error-in-variables model
Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model
... macroeconomic variables for New Zealand. The variables that used are long-run and short-run interest rate, inflation rate, exchange rate, GDP, money supply and domestic retail oil ...macroeconomic ...
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Investigating the Stability of Money Demand in Ghana
... the variables were non stationary, then test of cointegration and the possible number of cointegrating relationships was done using the Johansen test of cointegration (see Johansen, ...the variables had a ...
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The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/ Vector Autoregressive Approach
... Talking about the secondary sector firms, it is found that the macroeconomic variables have a long-term relationship with book leverage and net equity, both. The firms which belong to this sector are the most ...
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The Error Correction Model as a Test for Cointegration
... In this paper we generate critical values for a test for cointegration based on the joint significance of the levels terms in an error correction equation. We show that the appropriate critical values are higher ...
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Relationship between International Tourist and Their Length of Stay towards Share of Gross Domestic Product of Nepalese Tourism: Vector Error Correction Model Approach
... the variables GDP, TOUR and AVLS under 4 lag of ...vector error correction model has indicated that GDP elasticity with respect to average length of stay is more elastic as compared to GDP elasticity ...
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The Moderating Roles of Government in Poverty Reduction in Nigeria
... the model from short run to the long run equilibrium state, the result for the error correction term is ...the model from short run to the long ...the error correction term is ...the ...
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Assessing the international parity conditions and transmission mechanism for Malaysia China
... forcing variables (which, in our case, the Chinese ...reduced-form error correction of the VECMX short-run model can then be estimated, where variables are separated into the conditional ...
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Shapley value regression and the resolution of multicollinearity
... standard error of estimate rendering test of hypothesis misleading or paradoxical, often such that although R 2 could be very high, individual coefficients may all have poor Student’s t- ...regressor ...
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Finance and growth in a small open emerging market
... If the variables in a system are cointegrated, then the short-run analysis of the system should incorporated the error-correction term ECT to model the adjustment for the deviation from [r] ...
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The Relationship between Education Expenditure and Economic Growth in Turkey: Bounds Testing Approach
... independent variables (for example, if there is a regression, both its own value’s and the lagged value’s) to 1 difference from the sum of the coefficients of the dependent variables (Johnston and Dinardo ...
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Does shariah stock index lead or lag the exchange rate and macroeconomic variables? evidence from Japan based on ARDL
... the error-correction model result (Table 8). A significant error-correction coefficient is a confirmation of earlier findings ...among variables. The size of the error-correction ...
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The Interaction of Macroeconomic Variables on Capital Inflow in Emerging Market Countries in ASEAN: Panel Error Correction Model Approach
... best model for short-term equations is CEM; based on panel data estimations for CEM in Equation (7), the error term lag significantly affects changes in capital ...
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Simulation and application of spatial autoregressive geographically weighted regression model (SAR GWR)
... regression model leads to bias, inconsistency and inefficient ...exogenous variables (SLX), spatial error model (SEM), and spatial Durbin model ...coefficient model (VCM) is ...
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Operational hydrological data assimilation with the recursive ensemble Kalman filter
... TopNet uses seven calibrated parameters for each sub- catchment. To reduce the dimensionality of the parameter estimation problem, initial values for the parameters were estimated from the sources described. The spatial ...
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Detection of Collinearity Effects on Explanatory Variables and Error Terms in Multiple Regressions
... the model then multicollinearity is a serious issue because a particular p-value will tend to be higher than necessary and a very wider confidence interval which may include ...explanatory variables will ...
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Structural dynamics of the money supply in Benin from 2001 to 2012
... economic variables on the money ...an Error Correction Model, he concluded that the monetary base is not really exogenous is ...an Error Correction Model (ECM) explaining the variations ...
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Model error in weather forecasting
... that model error is small, need to be further ...operational model relative to the anal- ...the model should shadow on average only at a radius greater than half the ...all model ...
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Estimating the error correction model for Sudanese exchange rate
... I(1) variables is quite important and has led economists to reexamine many aggregate time series regressions whose statistics were very significant and whose R-squared were extremely ...I(1) variables ...
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Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
... the variables in the model as well as the economic relationships of interest to the macroeconomists ...the error covariance ...to model parameter change in the eco- nomic feature under ...
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Unbiased estimation of a nonlinear function of a normal mena with application to measurement-error models
... Key Words and Phrases: errors-in-variables; functional models; generalized linear model; H-estimation; measurement error; structural IIIOdels; unbiased estimation... ABSTRACT.[r] ...
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