IDEAS home Printed from https://ideas.repec.org/p/rjr/wpiecf/160720.html
   My bibliography  Save this paper

The Linear Regression Of Weighted Segments

Author

Listed:
  • Mateescu, Dan

    () (Institute for Economic Forecasting, Romanian Academy)

Abstract

We proposed a regression model where the dependent variable is made not up of points but in segments. This situation corresponds to the markets throughout the day are observed values. Currency market or the stock exchange are examples in which values are different and variable throughout the day.

Suggested Citation

  • Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.
  • Handle: RePEc:rjr:wpiecf:160720
    as

    Download full text from publisher

    File URL: http://www.ipe.ro/RePEc/WorkingPapers/wpiecf160720.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Fullerton, Don, 1982. "On the possibility of an inverse relationship between tax rates and government revenues," Journal of Public Economics, Elsevier, vol. 19(1), pages 3-22, October.
    2. Isachsen, Arne Jon & Strom, Steinar, 1980. " The Hidden Economy: The Labor Market and Tax Evasion," Scandinavian Journal of Economics, Wiley Blackwell, vol. 82(2), pages 304-311.
    3. Fortin, Bernard & Lacroix, Guy, 1994. "Labour supply, tax evasion and the marginal cost of public funds an empirical investigation," Journal of Public Economics, Elsevier, vol. 55(3), pages 407-431, November.
    4. Jonathan S. Feinstein, 1991. "An Econometric Analysis of Income Tax Evasion and its Detection," RAND Journal of Economics, The RAND Corporation, vol. 22(1), pages 14-35, Spring.
    5. Richard D. Porter & Amanda S. Bayer, 1984. "A monetary perspective on underground economic activity in the United States," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Mar, pages 177-190.
    6. van Eck, Robert & Kazemier, Brugt, 1988. "Features of the Hidden Economy in the Netherlands," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 34(3), pages 251-273, September.
    7. Sandmo, Agnar, 1981. "Income tax evasion, labour supply, and the equity--efficiency tradeoff," Journal of Public Economics, Elsevier, vol. 16(3), pages 265-288, December.
    8. Frank A. Cowell, 1990. "Cheating the Government: The Economics of Evasion," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532484, March.
    9. Gronau, Reuben, 1977. "Leisure, Home Production, and Work-The Theory of the Allocation of Time Revisited," Journal of Political Economy, University of Chicago Press, vol. 85(6), pages 1099-1123, December.
    10. Benjamin, Dwayne, 1992. "Household Composition, Labor Markets, and Labor Demand: Testing for Separation in Agricultural Household Models," Econometrica, Econometric Society, vol. 60(2), pages 287-322, March.
    11. Kesselman, Jonathan R., 1989. "Income tax evasion : An intersectoral analysis," Journal of Public Economics, Elsevier, vol. 38(2), pages 137-182, March.
    12. Barro, Robert J., 1987. "Government spending, interest rates, prices, and budget deficits in the United Kingdom, 1701-1918," Journal of Monetary Economics, Elsevier, vol. 20(2), pages 221-247, September.
    13. Martin Feldstein, 1983. "Introduction to "Behavioral Simulation Methods in Tax Policy Analysis"," NBER Chapters,in: Behavioral Simulation Methods in Tax Policy Analysis, pages 1-6 National Bureau of Economic Research, Inc.
    14. repec:taf:ceasxx:v:29:y:1977:i:1:p:62-85 is not listed on IDEAS
    15. Barro, Robert J, 1979. "On the Determination of the Public Debt," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 940-971, October.
    16. Magnus Henrekson & Johan Lybeck, 1988. "Explaining the growth of government in Sweden: A disequilibrium approach," Public Choice, Springer, vol. 57(3), pages 213-232, June.
    17. Bruno S. Frey & Werner W. Pommerehne, 1984. "The Hidden Economy: State And Prospects For Measurement1," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 30(1), pages 1-23, March.
    18. Fortin, Bernard & Hung, Nguyen M., 1987. "Poverty trap and the hidden labor market," Economics Letters, Elsevier, vol. 25(2), pages 183-189.
    19. Frey, Bruno S. & Weck-Hanneman, Hannelore, 1984. "The hidden economy as an 'unobserved' variable," European Economic Review, Elsevier, vol. 26(1-2), pages 33-53.
    20. Mazumdar, Dipak, 1976. "The urban informal sector," World Development, Elsevier, vol. 4(8), pages 655-679, August.
    21. Xavier Greffe, 1984. "Etat-providence et économie non officielle : liaisons possibles et impossibles," Revue Économique, Programme National Persée, vol. 35(4), pages 667-690.
    22. Fluet, Claude, 1987. "Fraude fiscale et offre de travail au noir," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 225-242, juin et s.
    23. Cowell, Frank A., 1985. "Tax evasion with labour income," Journal of Public Economics, Elsevier, vol. 26(1), pages 19-34, February.
    24. Albu, Lucian-Liviu & Ivan-Ungureanu, Clementina, 1994. "Coût ou bénéfice de la transition
      [Cost or benefit of the transition]
      ," MPRA Paper 14118, University Library of Munich, Germany.
    25. Jocelyne Gaudin & Michel Schiray, 1984. "L'économie cachée en France : état du débat et bilan des travaux," Revue Économique, Programme National Persée, vol. 35(4), pages 691-732.
    26. Khan, Mohsin S, 1987. "Macroeconomic Adjustment in Developing Countries: A Policy Perspective," World Bank Research Observer, World Bank Group, vol. 2(1), pages 23-42, January.
    27. Martin Feldstein, 1983. "Behavioral Simulation Methods in Tax Policy Analysis," NBER Books, National Bureau of Economic Research, Inc, number feld83-2, September.
    28. Albu, Lucian-Liviu & Georgescu, George, 1994. "Problems in the structure of Romania’s economy," MPRA Paper 29880, University Library of Munich, Germany.
    29. Klovland, Jan Tore, 1984. " Tax Evasion and the Demand for Currency in Norway and Sweden. Is There a Hidden Relationship?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 86(4), pages 423-439.
    30. Allingham, Michael G. & Sandmo, Agnar, 1972. "Income tax evasion: a theoretical analysis," Journal of Public Economics, Elsevier, vol. 1(3-4), pages 323-338, November.
    31. Stark, Oded, 1982. "On modelling the informal sector," World Development, Elsevier, vol. 10(5), pages 413-416, May.
    32. Schneider, Friedrich, 1986. " Estimating the Size of the Danish Shadow Economy Using the Currency Demand Approach: An Attempt," Scandinavian Journal of Economics, Wiley Blackwell, vol. 88(4), pages 643-668.
    33. Reuben Gronau, 1974. "The Effect of Children on the Housewife's Value of Time," NBER Chapters,in: Economics of the Family: Marriage, Children, and Human Capital, pages 457-490 National Bureau of Economic Research, Inc.
    34. William F. Steel, 1980. "Intensité de capital, dimension de la firme et choix entre emploi et production : l'importance de l'analyse multisectorielle," Revue Tiers Monde, Programme National Persée, vol. 21(82), pages 285-306.
    35. Jung, Young H. & Snow, Arthur & Trandel, Gregory A., 1994. "Tax evasion and the size of the underground economy," Journal of Public Economics, Elsevier, vol. 54(3), pages 391-402, July.
    36. Watson, Harry, 1985. "Tax evasion and labor markets," Journal of Public Economics, Elsevier, vol. 27(2), pages 231-246, July.
    37. Lemieux, Thomas & Fortin, Bernard & Frechette, Pierre, 1994. "The Effect of Taxes on Labor Supply in the Underground Economy," American Economic Review, American Economic Association, vol. 84(1), pages 231-254, March.
    38. Mark R. Rosenzweig, 1980. "Neoclassical Theory and the Optimizing Peasant: An Econometric Analysis of Market Family Labor Supply in a Developing Country," The Quarterly Journal of Economics, Oxford University Press, vol. 94(1), pages 31-55.
    39. Yaniv, Gideon, 1994. "Tax Evasion and the Income Tax Rate: A Theoretical Reexamination," Public Finance = Finances publiques, , vol. 49(1), pages 107-112.
    40. Clotfelter, Charles T, 1983. "Tax Evasion and Tax Rates: An Analysis of Individual Returns," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 363-373, August.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    regression; weighted segments; center of mass;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rjr:wpiecf:160720. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman). General contact details of provider: http://edirc.repec.org/data/ipacaro.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.