Results 21 to 30 of about 118,950 (155)
Forecasting poverty in East Java using vector autoregressive method and vector error correction model [PDF]
E3S Web of Conferences, 2023 People experiencing poverty are people who are unable to fulfil their basic needs. A region with a dense population is prone to problems overcoming poverty.
Sofro A’yunin +2 more
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Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models [PDF]
SSRN Electronic Journal, 2010 We analyze estimators and tests for a general class of vector error correction models that allows for asymmetric and nonlinear error correction. For a given number of cointegration relationships, general hypothesis testing is considered, where testing for linearity is of particular interest.
Kristensen, Dennis, Rahbek, Anders
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Electronic Payment and Economic Growth in Indonesia
JDE (Journal of Developing Economies), 2021 The purpose of this study is to investigate the effect of non-cash payment transactions on economic growth in Indonesia and to see the responses from supporting variables, such as the velocity of money and the price of transactions. This study involves a
Wasiaturrahma Wasiaturrahma +1 more
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The Vector Error Correction Index Model: Representation, Estimation and Identification
SSRN Electronic Journal, 2023 SummaryThis paper extends the multivariate index autoregressive model to the case of cointegrated time series of order (1,1). In this new modelling, namely the vector error-correction index model (VECIM), the first differences of series are driven by some linear combinations of the variables, namely the indexes. When the indexes are significantly fewer
Cubadda, Gianluca, Mazzali, Marco
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Macroeconomic Variables and Profitability in the Indonesian Islamic Banking Industry
El Barka, 2021 Profitability level is one of performance indicator in banking industry, including the Islamic banking industry. The purpose of this study is to analyse the short-run and long-run impact of macroeconomics variables to profitability in the Indonesian ...
Mohammad Nur Rianto Al Arif +1 more
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Automated Estimation of Heavy-Tailed Vector Error Correction Models
Statistica Sinica, 2023 Summary: This paper proposes an automated approach that uses adaptive shrinkage techniques to determine the cointegrating rank and estimate the parameters simultaneously in a vector error correction model with unknown order \(p\) when its noise is represented by independent and identically distributed heavy-tailed random vectors with tail index ...
Guo, Feifei, Ling, Shiqing, Mi, Zichuan
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An improved distance vector-Hop localization algorithm based on coordinate correction
International Journal of Distributed Sensor Networks, 2017 In order to improve the localization accuracy of distance vector-Hop algorithm under the random topology network scenarios, a novel algorithm named coordinates correction-distance vector-Hop is proposed. Coordinates correction-distance vector-Hop defines
Xing Wang, Yunfeng Nie
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Question classification with support vector machines and error correcting codes [PDF]
Proceedings of the 2003 Conference of the North American Chapter of the Association for Computational Linguistics on Human Language Technology companion volume of the Proceedings of HLT-NAACL 2003--short papers - NAACL '03, 2003 In this paper we consider a machine learning technique for question classification. The goal is to replace our regular expression based classifier with a classifier that learns from a set of labeled questions. We have realized that an enourmous amount of time is required to create a rich collection of patterns and keywords for a good coverage of ...
Kadri Hacioglu, Wayne H. Ward
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Estimation of vector error correction models with mixed‐frequency data [PDF]
Journal of Time Series Analysis, 2012 Vector autoregressive (VAR) models with error‐correction structures (VECMs) that account for cointegrated variables have been studied extensively and used for further analyses such as forecasting, but only with single‐frequency data. Both unstructured and structured VAR models have been estimated and used with mixed‐frequency data.
Seong, Byeongchan +2 more
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An Assessment of House Loans Cointegration with Macro Variables in Selected Euro Zone Countries
Ekonomika, 2020 This paper performs an empirical study on house loans, interest rates, unemployment, and house rent prices relationship in Germany, France, Spain and Italy from the year 2003 to 2018.
Kazys Kupčinskas +1 more
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