Data and econometric modelling
Aspects of econometric modelling
... Regarding the third problem of Fisher, asymptotic distributions of different estimators and test statistics are easily obtained. However, sample sizes in typical econometric data are quite small and hence ...
332
Reformulating empirical macro econometric modelling
... or econometric model for forecasting, then there are many ways of increasing its robustness, as discussed in Clements and Hendry ...the data, and thereby induce the differences of the forecast errors that ...
27
Spatial Cointegration analysis in econometric Modelling
... 1. Introduction. During the last two decades applied economists attempting to estimate times series econometric models have been aware of difficulties that arise when unit roots are present in the data. To ...
15
Reformulating empirical macro-econometric modelling
... or econometric model for forecasting, then there are many ways of increasing its robustness, as discussed in Clements and Hendry ...the data, and thereby induce the differences of the forecast errors that ...
27
Structural macro-econometric modelling in a policy environment
... Leaving this debate aside, given the way the models were used it would have been very difficult to perform a satisfactory evaluation of them. The reason was the method of producing a series on the short-run steady state ...
39
The dynamics of growth: Econometric modelling and the implications for employment
... C H APTER 1. D ISTRIBU TIO N DYNAMICS: A N E W APPROACH 46 Markov process can lead to very misleading conclusions. This is true both in terms of the transition probabilities and in terms of the limiting distributions. ...
192
Analysis and Econometric Modelling of the Monetary Sector in the Slovak Republic
... macro-economic modelling of the econometric type has almost a 30- years tradition in the Slovak Republic, the econometric modelling of the more detailed money structure has no history at ...no ...
21
Essays on the econometric modelling and forecasting of shipping market variables
... Devanney (1971) develops a model for ship chartering strategy. He considers the TC rate and compares it with multiple spot rates. His model maximizes the expected present value earnings until the end of the operational ...
200
Issues in the accommodation of model uncertainty in macro-econometric modelling
... US data over 1968q4 2014q3, including all the data vintages available for actual and expected output and price data from surveys aver the ...survey data and revisions ...revisions data ...
245
Spatial Price Transmission, Transaction Costs, and Econometric Modelling and Modelling Salmonella Spread in Broiler Production
... With a proper system of data collection and an accurate model, it is possible to estimate the potential losses arising from Salmonella spp. contamination, unrelated to foodborne diseases. The detection on the ...
102
An econometric modelling of financial development-aggregate energy consumption nexus for Ghana
... small data set and can be used whether the stationarity properties of the variables are known or unknown, although, none of the variables should be integrated of order ...
9
An econometric modelling of financial development aggregate energy consumption nexus for Ghana
... small data set and can be used whether the stationarity properties of the variables are known or unknown, although, none of the variables should be integrated of order ...
9
Bayesian econometric modelling of informed trading, bid-ask spread and volatility
... trade-related data such as the spread between bid and ask quotes, the number of transactions, traded vol- ume, the duration between trades, trade direction and other derived variables contain valuable information ...
165
ASSESSMENT OF BUSINESS CLIMATE IN THE AGRICULTURAL SECTOR OF ALBANIA USING ECONOMETRIC MODELLING
... Data we used to carry out our research come from observation; we collected data from 200 randomly selected farmers in the area of Korça. We focus on Korça area because it is a prominent agriculture area of ...
16
A review of spatial econometric models for count data
... count data in research areas like technology spillovers, patenting activities, insurance payments, and crime forecasting, specialized models for analysing such data have received little attention in ...
48
Integrating Econometric and Environmetric Modelling
... 13). Other parameters critically affecting the results are those characterizing the degree of substitutability among commodities (especially raw energy forms) in production and consumption. Economic studies attempting to ...
15
Econometric Modelling at the Bank of Greece
... operational econometric model in Greece for many years, providing assistance to the members of the Monetary Policy Committee of the Bank of Greece over a broad spectrum of issues related to their economic policy ...
24
Econometric Modelling for Revenue Projections
... 3. The estimation of the parameters is based on the OLS (Ordinary Least Squares) method, using data from the period 1991-92 to 2012-13 2 . In the empirical investigation process, other variables have also been ...
8
Econometric Modelling of Energy & Financial Markets
... The detection of fraudulent behavior conducted by individuals is mainly based on Hill (1988), who ran an experiment with 742 students asking them to randomly guess a six-digit number. The results show that the first ...
167
MODELLING SRI LANKAN OIL DEMAND: AN ECONOMETRIC APPROACH
... As in 2011 petroleum accounts for 24% of import bill and 45% of exports. Hence more resources will be required for imports in absolute and relative terms in future (Samaratunga, 2014). As it is an emerging need to get an ...
17