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Abstract

Details

Dynamics of Financial Stress and Economic Performance
Type: Book
ISBN: 978-1-78754-783-4

Book part
Publication date: 29 August 2005

David Chan

Multivariate latent growth modeling (multivariate LGM) provides a flexible data analytic framework for representing and assessing cross-domain (i.e., between-constructs…

Abstract

Multivariate latent growth modeling (multivariate LGM) provides a flexible data analytic framework for representing and assessing cross-domain (i.e., between-constructs) relationships in intraindividual changes over time, which also allows incorporation of multiple levels of analysis. Using the chapter by Cortina, Pant, and Smith-Darden (this volume) as a point of departure, this chapter discusses important preliminary data analysis and interpretation issues prior to performing multivariate LGM analyses.

Details

Multi-Level Issues in Strategy and Methods
Type: Book
ISBN: 978-1-84950-330-3

Article
Publication date: 1 April 2001

S. Gamesalingam and Kuldeep Kumar

Describes the ability of modern computer‐driven multivariate statistical analysis to deal with complex data and the development of statistical models for predicting financial…

3011

Abstract

Describes the ability of modern computer‐driven multivariate statistical analysis to deal with complex data and the development of statistical models for predicting financial distress. Applies multivariate techniques to 1986‐1991 financial ratio data for Australian failed (29) and nonfailed (42) companies; and explains the techniques used (principal components analysis, factor analysis, discriminant analysis and cluster analysis) and the different types of information they can provide to help identify the distress levels of companies. Predicts that multivariate methods will change the way researchers think about problems and design their research. An unusually clear exposition of the application of multivariate methods.

Details

Managerial Finance, vol. 27 no. 4
Type: Research Article
ISSN: 0307-4358

Keywords

Content available
Book part
Publication date: 28 September 2018

Ramesh Babu Thimmaraya and M. Venkateshwarlu

Abstract

Details

Dynamics of Financial Stress and Economic Performance
Type: Book
ISBN: 978-1-78754-783-4

Article
Publication date: 1 April 2003

C.H. Wong, J. Nicholas and G.D. Holt

Today’s growing numbers of contractor selection methodologies reflect the increasing awareness of the construction industry for improving its procurement process and performance…

1732

Abstract

Today’s growing numbers of contractor selection methodologies reflect the increasing awareness of the construction industry for improving its procurement process and performance. This paper investigates contractor classification methods that link clients’ selection aspirations and contractor performance. Multivariate techniques were used to study the intrinsic link between clients’ selection preferences, i.e. project‐specific criteria (PSC) and their respective levels of importance assigned (LIA), during tender evaluation for modelling contractor classification models in a data set of 68 case studies of UK construction projects. The logistic regression (LR) and multivariate discriminant analysis (MDA) were used. Results revealed that both techniques produced a good prediction on contractor performance and indicated that suitability of the equipment, past performance in cost and time on similar projects, contractor relationship with local authority, and contractor reputation/image are the most predominant PSC in the LR and MDA models among the 34 PSC. Suggests contractor classification models using multivariate techniques could be developed further.

Details

Engineering, Construction and Architectural Management, vol. 10 no. 2
Type: Research Article
ISSN: 0969-9988

Keywords

Book part
Publication date: 13 December 2013

Bertrand Candelon, Elena-Ivona Dumitrescu, Christophe Hurlin and Franz C. Palm

In this article we propose a multivariate dynamic probit model. Our model can be viewed as a nonlinear VAR model for the latent variables associated with correlated binary…

Abstract

In this article we propose a multivariate dynamic probit model. Our model can be viewed as a nonlinear VAR model for the latent variables associated with correlated binary time-series data. To estimate it, we implement an exact maximum likelihood approach, hence providing a solution to the problem generally encountered in the formulation of multivariate probit models. Our framework allows us to study the predictive relationships among the binary processes under analysis. Finally, an empirical study of three financial crises is conducted.

Details

VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
Type: Book
ISBN: 978-1-78190-752-8

Keywords

Abstract

Details

Review of Marketing Research
Type: Book
ISBN: 978-0-85724-723-0

Article
Publication date: 1 December 2002

Michael D. White

Prior research on the police decision to use deadly force has tended to neglect multivariate relationships, particularly at the situational level. This paper makes use of data…

1727

Abstract

Prior research on the police decision to use deadly force has tended to neglect multivariate relationships, particularly at the situational level. This paper makes use of data describing deadly force incidents in Philadelphia during two time periods (1970‐1978 and 1987‐1992) and employs multivariate analyses to identify situational predictors of police shootings involving gun‐assaultive suspects. Findings from the multivariate analyses are then used in a pilot effort to develop predictive risk classifications of deadly force incidents. Identification of predictors of deadly force is helpful not only in assessing the relative contributions of situational variables but also in shaping our understanding of the behavior of line officers who are forced, by the nature of their work, to make split‐second decisions involving life and liberty with minimal guidance and support from the police department.

Details

Policing: An International Journal of Police Strategies & Management, vol. 25 no. 4
Type: Research Article
ISSN: 1363-951X

Keywords

Book part
Publication date: 15 April 2020

Cindy S. H. Wang and Shui Ki Wan

This chapter extends the univariate forecasting method proposed by Wang, Luc, and Hsiao (2013) to forecast the multivariate long memory model subject to structural breaks. The…

Abstract

This chapter extends the univariate forecasting method proposed by Wang, Luc, and Hsiao (2013) to forecast the multivariate long memory model subject to structural breaks. The approach does not need to estimate the parameters of this multivariate system nor need to detect the structural breaks. The only procedure is to employ a VAR(k) model to approximate the multivariate long memory model subject to structural breaks. Therefore, this approach reduces the computational burden substantially and also avoids estimation of the parameters of the multivariate long memory model, which can lead to poor forecasting performance. Moreover, when there are multiple breaks, when the breaks occur close to the end of the sample or when the breaks occur at different locations for the time series in the system, our VAR approximation approach solves the issue of spurious breaks in finite samples, even though the exact orders of the multivariate long memory process are unknown. Insights from our theoretical analysis are confirmed by a set of Monte Carlo experiments, through which we demonstrate that our approach provides a substantial improvement over existing multivariate prediction methods. Finally, an empirical application to the multivariate realized volatility illustrates the usefulness of our forecasting procedure.

Article
Publication date: 10 May 2013

Paraschos Maniatis

This study aims to statistically investigate the place of the eurozone countries in the framework of the international economy and particularly within the most advanced non…

Abstract

Purpose

This study aims to statistically investigate the place of the eurozone countries in the framework of the international economy and particularly within the most advanced non Euro‐currency countries; second it attempts to explain the eventual discrepancies in the performing of the eurozone from the most advanced non‐eurozone countries by the weaknesses of some eurozone members. The discriminant analysis as an investigation tool has been chosen as an as unbiased as possible investigation technique. Of course, every discriminant analysis requires classification criteria. The criteria adopted in this study result to more or less the same conclusions.

Design/methodology/approach

Most econometric studies prefer the popular econometric techniques employing classical regression techniques, while methods of multivariate statistics and non‐linear regressions occupy a minor place as statistical tools. Numerous and multivariate data call for multivariate techniques, which at the cost of losing information and details allow for better a perception of the data structure. Therefore, a great part of the statistical analysis focuses on multivariate techniques and non‐linear regression.

Findings

The study concludes that despite the present budget and debt crisis hitting some major and minor eurozone members the “real” economy of the eurozone posseses a first class place in the World economy – both in relative and absolute terms. During the course of the study effort was paid to balancing the tools of investigation and the fertility of the results, in particular to approach questions such as: what is present condition of the eurozone? How solid are the predictions for a hanging collapse of the euro currency and the eurozone? At the end of the study is given an apercu on the transition of the member countries to the eurozone and their economic status by the end of 2011 tries to soften the fears for the eurozone future.

Originality/value

This study tries to analyze the position of the eurozone countries from an arithmetic/objective perspective, ignoring as much as possible the (geo) political and national interests of the principal countries involved as an effort to check the solidity of the fears. Not all parameters of the economy can enter the study. The author has chosen a few variables, which to their opinion reflect the overall performance of an economy. Parameters relating to financial aspects have nowadays in great degree become autonomous and call for special inquiry. The study seeks to add to econometric studies carried out by national and international institutions and Universities. It mainly concerns the statistical techniques and to treat eurozone as a whole entity vs the rest of the developed non‐eurozone world. Indeed, the study tries to defend the eurozone using objective data against a multitude of gloomy predictions, raised by several world partners, for the performance and the future of the eurozone.

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