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Econometrics - Science topic

Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations."
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Publications related to Econometrics (10,000)
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Research Proposal
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CALL FOR BOOK CHAPTERS The main objective of the first version of this book is to bring together researchers who work and provide education in the field of applied econometrics and applied statistics related to women issues and provide a network among researchers from all over the World. The book will not only provide details of existing econometr...
Research
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CALL FOR BOOK CHAPTERS The main objective of the first version of this book is to bring together researchers who work and provide education in the field of applied econometrics and applied statistics related to women issues and provide a network among researchers from all over the World. The book will not only provide details of existing economet...
Poster
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MAKALE ÇAĞRISI İzmir Sosyal Bilimler Dergisi, 2019 yılında yayın hayatına başlayan teorik ve/veya uygulamalı özgün makaleleri yayınlayan bilimsel, hakemli ve açık erişim ilkesini taşıyan uluslararası bir dergidir. Amacı, sosyal bilimler alanında geniş kapsamdaki makaleleri yayınlayarak bilime, insanlığa faydalı çalışmaları araştırmacılara ve tüm il...
Article
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The co-creation and sharing of knowledge among different types of actors with complementary expertise is known as the Multi-Actor Approach (MAA). This paper presents how Horizon2020 Thematic-Networks (TNs) deal with the MAA and put forward best practices during the different project phases, based on the results of a desktop study, interviews, surve...
Article
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In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an...
Article
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We describe a user-friendly, production quality R implementation of the maximum likelihood estimator of the generalized spatial random effects (GSRE) model of Baltagi, Egger and Pfaffermayr within the well known ’splm’ package for spatial panel econometrics. We extend the maximum likelihood estimator for the GSRE to including a spatial lag of the d...
Article
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The study examined the extent to which the disclosure of environmental, social, and governance (ESG) sustainability by listed firms in the Nigerian Stock Exchange drive accounting performance of Return on Asset (ROA). Twenty (20) out of population of twenty-four (24) firms were selected from three industrial sectors namely the oil and gas, natural...
Article
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The unequal distribution of facilities, demand and supply of tourism in provinces of Iran is due to the different levels of tourism competitiveness in provincial. One of the reasons that can have a significant effect on this difference is the specialization of different subdivisions of the tourism sector in the provinces. But because of the indirec...
Article
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The main objective of this study was to analyze the effect of COVID-19 on social welfare in the case of Afar regional, state, Ethiopia using panel data collected from a sample of 384 in Asyaita, Dubti Samara-Logia, and Awash town. Both descriptive statistics and econometric models were used to analyze the data. The descriptive analysis results reve...
Article
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The incremental capital-output ratio indicates the extent of capital efficiency as firms gradually become technically efficient. Therefore, we aim to empirically assess the linkage between energy intensity and incremental capital-output ratio from a holistic point of view, the first of its kind, by analyzing data from select South Asian countries,...
Article
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In past decades, economists have focused on human capital and its effect on economic growth and development. In recent decades, attention has been on gender human capital inequality and its role on economic growth. The purpose of this research was to illustrate the effects of human capital inequality in male and female on economic growth in differe...
Article
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We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic ‘treatment’—differences in factors between units—and an effect—a resultant outcome difference. It is then proposed that all pairs can be combined to provide more accurate estimates of causal effects in nonexp...
Research
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The objective of this study is to analyze the nexus between youth unemployment and political instability in Côte d'Ivoire. To achieve this objective, we used a regional approach to conduct analysis on the relationship between political instability and youth unemployment in Côte d'Ivoire and we developed a method for calculating the political instab...
Research Proposal
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The objective of this study was to analyse the nexus between youth unemployment and political instability in Côte d’Ivoire. To achieve this objective, we used a regional approach to investigate the relationship between political instability and youth unemployment in Côte d’Ivoire and we developed a method for calculating the political instabili...
Article
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The use of natural resources as an input to economic growth and the interactions between economic and ecological systems have resulted in an accumulation of environmental externalities. This accumulation can negatively affect future levels of welfare and economic growth. In this paper, such dynamics are assessed and quantified by introducing explic...
Conference Paper
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La comunicación presenta las principales utilidades del software libre Geoda en base al exponencial desarrollo del paradigma Geográfico en Sociología Económica. El texto comienza exponiendo los conceptos centrales teóricos que sustentan el paradigma analítico geo-sociológico. Por una parte, se aborda la noción de heterogeneidad espacial, que en cas...
Preprint
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In this paper we discuss estimation and inference in econometric models for financial durations. By focusing on the well-known autoregressive conditional duration (ACD) models of Engle and Russell (1998), we show the unexpected result that the large sample behavior of likelihood-based estimators strongly depends on the tail behavior of the duration...
Article
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Natural resource rents (NRR) and economic policies are considerably studied to determine ecological footprints. Currently, due to global uncertainty, renewable energy adoption, and increasing urbanization, every economy is facing challenges to control its ecological footprints. The available literature on the said linkages in the emerging seven eco...
Article
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Previous studies have widely used the aggregate energy consumption in the energy–growth–CO2 emissions nexus, which may not show the relative strength or explanatory power of several energy sources on CO2 emissions. However, less explored in empirical literature are the effects of disaggregated levels of renewable and non-renewable energy sources on...
Article
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The consequences of poverty and inequality for growth have long preoccupied academics and policy-makers. This paper revisits the inequality-growth and poverty-growth links. Using a panel of 158 countries between 1960 and 2010, we find that the correlation of growth with poverty is consistently negative: A 10 p.p. decrease in the headcount poverty r...
Article
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Both the European continent and Romania are occupied by significate forested areas, often represented by rare species or even virgin forests. The natural distribution of the black pine (Pinus nigra ssp. Banatica) in the Banat region of Romania is still a pending spatial problem. Therefore, the main aim of this study is to assess the sustainability...
Preprint
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Promotions are commonly used by e-commerce merchants to boost sales. The efficacy of different promotion strategies can help sellers adapt their offering to customer demand in order to survive and thrive. Current approaches to designing promotion strategies are either based on econometrics, which may not scale to large amounts of sales data, or are...
Article
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This paper explores the impact of tariffs, imports substitution and investment efficiency on economic growth in Pakistan. For this purpose, secondary data was collected from world development indicators from 1981 to 2017. The study found that all variables have integrated at different orders by employing the augmented dickey-fuller test. Econometri...
Article
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Purpose: In this paper, we examine the effect of XBRL adoption on financial reporting quality at the country-level (developing and developed countries). Design/methodology: We use data from 98 developed and developing countries between 2005-2018. We collected data from various sources such as the World Economic Forum, World Development Indicators,...
Article
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External debt correlation and the sustainable economic development pathway within the South Asian sub-region is analysed in this research paper. The longitudinal root-analysis, the pooled ordinary least square, quantile estimation, and output estimation were utilized to evaluate the data obtained from the World Bank Development Indicators for the p...
Article
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Left-leaning and right-leaning governments hold opposing views on economic policy, resulting in disparities in economic behaviours and outcomes. Given this context, we explore the effect of political ideology on domestic credit using an unbalanced panel data of 29 countries from 1960 to 2014. Our empirical analysis shows that left-leaning governmen...
Article
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This paper contributes to a fuller understanding of macroeconomic outcomes to financial market disturbances and the central bank’s role in financial stability. Our two major contributions are conceptual and econometric. Conceptually, we introduce phases of the business cycle and econometrically we employ Bayesian VARs. We document that a shock that...
Article
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It is well known that pandemic-related uncertainty affects various macroeconomic indicators, including environmental quality. Due to pandemic outbreaks, the reduction in economic activities affects the environmental quality in many economies. The study explores the impact of pandemic uncertainty on environmental quality in East-Asia and Pacific cou...
Article
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Non‐preference‐based patient‐reported outcome measures (PROMs) are popular in health outcomes research. These measures, however, cannot be used to estimate health state utilities, limiting their usefulness for economic evaluations. Mapping PROMs to a multi‐attribute utility instrument is one solution. While mapping is commonly conducted using econo...
Article
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This paper is an attempt to analyze and measure the demand function for real money in Iraq according to a multivariate time series framework, using Cointegration tests by Johansen’s Approach and the Error Correction Vector Model (VECM), assuming the interdependence between the determinants of money demand as nonstationary variables. This helped to...
Article
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The evolution and growth of bullion and energy precinct commodities market in ndia has shown an impressive record of perfomance in the past decade. Hedging under these categories is becoming a thriving phenomenon itsel compared to the other sector commodities traded in India because of its olatility spillovers. Exploration of the fact underlyng suc...
Article
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COVID-19 has caused an economic crisis in the business world, leaving limitations in the continuity of the payment chain, with companies resorting to credit access. This study aimed to determine the optimal machine learning predictive model for the credit risk of companies under the Reactiva Peru Program because of COVID-19. A multivariate regressi...
Preprint
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Shape constraints, such as non-negativity, monotonicity, convexity or supermodularity, play a key role in various applications of machine learning and statistics. However, incorporating this side information into predictive models in a hard way (for example at all points of an interval) for rich function classes is a notoriously challenging problem...
Article
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This study investigated the role of the insurance business in financial inclusion in Nigeria for the period 2000-2021. The study adopted an ex-post-facto research design using secondary data from the World Bank and Central Bank of Nigeria updated to 2021. The dependent variable was financial inclusion proxied by the ratio of total bank deposits to...
Article
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In the widely used capital stocks approach to conceptualizing intergenerational well-being, the well-being of the current generation is considered a function of produced capital, human capital (labour), social capital, and natural capital. Most discussion of the sustainability of levels of well-being into the future is focused on considering whethe...
Article
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Student satisfaction is a crucial determinant of success in online education, but studies on satisfaction with virtual classes during the COVID-19 outbreak are still scarce. This research contributes empirical evidence regarding the determinants of overall satisfaction with online classes and academic performance through the domain satisfaction app...
Article
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The transition from the industrial economy to the knowledge-based economy has changed the status quo, and consequently, intangibles have gained traction in the scientific discourse of recent decades. The paper aims to scrutinise, econometrically, the nexus between intangibles and firm performance and the moderating role of CEO duality and CEO gende...
Research
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Ethiopian agriculture the back bone of the economy is characterized by small scale farming and experiencing erratic rainfall as well as drought. The low pro duce can possibly grow through developing technology adoption and improved practices on the marginal land farms. This study, therefore, examines the impact of row-planting and improved maize se...
Research
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Ethiopian agriculture the back bone of the economy is characterized by small scale farming and experiencing erratic rainfall as well as drought. The low pro duce can possibly grow through developing technology adoption and improved practices on the marginal land farms. This study, therefore, examines the impact of row-planting and improved maize se...
Conference Paper
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This paper describes the results of econometric research into the relation-ship between proper telecommunications development and appropriate operation of service provider (PERUMUTEL), underlying various indexes extracted by Asian Countries, and developing an econometric model of the systems as a planning tool to assist decision makings on the harm...
Book
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This book dwells on a specialized subject matter in corporate and macro finance which is the theoretical and empirical association between inflation, inflation variability, and stock returns. The analysis, while being mainly applied to the experience of the United States of America, covers also the international evidence. The major intent is to gat...
Article
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Data scarcity has hindered studies on the impacts of climate change on land prices in the coastal regions of developing countries. Focused on the Indian Sundarbans, this paper is at the forefront of such research. Market conditions in the region feature unregulated transactions, unenforced zoning, and a lack of disaster insurance. For many resident...
Article
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This paper assesses to well-establish the theory of the cycle of money works in a real scenario like this of the economic system of Poland. The prior works have revealed the case of Latvia, Serbia, Bulgaria, Greece, Thailand, and Ukraine according to the concept of the theory of cycle of money. The outcomes concede that Poland is over to the averag...
Article
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Purpose-The main purpose of this paper is to examine the relationship between financial inclusion and financial stability in South Asian countries. Design/methodology/approach-To measure the financial inclusion, a multidimensional time-varying index is constructed following the Human Development Index method. The long-run relationship between fin...
Article
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Over the last few years, empirical evidence has revealed that technological innovation plays a significant impact in reducing energy consumption and mitigation of carbon emission. But to achieve technological progress toward energy consumption sustainability, depend on several other factors. To this end, this study examines the role of outward fore...
Poster
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International Journal of Energy and Economic Development (INJEED) is the premier field journal for energy economics. Themes include, but are not limited to, the exploitation, conversion, and use of all types of energy, energy markets, regulation and taxation, energy tariff setting, forecasting, environment and climate, international trade, and mark...
Article
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Research on the impact of decentralization has generally overlooked the fact that the economic returns of transferring powers and resources to subnational tiers of government greatly depend on the quality of the devolved government. Scholarly literature has also neglected that these returns may be similarly affected by the autonomy of neighbouring...
Article
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An econometric analysis of the elasticity of import-export operations in the Republic of Azerbaijan in relation to the exchange rate of the manat and the income of the population for 1995-2020 years. Econometric research approaches are implemented using the operations of the EViews software package. In this case, the problem of time series stationa...
Article
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While physical and natural scientists have long produced quantitative tools to understand biogeochemical processes, questions remain on how to identify, isolate and deliver unbiased measures which accurately shape the anthropogenic-global environmental change response function. This paper provides an in-depth review of IPAT, ImPACT, and STIRPAT bas...
Article
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The present study introduces an econometric test of mono-centric urban development using spatially explicit building activity data between 1981 and 2020 in metropolitan Athens (Greece), one of the most characteristic mono-centric regions in Europe. Diverging intensity and spatial direction of building activity over time allow identification of dist...
Article
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OIC countries experience a fast and stable socio-economic development over the last decades. However, in the same time environmental degradation have also escalated as a consequence of its development. A central question raises whether OIC countries can push socio-economic growth without reducing environmental quality, or whether this region can im...
Article
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Den analys undersöker vilka de är orsaker för skuldsättning i hushållsfamilj under perioden 2012 – 2022 i Sverige. Den analysen studerar beroende variabel liksom kvot av skuldsättning till totala skulder hos hushållsfamilj. Oberoende variabler i den analysen är: (1) kvot av totala hushåll skulder till hushålls disponible inkomst (2) real disponible...
Article
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This paper attempts to identify the effects of remittance on the trade deficit of Bangladesh by employing the econometric approach (OLS) in which remittance is the independent variable and trade deficit is the dependent variable. Results of the study show that increase in remittance causes decrease in trade deficit in Bangladesh. This paper has als...
Article
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The paper proposes an insight into the relation existing between economic development and resource consumption and the associated implications and challenges for forested areas in Romania. In accordance with this purpose, the methods used are both qualitative and quantitative by using a relevant literature review, including international and nation...
Preprint
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Very few numbers of books on econometrics are in the Arabic version. To fill this gap, I have already produced my book on Econometrics in the Arabic language. The file includes a copy of the first introductory chapter and a listing of the references in Arabic and English.
Article
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This study investigates how inclusive growth is affected by carbon emission, renewable energy, and the new financial development index using 48 African countries categorized into low-income countries (LIC) and middle-income countries (MIC) spanning 2000 to 2018. Bearing in mind the presence of residual cross-sectional reliance and heterogeneity in...
Research
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The key objective of the study is to investigate the causal relationship between exchange rate and tourism. The exchange rate was considered an indicator of Sri Lankan rupees to one U.S dollar, and tourism was considered total tourist arrivals. This research paper used quarterly time-series data obtained from the first Quarter of 1973 to the first...
Article
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One of the agricultural activities of rural farmers is dairy farming. Furthermore, by providing income, it has the potential to make farm households rich. e objective of this study was to analyze the general factors that in uence adoption decisions, as well as the status of adoption of dairy technology in the O a district, Wolaita zone, southern Et...
Article
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In the age of social media, when publishers are vying for consumer attention, click-baits have become very common. Not only viral websites but also mainstream publishers, such as news channels, use click-baits for generating traffic. Therefore, click-bait detection and prediction of click-bait virality have become important challenges for social me...
Article
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We analyze the literature on the relationship between corporate social performance (CSP) and corporate financial performance (CFP) by applying meta‐regression analysis (MRA) to 7800 results of 512 empirical studies. Our findings reveal a small positive link between CSP and CFP as well as the presence of publication bias that favors statistically si...
Article
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In many developed countries around the world, the connection between immigration and crime has been a subject of discussion. The indigenous populations of the most advanced nations usually held the opinion that immigration fuels delinquency. Therefore, this paper provides an empirical connection between immigration and crime in the period 1988-2018...
Article
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Since the Global Financial Crisis, interest in financial cycles has risen significantly. While much of modern macroeconomics conceives financial crises as the results of exogenous shocks, Minsky's Financial Instability Hypothesis posits that financial cycles are endogenous to the economic system. The main contribution of this paper is to use histor...
Article
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Using a sample of 1134 firm-year observations of non-financial family firms listed on the Spanish stock market in the period 2003–2020, we explore how women directors affect company performance, distinguishing between family and non-family female members on the board. We believe there might be faultlines between family and non-family women on board...
Article
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In order to determine how data mining, the misnomer of Knowledge Discovery in Databases (KDD) is taken the concept of econometric techniques in this vast emerging field of computer science. This paper reviews the data mining techniques from the econometric perspective. The paper throws light on how other basic econometric techniques have become int...
Article
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In this paper, for the data set of the Iberian Electricity Market for the period 1 January 2015 to 30 June 2019, 19 different models are considered from econometrics, statistics, and artificial intelligence to explain how electricity markets work. This survey allows us to obtain a more complete, critical view of the most cited models. The machine l...
Book
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Este manual supone una amplia revisión de las notas de clase elaboradas por el auor para los alumnos de Estadística I en distintos grados de la Universidad de Málaga. Persigue dos objetivos. El primero, introducirles en los fundamentos teóricos y prácticos de la Estadística Descriptiva (Bloque I) y de la Teoría de la Probabilidad (Bloque II), enfat...
Preprint
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On the capital market, as a result of company-specific news, price movements of stock corporations can be observed independent of overall market developments, which suggest the occurrence of a sudden risk event. In recent years, numerous concepts from statistical physics have been transferred to econometrics to model these effects and other issues,...
Article
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Purpose This paper aims to empirically investigate the factors attracting foreign direct investment (FDI) inflows into emerging economies. Design/methodology/approach This study uses secondary data from the World Bank and the Global State of Democracy Indices of 16 West African countries (WACs) over the period from 1989 to 2018. Fixed- and random-...
Preprint
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As a result of the continuous growth of the football players transfer market and the increased availability of data, scholars from different fields have been investigating the topic of the empirical determination of the football players' valuation, i.e. transfer fees or monetary valuation proposed by media, for almost thirty years. We propose a sys...
Article
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This study aims to establish uncertain econometrics by exploring uncertain panel regression analysis firstly, and applies it to dealing with an economic issue on electricity intensity and urbanization. A theoretical model of uncertain panel regression analysis is firstly created, and its relevant parameter estimation, residual analysis, forecasting...
Article
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Since the limitation of carbon emissions, China’s photovoltaic (PV) industry has developed vigorously, while some traditional heavy industries have been violently hit. Therefore, the industrial production data exhibits significant nonlinear and complexity characteristics, which may affect prediction accuracy, thus hindering the corresponding depart...
Article
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Despite the rise in government expenditure in Nigeria over these years, there are still public outcries over decaying infrastructural facilities, the Nigerian economy is still described as underdeveloped. It seems that rising government expenditure has not translated to meaningful growth and development of Nigerian economy as Nigeria ranks among th...
Article
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This study aims to test the animal spirits theory by Akerlof and Shiller (Animal spirits - how human psychology drives the economy, and why it matters for global capitalism? Princeton University Press) for ethical stock markets using Islamic and sustainable stock indexes during calm and crisis periods. This question helps determine whether ethical...