Research ArticleOpen accessEvery word in the titleDuration Modeling in Undergraduate Econometrics Curriculum via ExcelIsmail H. GencThe main goal of an Econometrics course is to prepare students for more advanced levels of study and make them able to cope with the empirical problems they are likely to face. In recent years, there has been a tendency to purge merely theoretical topics from the econometric textbooks by including only time honored methods. Survival analysis, however, has so … …American Journal of Applied Sciences, Vol. 1, Issue 4 · 31 Dec 2004 · 7,053 accessesView PDFCite
Research ArticleOpen accessIn the keywordsECONOMETRIC MODELLING OF INDICATORS OF INNOVATION ACTIVITY LEVELNatalia Grigoryeva, Rezeda KundukchyanIn the article we attempt to identify indicators that have a significant impact on the level of innovation activity, for a deeper understanding of the essence and principles of the innovative process. This article presents the econometric analysis. The model of multiple regression was built. Econometric modeling was carried out based on statistical data on regions of Russia. The study … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 1 Sep 2014 · 6,690 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAnalysis of Financial Markets Integration of Iran Within the Middle East and with the Rest of the WorldParinaz EzzatiIt is universally argued that Iran’s financial markets are effectively isolated from the rest of the world. However, in the last three years, privatization increased in Iranian financial markets as well as capitalization, Foreign Direct Investment (FDI) and equity prices, albeit with suspicion of reaching the bubble level. Questions are raised whether Iran is still isolated from the rest of … …American Journal of Applied Sciences, Vol. 10, Issue 12 · 10 Oct 2013 · 6,849 accessesView PDFCite
Research ArticleOpen accessIn the keywordsVolatility in Malaysian Stock Market: An Empirical Study Using Fractionally Integrated ApproachChin Wen CheongThis study explores the fractionally integrated (FI) time series analysis in Malaysian stock market. Four proxies of latent volatility, namely the absolute return, squared return and range-based (Parkinson and Garman and Klass) volatilities are selected for the empirical studies. In addition, the well-known FI autoregressive conditional variance (ARCH) type model is also taken into account for comparison purposes. Our empirical … …American Journal of Applied Sciences, Vol. 5, Issue 6 · 30 Jun 2008 · 6,706 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAdults' Demand for the Internet use in the USA: An Empirical ApproachIsmail H. Genc, Hasan Sahin, Robert W. StoneAcademic literature regarding the factors influencing Internet use is presented. Based on this literature, a theoretical model of the demand for the use of the Internet is developed. The estimation of the demand for Internet use in the U.S. is performed using logit and probit. The model includes explanatory variables such as gender, race, income, age, educational level, marital status, … …Journal of Mathematics and Statistics, Vol. 2, Issue 1 · 31 Mar 2006 · 6,853 accessesView PDFCite
Research ArticleOpen accessIn the abstractParameter-Expanded Data Augmentation for Analyzing Nominal Data With Missing Values Using Multinomial Probit ModelsSuwash Silwal, Xiao ZhangNominal data occur in many scientific fields, such as health-related studies, transportation, and econometrics. Due to the ubiquitousness of missing data, it is inevitable to analyze nominal data with missing values. As is well known, statistical methods for analyzing nominal variables are quite limited. The Multinomial Probit (MNP) model has been an essential tool for analyzing nominal categorical data, but … …Journal of Mathematics and Statistics, Vol. 22, Issue 1 · 23 May 2026 · 1,804 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Trading Using PE Ratio Based on Bayesian InferenceHaizhen Wang, Ratthachat Chatpatanasiri, Pairote SattayathamThe Price Earnings (PE) ratio is one of the most widely applied tool for the firm valuation in a security market. Unfortunately, recent academic developments in financial econometrics and machine learning have rarely looked at this tool. In the paper, we propose to formalize a process of fundamental PE ratio estimation by employing Dynamic Bayesian Network (DBN) methodology. Forward-backward inference … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,425 accessesView PDFCite
Case ReportOpen accessIn the abstractEvaluation of Seasonal Autoregressive Integrated Moving Average Models for River Flow ForecastingKassahun Birhanu Tadesse, Megersa Olumana Dinka, Tena Alamirew, Semu Ayalew MogesReservoir operation policies cannot be functional in instant decision making without forecasting the future reservoir inflows. For forecasting inflows into reservoirs with only hydrological data is available like Koga irrigation dam, multivariate forecasting models cannot be used to generate accurate river flow information. As a result, an evaluation of univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) models was done for … …American Journal of Environmental Sciences, Vol. 13, Issue 5 · 28 Sep 2017 · 7,885 accessesView PDFCite
Research ArticleOpen accessIn the abstractDeterminants of Success within an Integrated Business Curriculum Context: An Econometric AssessmentIsmail H. Genc, Selahattin BekmezThis paper studies an ongoing curriculum innovation at the College of Business and Economics at the University of Idaho, with junior level economics and business classes under one common team taught course, the Integrated Business Curriculum (IBC), instead of independent classes. In our study, there were six modules (classes) within IBC. The students were required to form teams, along with … …Journal of Social Sciences, Vol. 4, Issue 3 · 30 Sep 2008 · 7,671 accessesView PDFCite
Research ArticleOpen accessIn the abstractPolitical Stability and Economic Growth in AsiaMuhammad Younis, Xu Xiao Lin, Yahya Sharahili, Santhirasegaram SelvarathinamThis study investigates the effects of various factors of political instability on economic growth in selected ten Asian economies during 1990-2005. Our empirical findings show a close relationship between political stability and economic growth. We have analyzed the data by using ordinary least squire econometrics methods, which conclude that 32.35 scores increasing of index of political stability leads to one … …American Journal of Applied Sciences, Vol. 5, Issue 3 · 31 Mar 2008 · 8,556 accessesView PDFCite