نتایج جستجو برای: 2008 modern time series econometric analysis methods
تعداد نتایج: 5637901 فیلتر نتایج به سال:
Using spatial econometric models, this paper focuses attention on the spatial structure of provincial unemployment disparities of Italian provinces for the year 2003. On the basis of findings from the economic literature and of the available socio-economic data, various model specifications including supplyand demandside variables are tested. Further we use ESDA analysis as equivalent to integr...
Forecasts of agricultural production and prices are intended to be useful for farmers, governments, and agribusiness industries. Because of the special position of food production in a nation’s security, governments have become both principal suppliers and main users of agricultural forecasts. They need internal forecasts to execute policies that provide technical and market support for the agr...
Using quarterly Taiwan economic data, we demonstrate that deeper understanding of relations between variables and substantial gains in forecasting can be obtained by applying econometric and statistical tools to the traditional macroeconometric models. The improvement in forecasting accuracy is illustrated by outof-sample forecasts, and the models employed in the comparison include univariate t...
A range of parameter changes in I(1) cointegrated time series are not reflected in econometric models thereof, in that many shifts are not easily detected by conventional tests. The breaks in question are changes that leave the unconditional expectations of the I(0) components unaltered. Thus, dynamics, adjustment speeds etc. may alter without detection. However, shifts in long-run means are ge...
New Tools for Econometric Analysis of High-Frequency Time Series Data – Application to Demand-Side Management in Electricity Markets
چکیده ندارد.
Following the recent work of Dhiri et al(1999) at the Home Office predicting recorded burglary and theft for England and W ales to the year 2001, econometric and time series models have been constructed for predicting recorded residential burglary to the same date. A comparison between the Home Office econometric predictions and the less alarming econometric predictions made in this paper ident...
In a recent article (Pearl, 2012), I posed a series of questions to econometricians, to demonstrate how long-standing problems in econometric research can be resolved using modern techniques of causal analysis. Among the questions were three pertaining to sample selection bias, to which this paper provides a general solution. The original questions are presented in Section 2.1, their solutions ...
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