Essays about: "econometrics"

Showing result 21 - 25 of 450 essays containing the word econometrics.

1. 21. Testing the regional convergence in China : A spatial panel analysis

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Yaao Pang; [2020]
   Keywords : Regional convergence; spatial panel model; spatial econometrics;

   Abstract : This paper tests the regional convergence of GDP per capita across 27 Chinese provinces during the period 1961-2018 with considering the spatial interactions. First, this study only finds a slight divergence over the entire period. READ MORE

3. 22. CAN DEEP LEARNING BEAT TRADITIONAL ECONOMETRICS IN FORECASTING OF REALIZED VOLATILITY?

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Filip Björnsjö; [2020]
   Keywords : Deep Learning; Econometrics; volatility;

   Abstract : Volatility modelling is a field dominated by classic Econometric methods such as the Nobel Prize winning Autoregressive conditional heteroskedasticity (ARCH) model. This paper therefore investigates if the field of Deep Learning can live up to the hype and outperform classic Econometrics in forecasting of realized volatility. READ MORE

4. 23. The value of personality - Using algorithms and econometrics to analyze CEO conscientiousness and its impact on M&A performance

   University essay from Göteborgs universitet/Graduate School

   Author : Axel Gillmert; Henrik Persson; [2019-08-12]
   Keywords : M A performance; CEO acquisitiveness; Big Five personality traits; Conscientiousness;

   Abstract : Even after years of extensive and rigorous research, there is still a puzzling question relating to why managers keep engaging in M&A activities in spite of their tendency to destroy value for the shareholders of the acquiring firm. By seeking explanations in personality psychology, we examine the relationship between CEO conscientiousness, short-term stock market reactions and CEO acquisitiveness. READ MORE

5. 24. Cluster Analysis from a Game Theoretical Framework

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Rachael Ahn; [2018]
   Keywords : cluster analysis; algorithmic game theory; Nash equilibrium; repeated games;

   Abstract : Although regression analysis is the predominant method of statistical analysis in econometrics, unsupervised methods such as cluster analysis can bring novel insight into detailed data sets. In this paper, we analogize game theory with cluster analysis, and find that the k-means algorithm is a Nash equilibrium in a repeated game framework. READ MORE

6. 25. The impact of visitors satisfaction in explaining expenditure behaviour : A structural equation modelling approach

   University essay from Högskolan Dalarna/Nationalekonomi

   Author : Heba Kurdi; [2018]
   Keywords : Endogenity; Structural Equation Modelling SEM ; Satisfaction; Expenditure; Marketing; Venice.;

   Abstract : Visitor expenditure can be affected by different economic, socio-demographic and psychological variables. Previous literature have focused on the use of observed tourists and destination characteristics as explanatory variables to explain visitor expenditure, whereas the use of psychological factors has been underresearched. READ MORE