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357  Articles
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The performance of heteroscedasticity consistent covariance matrix estimators (HCCMEs), namely, HC0, HC1, HC2, HC3 and HC4 have been evaluated by numerous researchers for the heteroscedastic linear regression models. This study focuses on examining the pe... see more

Housing prices have been the subject of many studies, and some of them have tried to determine the influencing structural and location factors through hedonic econometric models. One of the main factors considered in the literature on real estate appraisa... see more

Stocks are an investment that many investors are interested in but often have a high risk. Value at Risk (VaR) is one tool that is often used in risk measurement. In general, financial data fluctuate rapidly so that the variants of the residuals are not c... see more

The impact evaluation of exogenous policies over time is of great importance in several areas. Unfortunately, an adequate time-series analysis has not always been taken into account in the literature, mainly in health problems. When regression models are ... see more

Gold was the one of the long-term investment commodities that were considered as the safe heaven for investors. The gold price was strongly influenced by global socioeconomic that causing fluctuations in price changes. The Fluctuations of gold price would... see more

This study attempts to answer the main question: are there reciprocal effects between the variances of the stock returns in the Saudi market, also the answer to a sub-question. What are the leading stocks in the Saudi market?. Study selected a sample of f... see more

In this paper, time series theory is used to modelling monthly inflation data in Albania during the period from January 2000 to December 2016. The autoregressive conditional heteroscedastic (ARCH) and their extensions, generalized autoregressive condition... see more

The paper authenticated the need for separate positive integer time series model(s). This was done from the standpoint of a proposal for both mixtures of continuous and discrete time series models. Positive integer time series data are time series data su... see more

The Least Square Dummy Variable (LSDV) method can be used to estimate parameters in the panel data regression model incomplete one-way fixed effect. To produce the best model with GDP data of GRASB. Variables that do not occur heteroscedasticity and model... see more

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