Discussion Papers, 1986 "Monte Carlo experimentation in econometrics helps 'solve' deterministic problems by simulating stochastic analogues in which the analytical unknowns are reformulated as parameters to be estimated." (Hendry (1980) With that in mind, Monte Carlo studies may be divided operationally into three phases: design, simulation, and post-simulation analysis ...
openaire +2 more sources
Forecasting Economic and Financial Variables with Global VARs [PDF]
, 2008 This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of countries in the global economy.
Alogoskoufis +25 more
core +4 more sources
International Journal of Polymer Science, 2015 A new nanoporous biomatrix originated from bacterial resources has been chosen for urease immobilization. Urease has been immobilized on synthesized bacterial cellulose nanofiber since this enzyme has a key role in nitrogen metabolism.
M. Pesaran, Gh. Amoabediny, F. Yazdian
doaj +1 more source
Macroeconometric Modelling with a Global Perspective [PDF]
, 2006 This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann and Weiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic ...
M. Hashem Pesaran, Ron Smith
core +3 more sources
An application of artificial neural network to predict the added value of oil, gas and petroleum industry products [PDF]
Management Science Letters, 2013 This paper presents an empirical investigation on fluctuation and trend of added value changes in oil and gas industries and their products and also to anticipate the current added value of these industries.
Hossein Vazifehdust +2 more
doaj
A Bias-Adjusted LM Test of Error Cross Section Independence [PDF]
, 2006 This paper proposes bias-adjusted normal approximation versions of Lagrange multiplier (NLM) test of error cross section independence of Breusch and Pagan (1980) in the case of panel models with strictly exogenous regressors and normal errors.
Pesaran, M. Hashem +2 more
core +2 more sources
Price Transmission During Promotions: A Case Study of Spanish Milk Brands
Agribusiness, EarlyView.ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui +2 more
wiley +1 more source
Acta Economica, 2020 Neglected Tropical Diseases (NTDs) are a category of diseases that cause severe infection to over one billion people worldwide. They impact the world’s poorest people, decrease the quality of life and productivity of employees, hinder physical and ...
Joseph Afolabi Ibikunle
doaj +1 more source