Econometrics
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Recent papers in Econometrics
Abstract This paper presents a review of nine theoretical models of foreign direct investment (FDI). Discussed are early studies of determinants of FDI (1) as well as determinants of FDI based on the neoclassical trade theory (2),... more
Recently, variable selection by penalized likelihood has attracted much research interest. In this paper, we propose adaptive Lasso quantile regression (BALQR) from a Bayesian perspective. The method extends the Bayesian Lasso quantile... more
This study utilizes panel data analysis over the 1996 to 2015 period to investigate the impact of governance quality (including democratic quality and technical quality) on income inequality in ten Asain countries, classified as "advanced... more
A continuous-time model that incorporates several key elements in tumor dynamics is analyzed. More precisely, the form of proliferating and quiescent cell lines comes out from their relations with the whole tumor mass, giving rise to a... more
This paper models and predicts how the strengthening of intellectual property (IP) protection will impact R&D in developing economies. International agreements such as TRIPs and free trade agreements are enhancing the level of... more
This paper examines the asymmetrical relationship between exchange rate and consumer prices in 40 Sub-Saharan African (SSA) countries from 1990q1 to 2017q4. The exchange rate pass-through (ERPT) to consumer prices is estimated for each... more
This paper analyzes the impacts and the welfare cost of building-height restrictions, providing a concrete welfare-cost estimate for the city of Bangalore. Relying on several theoretical results, the analysis shows that the welfare cost... more
The main purpose of this research paper is to explore and understand the nature of association and the possible existence of a short run and long run relationship between US Dollar, EURO, British Pound and Japanese Yen. To find out the... more
... a function that is assumed to have two continuous derivatives, adding the side condition guarantees positivity and produces, uniquely, the Epanechnikov kernel. ... It will be clear from the previous paragraphs that, in the problem of... more
The paper represents the research of matching Hurst exponent to Elliott wave models for financial time series. It illustrates that there are some values of Hurst exponent which match the most efficient using of Elliot Wave Principle for... more