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This paper analyzes the determinants of export flow survival in Georgia. The paper uses a unique Georgian firm-level data set, in which firms' characteristics and output dynamics are matched with their customs' export transactions, for the perio
Development --- Diversification --- Duration Models --- Export Performance --- Survival
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The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.
discrete duration models --- volatility feedback effect --- semiparametric estimation --- nonparametric method --- GLS detrending --- functional coefficients --- purified implied volatility --- country competitiveness index --- nonparametric frontiers --- efficiency --- materials balance condition --- panel data --- Dirichlet process prior --- classification --- indicators --- Kendall’s tau --- realised volatility --- Malmquist productivity index --- conditional dependence index --- wavelet --- dependent Bayesian nonparametrics --- TFP growth --- Solow economic growth convergence model --- unit root testing --- nonparametric 2SLS estimator --- random forests --- competitiveness --- slice sampling --- integrated difference kernel estimator --- maximum score estimator --- heterogeneous autoregressive model --- generalized additive models --- Monte Carlo --- tensor products --- cubic spline penalty --- M-estimation --- nonparametric copula --- leverage effect --- conditional quantile function --- emissions --- efficient semiparamteric estimation --- DEA --- tail dependence index --- difference kernel estimator --- nonparametric threshold regression --- machine learning --- factors --- local linear regression --- European Union --- financial development --- series estimator --- production efficiency
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Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.
FHA loan --- E42 --- Misery Index --- economic development --- managing of financial health --- duration models --- system GMM --- maximum likelihood estimator --- FMOLS --- market microstructure --- foreclosure --- company performance --- vector error correction model (VECM) --- earnings forecasts --- multivariate regression models --- competing risks --- social network model --- price recovery --- trading behavior --- efficiency --- prediction methods --- panel data --- nonlinearity --- control environment --- earnings announcements --- economic freedom --- E58 --- risk of bankruptcy --- foreign direct investment --- Granger causality test --- budgetary system and strategies --- denomination range --- heavy-tailed data --- unemployment --- exploratory diagnostics --- EGARCH --- historical time series --- home mortgage --- economic growth --- abnormal returns --- uncorrelated multivariate Student distribution --- post-communist countries --- nonparametric time series modeling --- inflation --- unified time series algorithm --- unobserved heterogeneity --- JEL Classification --- Fama-French factor model --- oil price --- risk spillover --- exchange rate --- Nigeria --- financial markets --- middle income countries --- trade balance --- independent multivariate Student distribution --- panel data factor model --- Mahalanobis distances --- derivatives market --- operational control --- Okun’s law --- default and prepayment --- DOLS --- income inequality --- frequency domain causality --- Granger-causality tests --- cointegration --- financial analysts --- postage stamps --- cash payments --- Probit and Logit models
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