econometric modeling
Top PDF econometric modeling:
Econometric Modeling of Passenger Demand for International Air Transport in Nigeria Airports
... the econometric modeling of passenger demand for international air transport in Nigeria Airports with the objective of examining the relationship between the international passenger demand in Nigeria ...
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Recent Development in Econometric Modeling and Forecasting
... 1990s, econometric modeling and forecasting of tourism demand was still restricted to static models, which suffer from quite a few problems such as spurious regression (Song and Witt, ...in ...
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Inter-Fiber Competition: Econometric Modeling of U.S. Cotton and Polyester Fiber Demand
... Several researchers have investigated the econometric modeling of inter-fiber competition in the past. Lewis [15] developed mill demand equations for natural fibers (cotton, apparel wool and carpet wool) ...
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Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity
... data-driven econometric framework that promotes an understanding of the relationship between financial institutions using a nonlinearly modified Granger- causality ...
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Econometric modeling for optimal hedging in commodity futures: An empirical study of soybean trading
... The optimal hedge ratio (OHR) is basically based on the coefficient of the regression between the change in the spot prices and the change in price of the hedging instrument.. The tradi[r] ...
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Understanding Econometric Modeling: Domestic Air Travel in Nigeria and Implication for Planning Process
... other econometric sectors, benefits from and contributes to the economic development of all ...indices. Econometric model was adopted to achieve the ...
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Econometric Modeling and Model Falsification
... Buck and Lady [10] showed that the sign pattern of the reduced form estimated by Goldberger [14] and used by Berndt [2] falsified the zero and other restrictions on the model’s structura[r] ...
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An Econometric Modeling of Development Process using Artificial Neural Network: A case study of India
... Abstract: In developing nations GDP is not considered an adequate proxy of development. The per capita income, the quality of life , level of education are considered more relevant parameters of overall development. ...
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Alternative approaches for econometric modeling of panel data using mixture distributions
... Heterogeneity is an important problem faced by the statistician or the econometri- cian trying to infer the behavior of economic agents from available data sets. Economic decison makers are heterogeneous in their ...
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EVOLUTION OF ADVANCED ECONOMETRIC MODELING IN PREDICTION OF TECHNOLOGY ADOPTION: CASE STUDY OF TELEWORK MARKET PENETRATION
... of econometric models has a rich background in different aspects of policy analysis and management ...the modeling techniques and statistical tools which have been used to predict potential market share of ...
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Econometric modeling for transaction cost-adjusted put-call parity: evidence from the currency options market
... A summary of the literature clearly indicates that, without transaction costs, PCPalone is not sufficient to generate conclusions regarding the efficiency of currency options markets. We have therefore developed a ...
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Are Stock Return Dynamics Truly Explosive or Merely Conditionally Leptokurtic? A Case Study on the Impact of Distributional Assumptions in Econometric Modeling
... As can be seen in this table, once the SEMF model specification has been generalized to incorporate such widely recognized features of stock and index returns as 1 a non-zero mean and 2 [r] ...
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Cultural Diversity in Western Asia: Econometric Modeling of Trust and Ranking by Homogeneity
... For this purpose two mathematical methods - method of places and taksonometric (quasi distance) method - are applied. We also conduct the correlation and regression ana[r] ...
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Effective energy commodities’ risk management: Econometric modeling of price volatility
... The current study emphasizes on the importance of the development of an effective price risk management strategy regarding energy products, as a result of the high volatility of that particular market. The study provides ...
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Econometric Modeling of Investments Distribution (Republic of Uzbekistan)
... proposed econometric and economic-mathematical modeling model, along with the abovementioned facts, is a scientifically-practical development of the current state of the national economy and the development ...
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Influential Factors in the Econometric Modeling of the Price of Wheat in the United States of America
... state. Modeling the price of Hard Winter Red wheat (the most common type of wheat) is of extreme economic and social ...the econometric mod- eling of the price of wheat allows for more effective ...
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Volatility and correlation in financial markets: Econometric modeling and empirical pricing
... accurate modeling of the bond-stock correlation can provide investors with better diversification or hedging ...common econometric approaches in modeling correlations of multi ple assets are the ...
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Causal misspecifications in econometric models
... First, in order to analyze causality as defined in the Bayesian network literature, Pearl’s (2009) framework is limited to models with acyclic re- lationships, or recursive systems, which means there are no cycles of ...
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An Econometric Model of Inflation in India
... agricultural GDP and money supply during 1952-2010 in a cointegration framework in India which showed output has highly significant and negative relationship with inflation and money supply has a highly significant and ...
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Methodological mistakes and econometric consequences
... null hypothesis that the two series are independent can be important to assess whether or not this is a surprising fit. How to construct a good test is not of relevance to the present discussion. It is the second step ...
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