Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2010%2E07136
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All told, the simple and multiple regression results reported in Table 7 indicate that the effect of the Livingston forecasts on future excess returns is robust to differences in
We capitalize on this observation and decompose the returns into a product of sign and absolute value components whose joint distribution is obtained by combining a multiplicative
Using their table 1, and setting the poverty line at 100,000 Norwegian crowns (which roughly cor- responds to 60% of median equivalized household income), we find that the
We show that economic restrictions of cointegration between asset cash flows and aggregate consumption have important implications for return dynamics and optimal portfolio
NOTE: Only factors with statistically significant main effects or interactions with model type are shown. * indicates statistically significant main effects for factor; **
KEY WORDS: Demand systems; Kernel smoothing; Local and global ranks; Matrix rank estimation; Varying-coefficient model.. It is also covered in a recent comprehensive monograph
We propose a Bayesian stochastic search approach to selecting restrictions on multivariate regression models where the errors exhibit deterministic or stochastic
If two players in the tournament are replaced by two new players, one with extremely high ability and one with extremely low ability, without a change in the average grower ability
