Econometrics, Volume 13, Issue 1

Microfinance aims to promote financial inclusion among underprivileged individuals, particularly through progressive microcredit, which enables borrowers to access increasing loan amounts over time. This study examines the conditions under which prog...

The untapped potential of wave energy offers another alternative to diversifying renewable energy sources and addressing climate change by reducing CO₂ emissions. However, development costs to mature the technology remain significant hurdles to adopt...

Examining the energy consumer behavioral model is critical for national governments and academia. This endeavor seeks to uncover effective solutions amid the energy crisis and climate change challenges. This article delves into legislative developmen...

Markov switching models are a common tool used in many disciplines as well as in Economics, and estimation methods are available in many software packages. Estimated models are commonly used for allocating observations to regimes. This allocation is...

This study compared standard VAR, SVAR with short-run restrictions, and SVAR with long-run restrictions to investigate the effects of oil price shocks and the foreign exchange rate (ZAR/USD) on consumer prices in South Africa after the 2008 financial...

The aim of this research is to analyze the impact of conditional variables—physical capital, population, and Total Factor Productivity (TFP)—on the economic convergence of the member economies of the Asia-Pacific Economic Cooperation (APE...

This paper revisits the topic of time-scale parameterizations of the Heston–Nandi GARCH (1,1) model to create a new, theoretically valid setting compatible with real financial data. We first estimate parameters using three US market indices and...

This paper presents an innovative approach to financial market modelling by integrating fuzzy discount factors into the decision-making process, thereby reflecting the complexities of human behaviour. Traditional financial models often fail to accoun...

The paper contains five parts—a theory about entrepreneurial choice under uncertainty, a formal econometric structure for a test, the test, an appraisal of the test, and a description of the data generating process. Here, an entrepreneur is an...

This paper examines the use of machine learning methods in modeling and forecasting time series with long memory through GARMA. By employing rigorous model selection criteria through simulation study, we find that the hybrid GARMA-LSTM model outperfo...

Electricity price forecasting has been a topic of significant interest since the deregulation of electricity markets worldwide. The New Zealand electricity market is run primarily on renewable fuels, and so weather metrics have a significant impact o...

Survival analysis is a popular research tool in medicine and demography. It has been used for many years to study the duration of socio-economic phenomena. The aim of this article is to evaluate the relationship between the coefficients of the propor...