Time series cross-sectional regression analysis
Analysis on the KOSPI200 option from the time-series and cross- sectional perspectives
... This is not because there is no relationship between the transaction fee and trading volume, but because there has been other factors affecting trading volume to [r] ...
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Regression Models for Time Series Analysis
... Observed and predicted weekly filtered total mortality from Model 4... Part II: Binary Time Series[r] ...
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A nonparametric regression cross spectrum for multivariate time series
... multivariate time series that are characterized by deterministic ...A regression cross covariance and spectrum are ...three-dimensional time series consisting of ECG, blood ...
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Combining time series and cross sectional data for the analysis of dynamic marketing systems
... We apply the four approaches to estimate the mean parameters of the VAR model that were discussed in the previous section: 1 we aggregate the data over the 10 cross sections and estimate[r] ...
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The Overlap of Cross Sectional and Time Series Momentum Strategies
... the time series ...the time series and combined 30 security portfolios top the list in terms of monthly ...the time series, cross sectional and combined portfolios, ...
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Patient experience of general practice and use of emergency hospital services in England: regression analysis of national cross-sectional time series data.
... year cross-sectionally; 19-23 31-34 cross-sectional analyses cannot examine temporal relationships between variables and can be more susceptible to residual ...
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Immigration, socio-economic conditions and crime: a cross-sectional versus cross-sectional time-series perspective
... a cross-sectional and a longitudinal analysis, the latter including an ...The cross-sectional analysis findings show that crime intensities are affected by time-invariant ...
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Detecting changes in cross-sectional dependence in multivariate time series
... R Development Core Team. R: A Language and Environment for Statistical Com- puting. R Foundation for Statistical Computing, Vienna, Austria, 2013. URL http://www.R-project.org. ISBN 3-900051-07-0. B. R´emillard. ...
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Cross Sectional and Time Series Momentum Returns and Market States
... 2 Cross-Sectional and Time-Series Momentum Returns and Market States ABSTRACT Recent evidence on momentum returns shows that the time-series (TS) strategy outperforms the ...
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Time Series Analysis and Spurious Regression: An Error Correction
... constrains the justices’ behavior and the Court’s policy outcomes, even after controlling for the social forces that influence the public and the Supreme Court” (86). Casillas, Enns and Wohlfarth (CEW) argue that because ...
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Analysis of a cross section of time series using structural time series models
... If the initial differences between the trend and seasonal components in model (1.3) are defined as random with a proper distribution, the estimates of the state [r] ...
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Time-series and cross-sectional momentum investment strategies: International evidence
... the time-series momentum strategy and from ...the cross-sectional momentum ...future analysis is that when using the time- series momentum strategy in which all stocks are ...
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Regression with Stationary Time Series
... in time are still strongly correlat- ed. What this means for regression analysis is that even as we accumulate a large number of observations, the amount of new information in those observations is ...
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Contesting Europe : a Time-Series Cross-Sectional Analysis of Eurosceptic Influence over Mainstream Political Parties
... of analysis is a variation of Time-Series Cross- Sectional ...permits cross-country and cross-temporal comparison and analysis, which also includes measures of ...
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The Application of Atheoretical Regression Trees to Problems in Time Series Analysis
... A regression tree for the Michigan-Huron lake level data is presented in Figure ...the time to Fisher. It should be noted that because a regression tree only considers binary splits at each node and ...
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Capturing Cross-Sectional Correlation with Time Series: with an Application to Unit Root Test
... the cross-sectional units are ...data analysis is re- cently applied to cross-country data, in which cross-sectional dependence and unit root are ...of time-series ...
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Generalized linear time series regression
... words: Cross-section; Generalized linear time series model; Latent time series; Linear ...Often time series data do not directly lend themselves to a classical ...
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CiteSeerX — Multi-Dimensional Regression Analysis of Time-Series Data Streams
... to linear regression analysis in time-series data ubes.. and de ne our problem for resear
h.[r] ...
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Time Series Analysis of Export Demand Equations: A Cross-Country Analysis
... The paper estimates export demand elasticities for a large number of developing and industrial countries, using time-series techniques that account for the nonsta- tionarity in the data. The average ...
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Volume based referral for cardiovascular procedures in the United States: a cross sectional regression analysis
... We then estimated the number of deaths that could be prevented by the universal adoption of hospital volume minimums using mortality estimates obtained from the procedure-specific multivariable logistic regression ...
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