Econometrics - Science topic

Knowledge of econometrics and the use of quantitative methods improve the outputs of undergraduate students, especially their final theses. The question that this paper deals with is whether women and men achieve different results from the study subject Introduction to quantitative methods. The research was carried out at the end of 2022 in the mon...

Solar photovoltaic (PV) electricity offers a promising solution for the increasing demand for clean and sustainable energy, particularly in developing countries like Ghana. Power utility operators maintain power quality as their utmost priority per benchmarks established by regulators. Some researchers argue that increasing variable renewable sourc...

Resumo Este artigo visa a identificar os efeitos do acesso ao crédito rural bem como o volume de recursos nos níveis de renda, emprego, produtividade e sustentabilidade no estado do Rio de Janeiro, com destaque para os municípios que compõem a região Serrana em comparação com os demais municípios do estado que sejam caracterizados pela produção fam...

Governments worldwide are deploying renewable sources as a part of an imperative agenda to overcome the detrimental impacts of climate change and environmental degradation. Although renewable energy contains several benefits, very few researchers have worked on the determinants of renewable energy deployment and the role of natural resources in the...

Average treatment effect has a very important role to measure the differences in mean outcomes between units assigned to the treatment and units assigned to the control and it has applications in different scientific domains such as molecular biology, econometrics, machine learning. Accordingly, from previous studies in biological networks, it has...

This article examines the impact of partial Cash Flows from Operating Activities (CFO), Cash Flow from Investing Activities (CFI), and Cash Flow from Financing Activities (CFF) on the Capital Adequacy Ratio (CAR) of Indonesian commercial banks. The tests are conducted over a purposive population, sample, and unit of analysis of data from five years...

The sustainable development of the sports industry has garnered extensive attention worldwide. In this study, after a rigorous explanation of the connotation of the sports industry development resilience coefficient (SIDRC), the Topsis model and exploratory spatial data analysis were comprehensively employed to evaluate and visualize the SIDRC of 2...

Music is increasingly being consumed online. Unauthorised downloading and spreading of music have posed a significant threat to the digital music industry. This study investigates the factors that affect digital music piracy among end-users in a developing country where the intellectual property rights regimes differ from those in developed countri...

The presented study was conducted with the objective of identifying the factors that influence the outcomes of grades in the Introduction to Econometrics, particularly using the Gretl program. A total of 163 students enrolled in the undergraduate program participated in the study, during which data was gathered via two questionnaires, resulting in...

This study analyzed the effects of access to electricity on health capital in a panel of 24 Sub-Saharan African countries. For this purpose, fixed effects and instrumental variable-two stage least squares methods were applied to effectuate the econometrical estimations using the World Development Indicators 2020 for the selected variables during th...

The mobility of economic factors across jurisdictions has led to increased fiscal competition among decentralized subnational governments. This study examines the relationship between fiscal competition and long-term investment in innovation at the local government level. Panel data analysis, encompassing expenditures, taxes, and innovation inputs...

El primer objetivo fue estimar la brecha digital de género en el departamento de Puno en el año 2021. Para ello se aplicó el modelo de regresión probit con selección de muestra denominado Heckprobit usando los datos de la Encuesta Residencial de Servicios de Telecomunicaciones del año 2021 (Erestel, 2021) del Organismo Supervisor de Inversión Priva...

mexicanbeer is the most important export alcoholic beverage, it represented 23% of Mexico's agro-industrialexports in 2021, it was found that there is commercial dependence on the US, which implies precariousness and limits market diversification for the sector, Mexico's Global Agreement with the European Union is an option for Mexican commercial d...

The study examines the link between fiscal expenditure and green economic development in heavily polluting Asian nations. The conventional wisdom that environmental sustainability and economic progress are incompatible is contested in this research. The study found a strong positive link between green fiscal policy and long-term economic developmen...

Taxation plays a pivotal role in the fiscal management and financing of the public sector by the government. This study is dedicated to a comprehensive exploration of taxation and its implications for fiscal sustainability, particularly in the context of a resource-rich developing nation, with a specific focus on Nigeria. In our investigation, we h...

This study empirically examines the interplay between market integration and economic growth across nine cities within the Pearl River Delta urban agglomeration. The findings indicate that the city cluster’s market integration negatively impacts regional economic development and has a negligible effect on the surrounding areas. In response, the res...

This study investigates the influence of climate change and economic development on the patterns of Fisheries catches in South Africa from 1960 to 2021. Our research employs wavelet-based spectral tools to analyse the time–frequency interrelationships among the variables and these methods differ from conventional econometric and statistical techniq...

The issue of population aging and imbalanced urban–rural development are two major economic realities and difficulties in China. They constitute important factors affecting the sustainable development of urban and rural areas. The main objective of this study is to analyze the impact of population aging on the consumption levels of urban and rural...

The paper investigates the possible mechanism behind the link between monetary policy and bank lending/risk-taking behaviors. Using a sample of Vietnamese commercial banks during 2007–2019, we find that the impact on bank output associated with monetary policy shocks is attributable to banks’ incentives to search for yield. Concretely, if interest...

There is a long-standing debate in the statistical, epidemiological, and econometric fields as to whether nonparametric estimation that uses machine learning in model fitting confers any meaningful advantage over simpler, parametric approaches in finite sample estimation of causal effects. We address the question: when estimating the effect of a tr...

The purpose of the paper is to check whether the introduction of the VAR system mitigated the referee bias against away teams. The dataset comprises 2279 matches played in the first tier of the Brazilian League from 2016 to 2021. We analyze 6 seasons of the first tier of the Brazilian domestic football league– 3 seasons before and 3 seasons after t...

Este trabajo analiza los efectos de la innovación abierta (IA), la estrategia organizacional y la existencia de una estrategia de gestión de riesgos corporativos (GRC) sobre la ventaja competitiva (VC) en coste, servicio y producto en el sector hotelero portugués. Se utiliza una encuesta a 251 directores ejecutivos de hoteles de pequeñas y medianas...

As significant emerging players, BRICS economies encounter the complex task of harmonizing economic expansion with ecological sustainability. Although renewable energy offers the potential to decrease greenhouse gas emissions, broaden energy resources, and reinforce energy security within BRICS nations, this dimension remains relatively unexplored....

This study investigates the impact of foreign loans on Nigeria's economic growth. The study's data was obtained from the Statistical Bulletin of the Central Bank of Nigeria. The variables utilized are Gross Domestic Product (GDP), which measures Nigeria's economic growth, as the dependent variable, The independent variables are inflation rate, fore...

Recognizing the environmental development-related commitments made by the Next Eleven countries at 26th Conference of Parties (COP26), this study scrutinizes the repercussions accompanying good democratic governance, renewable energy transition, economic growth, and the ratification of the Kyoto Protocol on carbon emission figures of these emerging...

El propósito de la investigación es indagar acerca del cumplimiento de las condiciones de omnicanalidad en consumidores y en micronegocios del sector de alimentos procesados en el área metropolitana de Medellín, a partir del estudio del cumplimiento de condiciones enmarcadas en tres componentes: canales de las ventas, los modelos de marketing y la...

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 econometric models. It also seeks to promote collaborative teaching through case studies and model research. The primary focus is on the hot r...

O artigo apresenta uma análise bibliométrica da produção científica na interseção entre Inteligência Artificial (IA) e os campos de Economia, Econometria e Finanças. Utilizando a ferramenta Bibliometrix, um pacote R para análise bibliométrica, o estudo examina artigos da plataforma SciVerse Scopus que incluíram "artificial intelligence" em seus tít...

This contribution presents the results of a well-structured online survey covering climate change adaptation measures and barriers. The survey was answered by a random sample of 460 farmers from the Lombardy region, northern Italy, a portion of the largest contiguous and most productive irrigated area in Europe. Two main research questions are cons...

This paper forecasts the energy efficiency coefficients at the Polish province level (NUT-2), based on imperfect and contradictory knowledge. On the one hand, we have information on the aggregated national energy efficiency coefficients in the industrial, transport, household, and service sectors. On the other hand, we also have information on the...

This study delves into the intricate process of predicting tourism demand, explicitly focusing on econometric and quantitative time series analysis. A meticulous review of the existing literature is carried out to comprehensively understand the various methods for forecasting “unpredictable” shocks of tourism demand on an ex-ante basis. The PRISMA...

This work analyzes an inventory of the touristic resources of the province of Burgos (Spain) and identifies with it the municipalities with the greatest touristic attraction, thus identifying the target points that facilitate the planning of the fieldwork process to obtain the opinion of tourists. To provide an analytical approach, this study adopt...

La evaluación del potencial turístico permite delimitar el nivel de atractivo de un destino en función de la planificación turística, estableciendo las bases para el desarrollo turístico local. Hasta la fecha, se han realizado numerosas investigaciones dirigidas a la medición del potencial turístico desde un enfoque sintético. Sin embargo, aún exis...

This work is about the utility of the cycle of money with the maximum mixed savings. This means that have examined the crucial points of tax policy and public policy which are the best for the increase of consumption and of investments, subject to the case that there exists mixed savings in the maximum level. Therefore, follows an analysis which st...

Assuming core (permanent) population to be vital to the maintenance of the village and rural life, this study investigates the population growth rate (PGR) of villages in Turkey. PGR is used as a dependent variable in the analysis, using a sample of 201 villages. The independent variables are ascertained through face-to-face interviews with village...

The aim of this study is to analyse trade between the member countries of the West African Economic and Monetary Union (WAEMU) and those of the European Union (EU) pre-Brexit over the period 2014-2019. It estimates a gravity model based on panel data. Three econometric estimation techniques are used : the WITHIN method, the Generalised Least Square...

In a globally interconnected economy marked by volatility, this study employs the Autoregressive Distributed Lag (ARDL) model to examine financial contagion’s impact on Romania’s financial stability. It investigates both conventional and unconventional channels through which financial contagion is transmitted, emphasizing its sensitivity to factors...

Financial development is vital to enhance the inclusive growth of a country in the modern world, and environmental quality, affected by financial development, is also a highly debated topic. Thus, this study attempts to investigate the role of financial development in determining environmental quality in Sri Lanka considering other variables namely...

Sentiment analysis, a burgeoning field dedicated to deciphering emotions, opinions, and attitudes within text data, has witnessed remarkable growth in research interest. This review paper embarks on a comprehensive journey through the dynamic landscape of sentiment analysis, encapsulating its multifaceted dimensions across three prominent academic...

The private sector remains hesitant to invest in water and sanitation infrastructure in Zimbabwe. For policymakers and investors, it is pertinent to understand the factors that determine the signing of water and sanitation public–private partnership (PPP) contracts, in order to leverage expertise and resources to achieve the Sustainable Development...

Successful organisations prioritise product quality and customer satisfaction. Non-financial indicators are crucial for measuring performance, requiring specific financial and technology management knowledge. Effective knowledge management and entrepreneurial activity significantly impact performance, vital to the country’s economic factors. Electr...

This article analyzes the regional features of investment activity in the Republic of Uzbekistan using data from the Agency for Statistics under the President of the Republic of Uzbekistan for the period 2013-2021 of Uzbekistan. In the article, methods of strategic planning, monographic observation, content analysis, systematic and comparative anal...

Utility functions serve as a prevalent basis for the theory of maximisation in the field of microeconomics. Consequently, conducting empirical research on life satisfaction offers a robust means of assessing the applicability of this theory. Through the utilisation of data derived from the UK Household Longitudinal Survey, an empirical examination...

Achieving sustainable development necessitates proactive measures to mitigate the economy’s negative impact on environmental standards. A new empirical association between renewable energy patent innovation and net international trade on carbon emissions in ASEAN countries from 1990 to 2021 is presented, along with its significance. Using present p...

The aim of the paper is to learn about the problems of innovative development in higher education, effects of government authority engagement in education, the influence of education quality to export of educational services, as well as the role of innovative educational services on the socio-economic development. To achieve the result, statistical...

The relatively low export innovation capacity is not conductive to the steady transformation and upgrading of China’s manufacturing industry, and it is necessary to implement suitable policies to enhance export innovation capacity. This study empirically analyzes the data of 827,471 manufacturing enterprises from 2000 till 2013 to investigate the i...

While conventional wisdom focuses on the roles of the state and the market in achieving high growth in East Asian countries, this paper offers an account focused on class dynamics. First, the paper connects post-World War II class dynamics in Japan and South Korea to the distributional outcome, i.e., the gap between labor productivity growth and re...

Peter Berck started his career as a resource economist applying dynamic systems to study forest management. Over the years, his attention shifted toward other resource challenges, including land use and water management, and his range of techniques expanded to include econometrics and computable general equilibrium models. He immersed himself in va...

By using highly granular monthly customs data and firm balance sheets, we document how firm heterogeneity mattered significantly in explaining Italy's 2020-21 goods export dynamics. Via a trade margin decomposition, we show how the exporters in the top 1 per cent of the export distribution (the 'Happy Few') were responsible for both the 2020 pandem...

This article introduces the special issue of the Revista de Historia Industrial – Industrial History Review on theory and econometrics in historical analysis. First, it briefly reviews the literature on the evolution of economic history since the so-called cliometric revolution, i.e., the growing use of theory to frame historical evidence and the i...

This paper examines the effect of digitalization on non-resource tax revenue mobilization in developing countries. Panel data from 111 countries selected between 2005 to 2019 have enabled us to carry out econometric estimates based on fixed effects. Our empirical analysis uses the digitalization index composed of the ICT access and use index. The r...

This paper empirically investigates the impacts of financial liberalisation on economic growth, putting into cognizance the alternative policy regime in Nigeria: premising on Solow's and Romer's hypotheses. The empirical investigation is done by employing multiple regression-using time series-and econometrics analyses. The study reveals that the pr...

This work investigated the impacts of financial liberalization on economic growth, premising on Solow-Romer's hypotheses. The study used multiple regressions and econometrics analyses: unite root, co-integration and error correction model with time series data. Besides, Chow's structural break test was equally adopted. Results discovered that indic...

La programación de horarios se clasifica como un problema combinatorio para el que existen múltiples alternativas de solución incluyendo entre ellas la programación entera. Sin embargo, el modelado de reglas operativas y el tamaño de problemas reales hace que su uso no sea común comparado con otras técnicas. El presente artículo propone un modelo d...

This study argues that the spatiotemporal geostatistical model for real estate prices, which accounts for and incorporates spatial autocorrelation, can be estimated successfully using the Bayesian Markov Chain Monte Carlo (MCMC) estimation. While this procedure often encounters difficulty in calculating probabilistic densities in the Metropolis–Has...

Este estudio examina la asociación entre teletrabajo y clima ético considerando la intervención de la autonomía laboral y del compromiso organizacional. La muestra incluye 448 empleados pertenecientes al sector eléctrico colombiano. Los datos se recopilan mediante una encuesta online y se analizan a través de un esquema de mediación múltiple. Los r...

Macroeconomic factors are widely believed to have a crucial role in affecting a company's financial health and, ultimately, its stock price. The study addresses this important issue by investigating the long-term impact of inflation and exchange rates on firm stock prices. This study adopts both panel and cross-firm modeling, along with a dynamic a...

The paper aims to discuss the role of innovation ecosystems as a factor that contributes to the adoption by companies of more advanced generations of digital technologies. Based on the literature about corporate strategic management and innovation economics from Neoschumpeterian inspiration, the paper assesses whether the participation in an innova...

The ability of fair investments in local general higher education to drive sustainable regional economic growth is explored. Based on spatial theory, the exploratory spatial data analysis method is used to examine the spatial characteristics of local general higher education expenditures in China’s 30 provinces from 2000 to 2021. The spatial Durbin...

The items that include public revenues in the state budget are very important for the economy, public expenditures, sustainability and growth depend on them. The functioning of the fiscal system in Albania has been particularly complicated for an important branch of the economy such as agriculture. It contributes approximately 18.4% to GDP, includi...

This paper aims to identify the main factors affecting the adoption of digital technologies for a panel of 299 Brazilian industrial firms surveyed in 2017 and 2019/20. A probabilistic model is used to estimate the likelihood of certain organizational, technological, and environmental characteristics of the firms affecting digital adoption in the tw...

Zakat distribution has a positive correlation with its collection. Thus, a higher collection of zakat will positively impact the distribution amount and reach a bigger pool of zakat recipients. However, some external constraints in its collection could likely have an adverse impact on its collection, especially the effect of the macroeconomic facto...

The carbon sequestration and overall crop production sustainability benefits of no-till (NT) farming are fully realized only when NT is used continuously over several years. Research shows that most U.S. farmers do not use the practice continuously. One of the commonly suggested reasons for intermittent tillage is the risk of a significant yield pe...

This paper’s primary goal is to examine the influence of a firm’s capital structures on practices of accrual-based earnings management by doing empirical research covering 51 non-financial Vietnamese listed companies during a period from 2013 to 2022. To estimate accrual-based earnings management practices, the modified Dechow and Dichev (2002) mod...

In this paper, the classification of crisis states and their dynamics is carried out. The asset crisis model is approximated and formalized. Invariant stationary components and the boundaries of crisis fluctuations are determined, which allows for predictions of the course of a crisis. The hypothesis of the phase invariance of crises is statistical...

_____________________________________________________________________________________ Le RÉSUMÉ [see the ACADEMIC SUMMARY below] CONTEXTE. Il existe une certaine littérature qui vise à estimer la corrélation statistique entre le risque d’un projet et le risque macro-économique. Pour supputer cette corrélation, elle formule a priori une relation log...

To achieve ambitious energy-climate targets, all EU member states have introduced policies to support the market introduction of renewable energy sources (RES) generation. Motivated to close the gap of the merit order effect (MOE) in less mature Central and South East European electricity markets, we empirically confirm economic theory predictions...

Se analiza si la administración presidencial de México, iniciada en diciembre 2018, con políticas económicas antineoliberales, ha repercutido y en qué magnitud respecto a la recaudación del impuesto sobre nóminas en el estado de Quintana Roo y, como variable de contraste, en los pasajeros internacionales. Mediante pruebas de ajuste, se identifica l...

We provide new analytical results for the implementation of the Hausman specification test statistic in a standard panel data model, comparing the version based on the estimators computed from the untransformed random effects model specification under Feasible Generalized Least Squares and the one computed from the quasi-demeaned model estimated by...

The article examines the relationships between the key components of the levels of socioeconomic development of Ukraine and the Republic of Azerbaijan. The aim of the study is to build a model of intercountry regression of per capita economic growth of both Ukraine and the Republic of Azerbaijan and to perform a comparative cross-country analysis o...

Econometría II 13 de octubre de 2023 1. Introducción En el panorama económico de las ciudades colombianas, la informalidad laboral ha sido un tema de interés significativo debido a sus implicaciones en el bienestar económico de la población y en la estabilidad macroeconómica del país. En este contexto, el presente estudio busca replicar y extender...

To understand the neural mechanisms underlying brain function, neuroscientists aim to quantify causal interactions between neurons, for instance by perturbing the activity of neuron A and measuring the effect on neuron B. Recently, manipulating neuron activity using light-sensitive opsins, optogenetics, has increased the specificity of neural pertu...

An introduction to the principles and methods of econometrics. It also emphasizes the interpretation and communication of empirical results. A very useful quick guide to econometrics theory and practice for teachers and students of basic and intermediate econometrics courses. It covers basic econometrics survey method, model development, estimation...

The aim of this study is to examine the factors influencing compliance with COVID-19 preventive management strategies in sub-Saharan Africa (SSA). To address the lack of national data associated with this study, a comprehensive cross-sectional panel dataset by GeoPoll, encompassing 12 SSA countries, is used. The study employs a novel index and a cr...

Choices made by individuals have widespread impacts—for instance, people choose between political candidates to vote for, between social media posts to share, and between brands to purchase—moreover, data on these choices are increasingly abundant. Discrete choice models are a key tool for learning individual preferences from such data. Additionall...

Renewable energies can reduce greenhouse gas (GHG) emissions. However, in previous studies, less attention has been paid to their role by emphasizing two wind and solar energy sources in applied research. Therefore, the current research seeks to investigate the role of per capita consumption of renewable energy, wind, and solar energy in reducing p...

Bivariate data are frequently encountered in many applied fields, including econometrics, engineering, physiology, biology, and medicine. For bivariate analysis, a wide range of non-parametric and parametric techniques can be applied. There are fewer requirements needed for non-parametric procedures than for parametric ones. In this paper, the sadd...

This study analyzes and compares the influence of the VIX index, known as the “fear index,” on the volatility of the stock exchanges of the main Latin American countries (Brazil, Chile, and Mexico) and on some of the main international exchanges of the member countries of the G7 (the United States, Germany, France, and the United Kingdom) from Janu...

This paper uses the theory of information imperfections to examine the relationship between income inequality and financial development in a dual financial system comprising traditional finance and microfinance. It uses panel data for 97 developing countries over a period characterized by declining income inequality from 2000 to 2017. Traditional f...