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

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.

Energy consumption flow and econometric models of two plum cultivars productions in Tehran province of Iran

Energy ◽  
2012 ◽  
Vol 44 (1) ◽  
pp. 211-216 ◽  
Author(s):  
Seyed Mohammad Hossein Tabatabaie ◽  
Shahin Rafiee ◽  
Alireza Keyhani
Keyword(s):  
Energy Consumption ◽  
Econometric Models ◽  
Tehran Province

Tax policy and investment in major U.S. macroeconomic econometric models

1983 ◽  
Vol 20 (2) ◽  
pp. 139-166 ◽  
Author(s):  
Robert S. Chirinko ◽  
Robert Eisner
Keyword(s):  
Tax Policy ◽  
Econometric Models

Curved Exponential Models in Econometrics

1997 ◽  
Vol 13 (6) ◽  
pp. 771-790 ◽  
Author(s):  
Kees Jan van Garderen
Keyword(s):  
Structural Equation ◽  
Equation Model ◽  
Econometric Models ◽  
Demand Systems ◽  
Likelihood Ratios ◽  
Sufficient Statistics ◽  
Sufficient Statistic ◽  
Exponential Models ◽  
Minimal Sufficient Statistic ◽  
The Difference

Curved exponential models have the property that the dimension of the minimal sufficient statistic is larger than the number of parameters in the model. Many econometric models share this feature. The first part of the paper shows that, in fact, econometric models with this property are necessarily curved exponential. A method for constructing an explicit set of minimal sufficient statistics, based on partial scores and likelihood ratios, is given. The difference in dimension between parameterand statistic and the curvature of these models have important consequences for inference. It is not the purpose of this paper to contribute significantly to the theory of curved exponential models, other than to show that the theory applies to many econometric models and to highlight some multivariate aspects. Using the methods developed in the first part, we show that demand systems, the single structural equation model, the seemingly unrelated regressions, and autoregressive models are all curved exponential models.

scholarly journals New system of employment forecasting in Poland

2014 ◽  
Vol 15 (2) ◽  
pp. 75-90
Author(s):  
Łukasz Arendt
Keyword(s):  
Labour Market ◽  
Econometric Models ◽  
Point Of View ◽  
Labour Market Policy ◽  
Market Policy ◽  
On Line ◽  
New System

Abstract The goal of the paper was to describe the system of employment forecasting in Poland and to present forecasts results. The paper described the main assumptions and elements of the system of employment forecasting (the structure of econometric models and on-line forecasting tool). It also elaborated on employment forecasts at national, regional and occupational levels. The analysis of forecasts enabled drawing some conclusions, important from the point of view of the perspectives of the Polish labour market and the labour market policy.

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