Results 11 to 20 of about 6,287,806 (357)
Partial Structural Break Identification [PDF]
Oxford Bulletin of Economics and Statistics, 2017 AbstractWe propose an extension of the existing information criterion‐based structural break identification approaches. The extended approach helps identify both pure structural change (break) and partial structural change (break). A pure structural change refers to the case when breaks occur simultaneously in all parameters of regression equation ...
Han, C., Taamouti, A.
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Hitit Sosyal Bilimler Dergisi, 2021 Büyüme, döviz girişi, ödemeler dengesi, yatırım fırsatları ve yeni istihdam alanları üzerindeki olumlu etkisi açısından turizm, günümüzde ekonomideki en önemli sektörlerden biridir.
Yusuf Demir
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Nonparametric inference on structural breaks [PDF]
Journal of Econometrics, 2000 This paper proposes estimators of location and size of structural breaks in a, possibly dynamic, nonparametric regression model. The structural breaks can be located at given periods of time and/or they can be explained by the values taken by some regressor, as in threshold models. No previous knowledge of the underlying regression function is required.
Delgado, Miguel A., Hidalgo, Javier
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PARANIN YANSIZLIĞI HİPOTEZİNİN TÜRKİYE EKONOMİSİ İÇİN TESTİ
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2020 Parasal büyüklükler ile reel ekonomik değişkenlerarasındaki etkileşim, iktisat okullarınca farklı yorumlanmaktadır. Klasik ve Neoklasikokullar paranın yansızlığını savunurken, Keynesyen, Monetarist, Yeni Klasik veYeni Keynesyen okullar ise görüş ...
Onur Oğuz
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Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2021 Container ports are one of the most important parts of the supply chain. Due to high investment and operating costs, the structure and predictability of current and future demands are very important.
Abdullah Açık
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Learning, forecasting and structural breaks [PDF]
Journal of Applied Econometrics, 2008 AbstractWe provide a general methodology for forecasting in the presence of structural breaks induced by unpredictable changes to model parameters. Bayesian methods of learning and model comparison are used to derive a predictive density that takes into account the possibility that a break will occur before the next observation.
John M Maheu, Stephen Gordon
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Evaluation of the Impact of the Covid-19 Pandemic on Consumer Spending in Turkey by Structural Break Analysis [PDF]
Statistika: Statistics and Economy Journal, 2023 The purpose of this study is to investigate and evaluate the impact of the global Covid-19 crisis on consumer spending tendencies in Turkey. The data of the study, which are weekly data, consists of the "Debit Card and Credit Card Expenditure" amounts of
Mehmet Marangoz, Hatice Hicret Ozkoc
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Data, 2021 Economics suffers from a blurred view of the economy due to the delay in the official publication of macroeconomic variables and, essentially, of the most important variable of real GDP.
Pradeep Mishra +13 more
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Mathematics, 2022 This study utilizes a bivariate BEKK-EGARCH model with the setting of a structural break to investigate whether the interactions between stock indices in emerging and developed markets are different in terms of region, emerging stock indices, and ...
Jung-Bin Su
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