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The impact of OFDI on economic growth countries: an econometric approach using panel data and time-series evidence
(2012-12-20)
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric ...
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach
(2019-06)
Based on a General Dynamic Factor Model with infinite-dimensional factor space, we develop a new estimation and forecasting procedures for conditional covariance matrices in high-dimensional time series. The performance ...
A Brief Analysis of Artificial Satellites Solar Panels Deployment Considering a Nonlinear Dynamic Model
(2021-01-01)
The present analysis is focused on the nonlinear dynamics of a solar panel opening during the trajectory of a satellite around the Earth, analyzing the dynamics between energy sources and structural response that must not ...
Multi-dimensional Panels in Quantile Regression Models
(Springer, 2017)
This chapter studies estimation and inference methods for multi-dimensional quantile regression panel data models. First, we discuss the fixed effects (FE) model. This model imposes a relatively restrictive asymptotic ...
NOnlinearity detection and identification using discrete-time volterra series: Application to a solar array structure
(2015-01-01)
The aim of this paper is to identify a nonlinear model using time responses obtained from a sine sweep excitation applied to a simplif ied solar array structure. The nonlinearity is mainly caused by impacts, gaps and ...
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2015-07)
Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important ...
Abordagem Bayesiana do modelo AR(1) para dados em painel: uma aplicação em dados temporais de microarrayBayesian approach of AR(1) panel data model: application in microarray time series data
(Universidade Federal de ViçosaBREstatística Aplicada e BiometriaMestrado em Estatística Aplicada e BiometriaUFV, 2015)
Bayesian forecasting of temporal gene expression by using an autoregressive panel data approach
(Genetics and Molecular Research, 2018)