ECONOMETRICS

作品数:35被引量:117H指数:3
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相关作者:白营闪陈燕武吴承业刘青海蔡伟贤更多>>
相关机构:浙江工商大学华南理工大学华侨大学厦门大学更多>>
相关期刊:《The Journal of China Universities of Posts and Telecommunications》《Financial Innovation》《Journal of Landscape Research》《Journal of Power and Energy Engineering》更多>>
相关基金:国家自然科学基金更多>>
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A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
《Financial Innovation》2024年第1期2956-2987,共32页Werner Kristjanpoller 
Determining which variables affect price realized volatility has always been challenging.This paper proposes to explain how financial assets influence realized volatility by developing an optimal day-to-day forecast.T...
关键词:Deep learning Heterogeneous autoregressive model Long short-term memory model Realized volatility Volatility forecasting framework 
A hybrid econometric-machine learning framework to support market development in intercity passenger transport:the causal and predictive analytics of economic mobility features
《Journal of the Air Transport Research Society》2024年第2期222-244,共23页Alessandro V.M.Oliveira Luca J.Santos Dante Mendes Aldrighi 
São Paulo Research Foundation(FAPESP)-grants n.2015/19444-1 and 2020/01616-0;National Council for Scientific and Technological Development(CNPq)-grants n.301654/2013-1,n.301344/2017-5.
Capturing potential travel demand is crucial for carriers to improve their market performance,especially in developing economies with an emerging middle class and increasing socioeconomic inclusion.However,the impact ...
关键词:ECONOMETRICS Machine learning Transport equity Consumer insights Business analytics 
The future of feed formulation for poultry:Toward more sustainable production of meat and eggs
《Animal Nutrition》2023年第4期71-87,共17页Gene M.Pesti Mingan Choct 
Current methods for feed formulation are based on minimizing costs,not maximizing profits.Complex models of bird growth and reproduction as functions of genetic,feed and other environmental variables are being develop...
关键词:Feed formulation Linear programming NON-LINEAR PROGRAMMING ECONOMETRICS 
Toward a sustainable growth path in Arab economies:an extension of classical growth model
《Financial Innovation》2023年第1期621-644,共24页Amjad Taha Mucahit Aydin Taiwo Temitope Lasisi Festus Victor Bekun Narayan Sethi 
Background/Objectives:Many economies are on the trajectory of alternative growth drivers other than conventional capital and labor.Access to credit facilities is a pertinent indicator of economic growth.In line with t...
关键词:Arab economies Classical growth model Panel econometrics SDG Savings-investment 
Data envelopment analysis for scale elasticity measurement in the stochastic case:with an application to Indian banking
《Financial Innovation》2023年第1期955-990,共36页Alireza Amirteimoori Biresh K.Sahoo Saber Mehdizadeh 
In the nonparametric data envelopment analysis literature,scale elasticity is evaluated in two alternative ways:using either the technical efficiency model or the cost efficiency model.This evaluation becomes problema...
关键词:Data envelopment analysis Stochastic data envelopment analysis Technical efficiency Returns to scale Economies of scale Scale elasticity Indian banking ECONOMETRICS ECONOMICS 
Discussion on Collaborative Teaching of Econometrics in the Field of Environmental Economics
《Journal of Contemporary Educational Research》2023年第11期154-159,共6页Wenhui Chen 
supported by the Ministry of Education of Humanities and Social Science Project(21YJC630009);the National Natural Science Foundation of China(No.72104116).
To capitalize on the synergies between the Econometrics course and the Environmental Economics major,this paper aims to enhance students’ability to conduct empirical analysis and practical application using econometr...
关键词:ECONOMETRICS Environmental economics Case teaching method 
Causal inference using regression-based statistical control: Confusion in Econometrics
《Journal of Data and Information Science》2023年第1期21-28,共8页Fan Chao Guang Yu 
This research was funded by the National Natural Science Foundation of China(Grant No.72074060).
Regression is a widely used econometric tool in research. In observational studies, based on a number of assumptions, regression-based statistical control methods attempt to analyze the causation between treatment and...
关键词:Causal Inference Regression Observational Studies ECONOMETRICS Causal Model 
Asymmetric Price Transmission Analysis of the International Soybean Market
《Agricultural Sciences》2023年第3期317-334,共18页G.M. Barboza Martignone Dimitrios Paparas Karl Behrendt 
This study analyzed the asymmetric price transmission in the international soybean market, using data from the US (Chicago Futures), European (Rotterdam), Brazilian (Paranaguá), Argentinian (Rosario Futures and Rosar...
关键词:Agricultural Economics ECONOMETRICS Price Transmission Soybean Market Asymmetric Price Transmission TAR MTAR BDS 
Examine the Reliability of Econometrics Software: An Empirical Comparison of Time Series Modelling
《Open Journal of Statistics》2023年第1期25-45,共21页Wickramasinghage M. A. Wickramasinghe Parana P. A. W. Athukorala Siththara G. J. Senarathne Yapa P. R. D. Yapa 
Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and the conclusions an...
关键词:ECONOMETRICS Macroeconomic Determinants Software Packages Time Series Modelling 
Cryptocurrency trading:a comprehensive survey被引量:22
《Financial Innovation》2022年第1期404-462,共59页Fan Fang Carmine Ventre Michail Basios Leslie Kanthan David Martinez-Rego Fan Wu Lingbo Li 
In recent years,the tendency of the number of financial institutions to include crypto-currencies in their portfolios has accelerated.Cryptocurrencies are the first pure digital assets to be included by asset managers...
关键词:TRADING Cryptocurrency Machine learning ECONOMETRICS 
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