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Your search keyword '"Vector analysis -- Usage"' showing total 4 results
Start Over Descriptor "Vector analysis -- Usage" Publisher john wiley & sons, inc.
4 results on '"Vector analysis -- Usage"'

1. The homogeneity restriction and forecasting performance of VAR-type demand systems: an empirical examination of US meat consumption

Author

Wang, Zijun and Bessler, David A.

Subjects
Vector analysis -- Usage, Autoregression (Statistics) -- Usage, Food consumption -- Analysis, Meat industry -- Research, Business, Economics, Government, Mathematics
Abstract

An analysis of United States meat consumption data is made using forecast performance comparisons of vector-autoregression-type demand systems.

Published
2002

2. Model specification and forecasting foreign exchange rates with vector autoregressions

Author

Joseph, Nathan Lael

Subjects
Foreign exchange -- Prices and rates, Vector analysis -- Usage, Autoregression (Statistics) -- Models, Economic forecasting -- Methods, Business, Economics, Government, Mathematics
Abstract

The accuracy of several vector autoregressive models for forecasting foreign exchange rates is evaluated. The forecasting accuracy of these models was not strong.

Published
2001

3. Asymptotic normal and bootstrap inference in structural VAR analysis

Author

Fachin, Stefano and Bravetti, Luca

Subjects
Economic forecasting -- Methods, Vector analysis -- Usage, Business, Economics, Government, Mathematics
Abstract

The performance of the bootstrap and asymptotic parametric inference methods in structural vector autoregressive analysis is examined using the Monte Carlo method. Results suggest that the two approaches are at par with each other in almost all cases. However, the bootstrap method performs better in terms of the length of the confidence interval and coverage in the presence of highly nonlinear statistics. The asymptotic method, however, outperforms the bootstrap when it comes to distribution of errors.

Published
1996

4. Estimating strategic price response using conitegration analysis: the case of the domestic black and herbal tea industries

Author

Vickner, Steven S. and Davies, Stephen P.

Subjects
R. Twining and Company Ltd. -- Prices and rates, Celestial Seasonings Inc. -- Prices and rates, Tea industry -- Research, Tea -- Prices and rates, Vector analysis -- Usage, Error analysis -- Usage, Agricultural industry, Business, Bigelow -- Prices and rates
Abstract

Multivariate price relationships for herbal and domestic brands of tea are developed using vector error correction analysis of point-of-purchase scanner data. Bigelow's tea prices show a correlation to those of Twining and Celestial Seasonings.

Published
2002

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