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accessRights:"free"
type_genre:"Article in journal"
~person:"Bouezmarni, Taoufik"
~person:"Dritsaki, Chaido"
~person:"Hecq, Alain W. J."
~subject:"Causality analysis"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Causality analysis
Forecasting model
Estimation theory
6
Schätztheorie
6
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4
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3
Estimation
3
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3
Schätzung
3
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Bouezmarni, Taoufik
Dritsaki, Chaido
Hecq, Alain W. J.
Gao, Jiti
2
Linton, Oliver
2
Poirier, Alexandre
2
Triacca, Umberto
2
Abdelkhalek, Fatma
1
Abu Awwad, Raed R.
1
Abufoudeh, Ghassan K.
1
Agbo, Hanan Mahmoud Sayed
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Ai, Chunrong
1
Akbulaev, Nurkhodzha
1
Alcázar-Blanco, Antonio Carlos
1
Ali, Hanen Ould
1
Almeida, Caio
1
Alwan, Layth C.
1
Ambya, Ambya
1
Ampountolas, Apostolos
1
Andersson, Patrik
1
Anuradha, N.
1
Arai, Yoichi
1
Ardison, Kym
1
Armeanu, Daniel Ștefan
1
Aslam, Muhammad
1
Asuamah, Samuel Yeboah
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Atoi, Ngozi V.
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Bamidele Victor Ayodele
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Banerjee, Souvik
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Barros, Ricardo Paes de
1
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1
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1
Bazinas, Vassilios
1
Bdair, Omar M.
1
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1
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International journal of economics and financial issues : IJEFI
2
Econometric reviews
1
Journal of financial econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
3
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
4
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
Saved in:
5
Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
5
(
2015
)
3
,
pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
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