نتایج جستجو برای: 2008 modern time series econometric analysis methods
تعداد نتایج: 5637901 فیلتر نتایج به سال:
The article describes the flow of tourists to Republic Uzbekistan and methods analysis forecasting based on econometric modeling development process its seasonal characteristics. Econometric developed by foreign local scientists were analyzed divided into groups analyze changing predict future number. Among them, additive model in group time series reflecting seasonality tourist was found meet ...
One can have an impact on a field in a variety of ways such as papers published in prestigious journals, through service to associations, and through students. Certainly, James LeSage has published extensively in a variety of fields including economics and econometrics, regional science, spatial econometrics and statistics. He has helped organize sessions and performed other conference-related ...
This paper investigates the relationship between economic development and female labor force participation in the Middle East and North Africa (MENA). Using a panel data set of 20 countries in the region for the period of 1990-2012, I develop an econometric model that tests the U-shape hypothesis. This study builds upon previous literature examining the U-shape hypothesis in time series studies...
here have been few attempts to model the demand for factors of pro-JL duction at a sub-national level, even though the main emphasis of regional policy in most countries has been an attempt to increase the demand for labour and capital through the availability of factor subsidies. Estimates of the parameters of production functions are more readily available with regard to the US and Japanese r...
FRB/US is a large-scale quarterly econometric model of the U.S. economy, developed to replace the MPS model. Most behavioral equations are based on specifications of optimizing behavior containing explicit expectations of firms, households, and financial markets. Although expectations are explicit, the empirical fits of the structural descriptions of macroeconomic behavior are comparable to tho...
There have been a number of studies that have sought to understand the pattern of aggregate business failure rates and model the macro-economic determinants of aggregate corporate liquidations in the UK. This paper uses quarterly data (1961.1-1998.2) on failure rates and potential macroeconomic determinants to build a time-series econometric model which explicitly tests for the impact of change...
This paper deals with the analysis of temporal dependence in multivariate time series. The dependence structure between the marginal series is modelled through the use of copulas which, unlike the correlation matrix, give a complete description of the joint distribution. The parameters of the copula function vary through time following certain evolution equations depending on their previous val...
Within the scope of this study we test the Long Memory property on monthly average pig market prices including piglet, young pig, sow and slaughter pig. We also calculate the Hurst exponent using Detrended Fluctuation Analysis (DFA) method. DFA is a method for determining the statistical self-affinity of a time serie. It is a useful technique for investigating time series with long memory (dive...
The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 ...
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