Suchergebnisse - "ECONOMETRICS"

Addressing Endogeneity Using a Two-Stage Copula Generated Regressor Approach.

Autoren: Yang, Fan Qian, Yi Xie, Hui

Quelle: Journal of Marketing Research (JMR). Aug2025, Vol. 62 Issue 4, p601-623. 23p.

Schlagwörter: *ENDOGENEITY (Econometrics), *MARKETING research, *REGRESSION analysis, CAUSAL inference, INSTRUMENTAL variables (Statistics), MAXIMUM likelihood statistics

CAUSAL INFERENCE GROUNDED IN CAUSAL DIAGRAMS: BENEFITS, LIMITATIONS, AND OPPORTUNITIES FOR THE INFORMATION SYSTEMS FIELD.

Autoren: Tafti, Ali Shmueli, Galit

Quelle: MIS Quarterly. Jun2025, Vol. 49 Issue 2, p409-428. 20p. 6 Color Photographs.

Schlagwörter: *ECONOMETRICS, *STATISTICAL correlation, CAUSAL inference, DIRECTED acyclic graphs, RESEARCH in information science

Integració financera i vulnerabilitat econòmica: Anàlisi de l’Aliança del Pacífic i els BRICS en el context llatinoamericà

Autoren: Cortés Rufé, Marc

Weitere Verfasser: University/Department: Universitat de Barcelona. Facultat d'Economia i Empresa

Thesis Advisors: Marti Pidelaserra, Jordi

Quelle: TDX (Tesis Doctorals en Xarxa)

Schlagwörter: Econometria, Econometría, Econometrics, Finances internacionals, Finanzas internacionales, International finance, Convergència (Economia), Convergencia (Economía), Convergence (Economics), Països emergents, Países emergentes, BRIC countries, Ciències Jurídiques, Econòmiques i Socials

Dateibeschreibung: application/pdf

Zugangs-URL: http://hdl.handle.net/10803/694597

Entropy based solutions for detecting and treating multicollinearity in econometrics.

Autoren: Osman, Eyas Gaffar A.¹ (AUTHOR) eyas-gaffar@su.edu.sa

Quelle: Discover Analytics. 11/25/2025, Vol. 3 Issue 1, p1-17. 17p.

Schlagwörter: *ECONOMETRICS, MULTICOLLINEARITY, ENTROPY, RIDGE regression (Statistics), MEAN square algorithms, PRINCIPAL components analysis

Metrics methods for scholarship on teaching and learning in economics.

Autoren: Stock, Wendy A.¹ (AUTHOR) wstock@montana.edu

Quelle: Journal of Economic Education. Nov2025, p1-9. 9p.

Schlagwörter: *ECONOMETRICS, *ECONOMICS education, *REGRESSION discontinuity design, CAUSAL inference, CAUSAL models, INSTRUMENTAL variables (Statistics), COMPARATIVE studies, SCHOLARLY method

Estimating Gravity Equations: Theory Implications, Econometric Developments, and Practical Recommendations.

Autoren: Larch, Mario Shikher, Serge Yotov, Yoto V.

Quelle: Review of International Economics. Nov2025, Vol. 33 Issue 5, p1066-1092. 27p.

Schlagwörter: *GRAVITY model (Social sciences), *ECONOMETRICS, *ESTIMATION theory, HETEROGENEITY, APPLIED sciences, UNIVERSITY research

Futures Open Interest and Speculative Pressure Dynamics via Bayesian Models of Long‐Memory Count Processes.

Autoren: Yan, Hongxuan Peters, Gareth W. Bagnarosa, Guillaume et al.

Quelle: Journal of Forecasting. Nov2025, Vol. 44 Issue 7, p2252-2276. 25p.

Schlagwörter: *FORECASTING, *ECONOMETRICS, *STOCHASTIC models, *MARKET sentiment, *BAYESIAN analysis

Geografische Kategorien: UNITED States

Firma/Körperschaft: UNITED States. Commodity Futures Trading Commission

Addressing Endogeneity in Meta-Analysis: Instrumental Variable Based Meta-Analytic Structural Equation Modeling.

Autoren: Ke, Zijun Zhang, Yucheng Hou, Zhongwei et al.

Quelle: Journal of Management. Nov2025, Vol. 51 Issue 8, p3286-3320. 35p.

Schlagwörter: *ENDOGENEITY (Econometrics), *MANAGEMENT, STRUCTURAL equation modeling, META-analysis, INFERENTIAL statistics, INSTRUMENTAL variables (Statistics)

The Usefulness of the Currency Constraint for Predicting Forex.

Autoren: Khansalar, Ehsan¹ (AUTHOR) Ehsan.khansalar@dmu.ac.uk

Quelle: International Journal of the Economics of Business. Nov2025, Vol. 32 Issue 3, p393-409. 17p.

Schlagwörter: *FOREIGN exchange market, *ECONOMETRICS, *HARD currencies, STRUCTURAL equation modeling, STATISTICAL models

Erratum to integral representation of generalized grey Brownian motion

Autoren: Bock, Wolfgang da Silva, Jose Luis Desmettre, Sascha

Quelle: Stochastics. 97(5):667-674

Schlagwörter: Generalised grey Brownian motion, fractional Brownian motion, affine representation, Statistics/Econometrics, Statistik

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-140431
https://doi.org/10.1080/17442508.2025.2520317

A test on the location of tangency portfolio for small sample size and singular covariance matrix

Autoren: Drin, Svitlana Mazur, Stepan Muhinyuza, Stanislas

Quelle: Modern Stochastics: Theory and Applications. 12(1):44-59

Schlagwörter: Matematik, Mathematics, Statistics/Econometrics, Statistik

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-125370
https://doi.org/10.15559/24-VMSTA261

Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

Autoren: Dai, Deliang Hao, Chengcheng Jin, Shaobo et al.

Quelle: Journal of Statistical Computation and Simulation. 95(5):905-930

Schlagwörter: Statistics/Econometrics, Statistik

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-125810
https://doi.org/10.1080/00949655.2023.2291536

Modeling Spatial Regimes With Smooth Transitions

Autoren: Mattsson, Ingrid Lyhagen, Johan

Quelle: International regional science review. 48(1):38-61

Schlagwörter: spatial heterogeneity, spatial econometrics, spatial dependence, regime switching models

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-546753
https://doi.org/10.1177/01600176241237180

Lags, Leave-Outs and Fixed Effects.

Autoren: Chudik, Alexander Ellis, Cameron M. Jaspersen, Johannes G.

Quelle: Working Papers Series (Federal Reserve Bank of Dallas). Sep2025, Issue 2536, preceding p1-58. 60p.

Schlagwörter: *ENDOGENEITY (Econometrics), *FINANCIAL economics, FIXED effects model, STATISTICAL bias

From Code to Capital: A Study of How Emerging Technologies Shape Stock Markets

Autoren: Arenas, Laura

Weitere Verfasser: University/Department: Universitat de Barcelona. Facultat d'Economia i Empresa

Thesis Advisors: Gil Lafuente, Anna Maria

Quelle: TDX (Tesis Doctorals en Xarxa)

Schlagwörter: Innovacions tecnològiques, Innovaciones tecnológicas, Technological innovations, Anàlisi financera, Análisis financiero, Investment analysis, Mercat, Mercado, Market, Models economètrics, Modelos econométricos, Econometric models, Ciències Jurídiques, Econòmiques i Socials

Dateibeschreibung: application/pdf

Zugangs-URL: http://hdl.handle.net/10803/691951

Essays in applied time series econometrics

Autoren: Boss, Konstantin

Thesis Advisors: Gambetti , Luca

Quelle: TDX (Tesis Doctorals en Xarxa)

Schlagwörter: Econometria sèries temporals, Time series econometrics, Econometría series temporales, Canvi climàtic, Climate Change, Cambio climático, Migració, Migration, Migración, Ciències Socials

Dateibeschreibung: application/pdf

Zugangs-URL: http://hdl.handle.net/10803/692130

Essays in Heterogeneous Panel Data Econometrics

Autoren: Mozorov, Vladislav

Weitere Verfasser: University/Department: Universitat Pompeu Fabra. Departament d'Economia i Empresa

Thesis Advisors: Brownless, Christian, Evdokimov, Kirill

Quelle: TDX (Tesis Doctorals en Xarxa)

Schlagwörter: Econometrics, Panel data

Dateibeschreibung: application/pdf

Zugangs-URL: http://hdl.handle.net/10803/691932

From Model Misspecification to Multidimensional Welfare: A Conversation with Professor Esfandiar Maasoumi.

Autoren: Jawadi, Fredj^1,2 (AUTHOR) fredj.jawadi@univ-lille.fr

Quelle: Studies in Nonlinear Dynamics & Econometrics. Aug2025, Vol. 29 Issue 4, p405-424. 20p.

Schlagwörter: *ECONOMETRICS, *WELFARE economics, *POVERTY, *ESTIMATION bias, MATHEMATICAL inequalities, NONLINEAR theories

IDENTIFICATION AND STATISTICAL DECISION THEORY.

Autoren: Manski, Charles F.¹ (AUTHOR) cfmanski@northwestern.edu

Quelle: Econometric Theory. Aug2025, Vol. 41 Issue 4, p977-993. 17p.

Schlagwörter: *ECONOMETRICS, *DECISION making, *UNCERTAINTY (Information theory), *ESTIMATION theory, *BAYESIAN analysis, *DATA analysis, SAMPLING methods

THE ET INTERVIEW: BENEDIKT M. PÖTSCHER.

Autoren: Deistler, Manfred¹ (AUTHOR)

Quelle: Econometric Theory. Aug2025, Vol. 41 Issue 4, p739-778. 40p.

Schlagwörter: *ECONOMETRICS, *STATISTICS, *GAME theory, *STATISTICIANS, APPLIED sciences, INFERENTIAL statistics, NONLINEAR statistical models, STATISTICAL models

Geografische Kategorien: AUSTRIA