Sökning: "Dynamic Static Probit"

Hittade 2 uppsatser innehållade orden Dynamic Static Probit.

1. 1. PREDICITING BULL AND BEAR IN S&P500

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Dodou Saidy; Arash Saleh Tabari; [2017]
   Nyckelord :Factors; Stock indices; Stock Markets; Probability; Dynamic Static Probit; Business and Economics;

   Sammanfattning : This paper seeks to investigate if factors extracted from macroeconomic and financial variables can improve the forecast accuracy of the bull and bear market in the S&P500 stock index. The study extended the models constructed by Nyberg(2012) and Chen (2009) by augmenting their model with factors. LÄS MER

3. 2. Identifying the Peruvian poverty profiles: A review of poverty dynamics from 1998 to 2010

   Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

   Författare :Mary Ysabel Tam Maldonado; [2012]
   Nyckelord :transient poverty; persistent poverty; Measurement and analysis of poverty; Social Sciences;

   Sammanfattning : Using a relatively extensive panel data set on poverty –from 1998 to 2010– and information on household member characteristics –from 2007 to 2010–, both coming from a sub-sample of the Peruvian Household National Survey, a poverty dynamic analysis was carried out in this study. A spell approach was applied to calculate transient and persistent poverty and an ordered probit model was estimated to identify factors related to both transient and persistent poverty. LÄS MER