The paper points to a coverage of the latest research techniques and findings relating to the econometric analysis of financial markets. It contains a wealth of new materials reflecting the developments during the last decade or so. Particular attention is paid to the wide range of nonlinear models that are used to analyze financial data observed at high frequencies and to the long memory chara...

Using a few nonlinear econometric tools, this paper examines some time-series properties of GP-based arti cial markets. We nd that GP-based arti cial markets are able to replicate several stylized features well documented in nancial econometrics. In particular, the time series generated by the GPbased arti cial markets are consistent with the e cient market hypothesis in the linear sense. Furth...

This article provides a brief introduction to the state space modeling capabilities in SAS, a well-known statistical software system. SAS provides state space modeling in a few different settings. SAS/ETS, the econometric and time series analysis module of the SAS system, contains many procedures that use state space models to analyze univariate and multivariate time series data. In addition, S...

This paper extends work in the field of Constant Quality Price Indexing by using Neural Networks to estimate the model. A series of housing data sets is used to develop constant quality price indices using traditional econometric techniques and using neural networks incorporating genetic algorithms. The analysis indicates that neural networks are a real alternative to the econometric methods. I...

background: injuries and deaths from road traffic crashes are one of the main public health problems throughout the world. this study aimed to identify determinants of fatality traffic accident in iran for the twenty-span year from 1991 to 2011. methods: a time series analysis (1991-2011) was used to examine the effects of some of the key explanatory factors (gdp per capita, number of doctors p...

The article considers financial and economic time series in production, banking, investment branches. Empirical research the field of economics increasingly uses data at individual or household level obtained from surveys. Some variables are difficult enough to measure that such problems arise even when estimating simple bivariate regressions; panel used ways effectively distinguish much true c...