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The Slowdown in Soviet Defense Expenditures: Comment [PDF]
, 1990 The reason for the apparently opposing results in Brada and Graves\u27 (1988) attempt to explain the reasons for the slowdown in USSR defense expenditures in the mid-1970s is that their analysis suffers from a serious serial correlation problem.
Brada, Josef C. +2 more
core +2 more sources
The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
doaj +1 more source
A Multi-variables Multi -sites Model for Forecasting Hydrological Data Series
Journal of Engineering, 2023 A multivariate multisite hydrological data forecasting model was derived and checked using a case study. The philosophy is to use simultaneously the cross-variable correlations, cross-site correlations and the time lag correlations. The case study is of
Rafa H. Al-Suhili +1 more
doaj +1 more source
The Application of Ridge Approach to the Modeling of Urban Housing Prices in Iran [PDF]
جغرافیا و پایداری محیط, 2018 Housing is one of the basic and vital needs of individual and social life. In development economics, the importance of housing is so high that it is one of the indicators of development and development of countries.
Hamed Abbasi , Hamid Mirhashemi
doaj
Monitoring of the Healthy Neonatal Transition Period with Serial Lung Ultrasound
Children, 2023 Ultrasound has been used to observe lung aeration and fluid clearance during the neonatal transition period, but there is no consensus regarding the optimal timing of lung ultrasound. We aimed to monitor the trend of the serial lung ultrasound score (LUS)
Po-Chih Lin +7 more
doaj +1 more source
Iterative Data-adaptive Autoregressive (IDAR) whitening procedure for long and short TR fMRI
Frontiers in NeuroscienceIntroductionFunctional magnetic resonance imaging (fMRI) has become a fundamental tool for studying brain function. However, the presence of serial correlations in fMRI data complicates data analysis, violates the statistical assumptions of analyses ...
Kun Yue +5 more
doaj +1 more source
Serial correlation and TEV bias in index funds
South African Journal of Business Management, 2003 Index or passive fund managers and investors analyse the interim volatility of the difference between their fund’s returns and the index’s returns, i.e.
H. Raubenheimer
doaj +1 more source
Exploration into power of homogeneity and serial correlation tests
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013 Verification of regression models is primarily based on analysis of error terms and constitutes one of the most important steps in applied regression analysis. In cross-sectional models, the error terms are typically heteroskedastic, while in time series
Luboš Střelec, Václav Adamec
doaj +1 more source
The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models [PDF]
Expert Journal of Economics, 2014 This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately.
Mei-Yu LEE
doaj
Unexpected volatility and intraday serial correlation [PDF]
Quantitative Finance, 2009 We study the impact of volatility on intraday serial correlation, at time scales of less than 20 minutes, exploiting a data set with all transaction on SPX500 futures from 1993 to 2001. We show that, while realized volatility and intraday serial correlation are linked, this relation is driven by unexpected volatility only, that is by the fraction of ...
BIANCO S, RENO', ROBERTO
openaire +5 more sources