Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500106000000486
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Now that the comparison is between VARMA models and one class of VAR models at a time, VARMA models outperform their VAR counterparts for each and every forecast horizon (with the
In this method the details and prices of a representative selection of items are collected in a base/reference period and their matched prices are collected in successive periods
The comparison with the hedonic price index shows that the two indices are very comparable, but also shows that the qual- ity adjusted price index is more sensitive to changes
This article deals with the estimation of behavioral and welfare effects of counterfactual policy interven- tions using dynamic structural models where all the primitive functions
The first contribution of this article is to propose the Gaussian mixture dynamic conditional correlation (GMDCC) model with conditional volatilities following EGARCH models and with
This article analyses the statistical properties of that general class of conditional heteroscedasticity models in which the conditional variance is a linear function of squared lags
We proceed as follows. In Section 2 we construct our panel VEC model by stacking the VEC models of each individual, and show the implications of cointegration. In Section 3 we use
To estimate hedonic price models, we use information on college attributes from the Annual Survey of Colleges (ASC) data from the College Board and data on tuition and fees from
