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Most Cited

  • Article
  • Open Access
16 Citations
4,699 Views
26 Pages

Econometric Analysis of the Sustainability and Development of an Alternative Strategy to Gross Value Added in Kazakhstan’s Agricultural Sector

  • Azat Tleubayev,
  • Seyit Kerimkhulle,
  • Manatzhan Tleuzhanova,
  • Aigul Uchkampirova,
  • Zhanat Bulakbay,
  • Raikhan Mugauina,
  • Zhumagul Tazhibayeva,
  • Alibek Adalbek,
  • Yerassyl Iskakov and
  • Daniyar Toleubay

Based on the systematization of relevant problems in the agricultural sector of Kazakhstan and other countries, the purpose of the research is to aid in the development and implementation of a methodology for the econometric analysis of sustainabilit...

  • Article
  • Open Access
12 Citations
5,697 Views
33 Pages

This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collection of assets. This may be understood as an alternative approach to risk reduction in a portfolio based on a new mathema...

  • Article
  • Open Access
11 Citations
4,481 Views
19 Pages

This paper investigates the relationship between public debt and economic growth in the context of a panel kink regression with latent group structures. The proposed model allows us to explore the heterogeneous threshold effects of public debt on eco...

  • Article
  • Open Access
10 Citations
5,437 Views
19 Pages

Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies...

  • Feature Paper
  • Article
  • Open Access
8 Citations
4,897 Views
13 Pages

Health preference research (HPR) is the subfield of health economics dedicated to understanding the value of health and health-related objects using observational or experimental methods. In a discrete choice experiment (DCE), the utility of objects...

  • Feature Paper
  • Article
  • Open Access
7 Citations
8,040 Views
20 Pages

Skills utilization is an important factor affecting labor productivity and job satisfaction. This paper examines the effects of skills mismatch, nepotism, and gender discrimination on wages and job satisfaction in MENA workplaces. Gender discriminati...

  • Article
  • Open Access
7 Citations
8,808 Views
20 Pages

Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach

  • Md Samsul Alam,
  • Alessandra Amendola,
  • Vincenzo Candila and
  • Shahram Dehghan Jabarabadi

The introduction of Bitcoin as a distributed peer-to-peer digital cash in 2008 and its first recorded real transaction in 2010 served the function of a medium of exchange, transforming the financial landscape by offering a decentralized, peer-to-peer...

  • Article
  • Open Access
7 Citations
4,107 Views
30 Pages

When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures

  • Sylvia Frühwirth-Schnatter,
  • Darjus Hosszejni and
  • Hedibert Freitas Lopes

Despite the popularity of factor models with simple loading matrices, little attention has been given to formally address the identifiability of these models beyond standard rotation-based identification such as the positive lower triangular (PLT) co...

  • Article
  • Open Access
6 Citations
3,172 Views
16 Pages

This paper proposes concepts and methods to investigate whether the bubble patterns observed in individual time series are common among them. Having established the conditions under which common bubbles are present within the class of mixed causal&nd...

  • Article
  • Open Access
6 Citations
3,103 Views
21 Pages

Air pollution, especially ground-level ozone, poses severe threats to human health and ecosystems. Accurate forecasting of ozone concentrations is essential for reducing its adverse effects. This study aims to use the functional time series approach...

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Econometrics - ISSN 2225-1146