Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highl...

A psychoacoustic experiment has been conducted to determine the difference limen (DL) of the level of music reproduced in a listening room. The effects of three factors on the DL were measured using up to twelve trained subjects. The factors were music motif (Mozart, Elgar, Smashing Pumpkins), listening level (50, 60, 65, 70, 80 dB, A-weighted Leq) and dynamic range. It was hypothesised that th...

The ‘option value of waiting’ theory applied to interregional migration predicts that a potential migrant actually moves only when the wage differential between origin and destination places exceeds a certain threshold, which might be much higher than the Marshallian trigger. In this paper we exploit the panel structure of a dataset on interregional migration among nineteen MSAs in the US from ...

in recent decades, theorists proposed the role of domestic components such as interior active groups, policies and macroeconomic indicators on determination of protection policies. in the context of recent studies, this study has investigated the effect of business cycle fluctuations on import protection for selected developing countries in 1995-2011 by using dynamic panel data method. furtherm...

This paper proposes a new approach to estimate panel data models with group specific parameters when group membership is not known. We first create a set of “pseudo” threshold variables based on time series estimation of the individual specific parameters. We then use these variables to stratify individuals. The problem of parameter heterogeneity is turned into estimation of a panel threshold m...

The vigorous rise of the digital economy not only affects dynamic system and development path entrepreneurial activities, but also brings new opportunities to enhance urban competencies. purpose this paper is investigate whether supported by technologies can become a kinetic energy that competencies in context “New Normal”. Based on sample 286 cities China, investigates temporal spatial charact...

The study’s main objective was to evaluate the link between anti-money laundering (AML) regulations and financial sector development (FSD) in Africa test nonlinearities AML regulations-FSD nexus. Panel data of 51 African countries from World Bank’s indicators, IMF, Basel Institute on Governance over period 2012 2019 were used. study employs two-step system GMM dynamic panel threshold regression...

in this paper, the behavior of free vibrations and buckling of the sandwich panel with a flexible core was investigated using a new improved ‎high-order sandwich panel theory. in this theory, equations of motion were formulated based on shear stresses in the core. first-order shear deformation theory was ‎applied for the procedures. in this theory, for the first time, incompatibility problem of...