Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Virmantas Kvedaras"'
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 47, Iss spec. (2021)
The article investigates the properties of two alternative disaggregation methods. First one, proposed in Chong (2006), is based on the assumption of polynomial autoregressive parameter density. Second one, proposed in Leipus et al. (2006), uses the
Externí odkaz:
https://doaj.org/article/138b0271af2042cab2b1ce2cfe5a86a3
Publikováno v:
Journal of Statistical Software, Vol 72, Iss 1, Pp 1-35 (2016)
When modeling economic relationships it is increasingly common to encounter data sampled at different frequencies. We introduce the R package midasr which enables estimating regression models with variables sampled at different frequencies within a M
Externí odkaz:
https://doaj.org/article/374179e7843647289c96eed1f510a9cb
Autor:
Isao Ishida, Virmantas Kvedaras
Publikováno v:
Econometrics, Vol 3, Iss 1, Pp 2-54 (2015)
We introduce and investigate some properties of a class of nonlinear time series models based on the moving sample quantiles in the autoregressive data generating process. We derive a test fit to detect this type of nonlinearity. Using the daily real
Externí odkaz:
https://doaj.org/article/07a16d1b264f40bf8a922cd2e4091b8d
Autor:
Rimantas Rudzkis, Virmantas Kvedaras
Publikováno v:
Austrian Journal of Statistics, Vol 34, Iss 2 (2016)
A small vector error correction model of the Lithuanian economy is presented aimed at forecasting and explaining the macroeconomic fluctuations. Various aspects of model building are discussed in the light of specificity of the Lithuanian economy. Th
Externí odkaz:
https://doaj.org/article/e1a5874c0b694f28a3a3cc7d03e63de1
Publikováno v:
Lithuanian Journal of Statistics, Vol 53, Iss 1 (2014)
Extending the research started in [31], the paper uses econometric methods for the short-term forecasting of quarterly values of sector indexes of stock prices from the OMX Baltic stock exchange. The ARMA models and modelling methodology that was use
Externí odkaz:
https://doaj.org/article/b88fdf99d8a14f5a963963564ff8f8f3
Autor:
Virmantas Kvedaras
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 44, Iss spec. (2004)
A Monte Carlo simulation is performed in order to investigate the effects of lagged relationship on the cointegration inference in a single equation. Given a small data sample the standard application of Engle–Granger cointegration testing proced
Externí odkaz:
https://doaj.org/article/b07820f955254af0ab19063d3ed4ef31
Autor:
Jorgen Drud Hansen, Virmantas Kvedaras
Publikováno v:
Ekonomika, Vol 65 (2004)
This paper examines, the prospects for economic growth in the three Baltic countries in a framework of a balance of payment constrained growth model. Based on an estimation of income elasticities of imports and assumptions about export growth, GDP gr
Externí odkaz:
https://doaj.org/article/f92d89023e1a4e1791bfc084ec30895f
Autor:
Virmantas Kvedaras, Rimantas Rudzkis
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 40, Iss spec. (2000)
Economic activities and indicators of a small open country are crucially influenced by the dynamics of export volume. This paper examines the Lithuanian export trends by different countries using a modem non-stationary time series and econometric the
Externí odkaz:
https://doaj.org/article/30db5a61874b41b4a049685757ab86ba
Publikováno v:
Economic Analysis and Policy
Exports from China have surged substantially since its accession to the World Trade Organization in 2001. We investigate how this expansion affected income inequality within European regions by separating the trade pressure experienced in external an
Publikováno v:
SSRN Electronic Journal.