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~isPartOf:"Applied economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Recensement général de la population de 1982"
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Multivariate distribution"
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Cointegration
Estimation theory
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Theorie
105
Theory
105
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94
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94
Estimation
93
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93
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Kim, Jong-Min
5
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4
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4
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3
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3
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Almulhim, Tarifa
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1
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Aoki, Takaaki
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1
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1
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1
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Econometrisch Instituut <Rotterdam>
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Applied economics
Econometric Institute research papers
Recensement général de la population de 1982
Journal of econometrics
670
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
267
Econometric theory
218
Econometric reviews
213
Economics letters
211
CEMMAP working papers / Centre for Microdata Methods and Practice
208
The econometrics journal
130
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125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
120
Journal of the American Statistical Association : JASA
120
Discussion paper / Tinbergen Institute
100
Economic modelling
99
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Cowles Foundation discussion paper
93
European journal of operational research : EJOR
93
Energy economics
88
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Applied economics letters
76
Quantitative economics : QE ; journal of the Econometric Society
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
SFB 649 discussion paper
72
Cowles Foundation Discussion Paper
71
Discussion paper series / IZA
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67
NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Econometrics : open access journal
63
Working paper
62
NBER working paper series
59
Risks : open access journal
58
Journal of applied econometrics
57
CREATES research paper
53
International journal of forecasting
53
Finance research letters
52
Computational economics
49
Discussion paper
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
48
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ECONIS (ZBW)
89
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89
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
4
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
5
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
6
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
7
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
8
How efficient is maize production among smallholder farmers in Zimbabwe? : a comparison of semiparametric and parametric frontier efficiency analyses
Etienne, Xiaoli Liao
;
Ferrara, Giancarlo
;
Mugabe, Douglas
- In:
Applied economics
51
(
2019
)
26
,
pp. 2855-2871
Persistent link: https://www.econbiz.de/10012196758
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
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