Essays about: "Non-stationary Panels"

Found 4 essays containing the words Non-stationary Panels.

  1. 1. Solar Power Forecasting with Machine Learning Techniques

    University essay from KTH/Matematisk statistik

    Author : Emil Isaksson; Mikael Karpe Conde; [2018]
    Keywords : ;

    Abstract : The increased competitiveness of solar PV panels as a renewable energy source has increased the number of PV panel installations in recent years. In the meantime, higher availability of data and computational power have enabled machine learning algorithms to perform improved predictions. READ MORE

  3. 2. A comparison of FDML and GMM for estimation of dynamic panel models with roots near unity

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adrian Mehic; [2017]
    Keywords : econometrics; dynamic panel data; Monte Carlo; Business and Economics;

    Abstract : This thesis compares the performance of the first-differenced maximum likelihood estimator (FDML) and the Blundell-Bond continuously-updating system GMM estimator of the autoregressive parameter in an AR(1) dynamic panel model without exogenous covariates, particularly focusing on the close-to-non-stationary case. This case is far from trivial, as a high degree of persistence is the norm rather than the exception in economic panels. READ MORE

  4. 3. The Relationship between Insurance Market Activity and Economic Growth

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yana Petrova; [2014]
    Keywords : Insurance; Economic Growth; Non-stationary Panels; Cointegration; Vector Error Correction Model; Business and Economics;

    Abstract : This research examines the short- and the long-run relationship between insurance market activity and economic growth for a panel data set of 80 countries for the period 2001-2012. Insurance market is investigated as a whole and separately as life and non-life insurance sectors. READ MORE

  5. 4. Financial Integration in south Asia : An Application of Feldstein Horioka Puzzle

    University essay from Institutionen för samhällsvetenskaper

    Author : Salman Riaz; [2011]
    Keywords : ;

    Abstract : In this thesis, panel data is used to investigate the degree of financial integration of selected South Asian countries from 1981 to 2009 using the Feldstein–Horioka (1980) approach. International macroeconomics is considered to be the economics of puzzles. READ MORE