Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models

Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models'

This paper is concerned with the use of spectral analysis to analyze data generated by computer simulation experiments with models of economic systems. An example model serves to illustrate two different applications of spectral analysis. First, spectral analysis is used to construct confidence bands and to test hypotheses for the purpose of comparing the results of the use of two or more alter...

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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Econometric Analysis of Models with Social Interactions

Ranking World Cup 2014 Football Matches by Data Envelopment Analysis Models with Common Weights

Football is one of the most popular and exciting sports fields throughout the world. Today, in addition to the result, the number of goals and points, attraction and quality of the played matches are important for club management staff, coaching staff, the players and especially the fans. Beside number of goals, there are different criteria such as successful passes, attacks, defenses, tackles ...

Spectral Analysis of Irregularly Sampled Data with Autoregressive Models

Irregular sampling of stochastic processes gives the theoretical possibility to estimate spectral densities up to very high frequencies. However, the methods developed tend to be heavily biased at higher frequencies or fail to produce a spectrum that is positive for all frequencies. A new estimator is introduced that applies autoregressive spectral estimation to unevenly spaced data. This estim...