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Articles 1 - 6 of 6
Full-Text Articles in Econometrics
Asean+3 Monetary And Financial Integration: What We Need For A New Framework?, Reza Moosavi Mohseni
Asean+3 Monetary And Financial Integration: What We Need For A New Framework?, Reza Moosavi Mohseni
Reza Moosavi Mohseni
In this paper at first we investigate the viability of creating an optimum currency area (OCA) in the East Asia. Then we try to find the currency bloc which is more suitable for this region. A ten-variable VAR model employed to estimate the underlying shocks and test the symmetry of them. The results show that forming an OCA for all of the countries in the region is costly and difficult to sustain. But at first five countries called Japan, China, Korea, Malaysia, and the Philippine with symmetric supply shocks can create the single currency area. The rest of the countries …
Cv, Lorán Chollete
International Diversification: An Extreme Value Approach, Lorán Chollete, Victor De La Peña, Ching-Chih Lu
International Diversification: An Extreme Value Approach, Lorán Chollete, Victor De La Peña, Ching-Chih Lu
Lorán Chollete
No abstract provided.
Accurately Sized Test Statistics With Misspecified Conditional Homoskedasticity, Douglas Steigerwald, Jack Erb
Accurately Sized Test Statistics With Misspecified Conditional Homoskedasticity, Douglas Steigerwald, Jack Erb
Douglas G. Steigerwald
We study the finite-sample performance of test statistics in linear regression models where the error dependence is of unknown form. With an unknown dependence structure there is traditionally a trade-off between the maximum lag over which the correlation is estimated (the bandwidth) and the amount of heterogeneity in the process. When allowing for heterogeneity, through conditional heteroskedasticity, the correlation at far lags is generally omitted and the resultant inflation of the empirical size of test statistics has long been recognized. To allow for correlation at far lags we study test statistics constructed under the possibly misspecified assumption of conditional homoskedasticity. …
The Underground Economy Of Fake Antivirus Software, Douglas Steigerwald, Brett Stone-Gross, Ryan Abman, Richard Kemmerer, Christopher Kruegel, Giovanni Vigna
The Underground Economy Of Fake Antivirus Software, Douglas Steigerwald, Brett Stone-Gross, Ryan Abman, Richard Kemmerer, Christopher Kruegel, Giovanni Vigna
Douglas G. Steigerwald
Fake antivirus (AV) programs have been utilized to defraud millions of computer users into paying as much as one hundred dollars for a phony software license. As a result, fake AV software has evolved into one of the most lucrative criminal operations on the Internet. In this paper, we examine the operations of three large-scale fake AV businesses, lasting from three months to more than two years. More precisely, we present the results of our analysis on a trove of data obtained from several backend servers that the cybercriminals used to drive their scam operations. Our investigations reveal that these …
Ranking Of Provinces In Iran According To Socio-Economic Indices, Jalil Khodaparast Shirazi, Reza Moosavi Mohseni, A. R. Rahmansetayesh
Ranking Of Provinces In Iran According To Socio-Economic Indices, Jalil Khodaparast Shirazi, Reza Moosavi Mohseni, A. R. Rahmansetayesh
Reza Moosavi Mohseni
Some parts of a country may have lower income earned through business activities in comparison with other parts of the country. When it is accompanied by lack of social income because of less access to the products and services provided by the government, it will lead to the serious lag of some areas of the country in comparison with other areas. The first step to prevent such a problem is the recognition of the present situation and the second step is programming to reach an appropriate situation. This article applied socioeconomic indices to recognize the current condition in Fars province …