Missing Observations in Dynamic Econometric Models: A Partial Synthesis

1984 ◽  
pp. 108-133 ◽  
Author(s):  
A. C. Harvey ◽  
C. R. McKenzie
Keyword(s):  
Econometric Models ◽  
Missing Observations ◽  
Partial Synthesis

Risk and Volatility: Econometric Models and Financial Practice

CFA Digest ◽  
2005 ◽  
Vol 35 (1) ◽  
pp. 82-83
Author(s):  
Frank T. Magiera
Keyword(s):  
Econometric Models

Current Situation of the Efficiency of the National Budget Allocation in Vietnam

2019 ◽  
Vol 35 (3) ◽  
Author(s):  
Nguyen Trong Vinh ◽  
Nguyen Cam Nhung
Keyword(s):  
Budget Allocation ◽  
Current Situation ◽  
Econometric Models ◽  
The State ◽  
Policy Implications ◽  
State Budget ◽  
National Budget ◽  
Near Future ◽  
Positive Results

This research evaluates the efficiency of the state budget allocation in Vietnam in the period 2007-2016 by using econometric models of OLS, FEM, REM and FGLS. The estimated results from the model, together with the evaluation of the state budget allocation show that the budget allocation has achieved positive results, but the efficiency of budget allocation is still not high. Following this, the article gives some policy implications for Vietnam to effectively allocate the state budget in the near future.

Econometric Models for Probabilistic Choice Among Products

1980 ◽  
Vol 53 (S3) ◽  
pp. S13 ◽  
Author(s):  
Daniel McFadden
Keyword(s):  
Econometric Models ◽  
Probabilistic Choice

scholarly journals Discussion on Competition for Spatial Statistics for Large Datasets

2021 ◽  
Author(s):  
Roman Flury ◽  
Reinhard Furrer
Keyword(s):  
Spatial Statistics ◽  
Covariance Function ◽  
Likelihood Function ◽  
Large Datasets ◽  
Missing Observations ◽  
Covariance Model ◽  
Compactly Supported ◽  
Covariance Tapering ◽  
Simple Kriging ◽  
Estimated Parameters

AbstractWe discuss the experiences and results of the AppStatUZH team’s participation in the comprehensive and unbiased comparison of different spatial approximations conducted in the Competition for Spatial Statistics for Large Datasets. In each of the different sub-competitions, we estimated parameters of the covariance model based on a likelihood function and predicted missing observations with simple kriging. We approximated the covariance model either with covariance tapering or a compactly supported Wendland covariance function.

Spatial Effect of Crime on Peer-to-Peer Lodging Performance

2021 ◽  
pp. 004728752110082
Author(s):  
Yu-Hua Xu ◽  
Lori Pennington-Gray ◽  
Jinwon Kim
Keyword(s):  
Peer To Peer ◽  
Spatial Effect ◽  
Econometric Models ◽  
Spatial Econometric ◽  
Community Based ◽  
Negatively Associated ◽  
Business Operations ◽  
Spatial Econometric Models ◽  
Crime Types ◽  
Social Uncertainty

Safety is a major factor impacting consumers’ participation in peer-to-peer (P2P) economies. Using spatial econometric models, this study examined crime effects on the performance (RevPAR) of P2P lodgings at three spatial ranges: property, community, and destination level. The performance of P2P lodgings is negatively associated with crime densities, while the degree of the association varies by crime types and room types. Crime can “spill over” to the neighborhood and have the strongest impact at the community level, followed by the destination level and the property level. The study provides a way to understand tourism risks using criminology theories and the concept of social uncertainty. Empirically, the study provides implications to the governance of community-based lodging business. We suggest that the effect of crime on P2P lodging performance was more conditioned by the safety environment in its neighborhood and the whole destination, rather than individual business operations.

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