نتایج جستجو برای: panel smooth threshold regression model

تعداد نتایج: 2574938  

Journal: :JOURNAL OF MECHANICS OF CONTINUA AND MATHEMATICAL SCIENCES 2020

Journal: :Econometric Theory 2015

Journal: :TEMA - Tendências em Matemática Aplicada e Computacional 2011

Journal: :المجلة العلمیة للإقتصاد و التجارة 2017

2013
Nguyen Thi Minh

This paper studies the saving behavior of rural households in Vietnam from two aspects: volume of savings and methods of saving. Two econometric models are conducted, the first one is a panel data model, used to examine the determinants of household saving; and the second one is a multinomial logit model used to investigate how a household chooses the way to save. Both models are based on the l...

Journal: :Journal of Business Research 2022

We examine the impact of Twitter sentiment on returns four selected bond indices via selection relevant threshold variables, such as S&P 500 Index, VIX, and MSCI World Index. If overreaction or underreaction to significant changes in market occur regularly (De Bondt Thaler, 1985, 1987; Jegadeesh Titman, 1993), it is assumed that users respond with different intensities case rising, falling rath...

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