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~accessRights:"restricted"
~person:"Billio, Monica"
~person:"Casarin, Roberto"
~person:"Cavaliere, Giuseppe"
~person:"Gao, Jiti"
~person:"Kumbhakar, Subal"
~subject:"ARMA model"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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ARMA model
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Billio, Monica
Casarin, Roberto
Cavaliere, Giuseppe
Gao, Jiti
Kumbhakar, Subal
Zenou, Yves
99
Gupta, Rangan
93
Gersbach, Hans
74
Acemoglu, Daron
69
Tsionas, Efthymios G.
66
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54
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51
Verdier, Thierry
50
Acharya, Viral V.
46
Inderst, Roman
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46
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46
Dolgui, Alexandre
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40
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39
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38
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38
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36
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36
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36
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36
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35
Coelho, Leandro C.
34
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34
Afonso, Oscar
33
Bertsimas, Dimitris
33
Edmans, Alex
33
Farmer, Roger E. A.
33
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33
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33
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1
Nonparametric estimates of the clean and dirty energy substitutability
Malikov, Emir
;
Sun, Kai
;
Kumbhakar, Subal
- In:
Economics letters
168
(
2018
),
pp. 118-122
Persistent link: https://www.econbiz.de/10012016760
Saved in:
2
Do institutions matter for economic growth?
Li, Mingyang
;
Kumbhakar, Subal
- In:
International review of economics : RISEC
69
(
2022
)
4
,
pp. 465-485
Persistent link: https://www.econbiz.de/10014252032
Saved in:
3
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
4
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
5
Semiparametric autoregressive conditional duration model :
theory
and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
6
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
7
Estimation of firm performance from a MIMIC model
Chaudhuri, Kausik
;
Kumbhakar, Subal
;
Sundaram, Lavanya
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 298-307
Persistent link: https://www.econbiz.de/10011530871
Saved in:
8
Obelix vs. Asterix : size of US commercial banks and its regulatory challenge
Restrepo-Tobón, Diego
;
Kumbhakar, Subal
;
Sun, Kai
- In:
Journal of regulatory economics
48
(
2015
)
2
,
pp. 125-168
Persistent link: https://www.econbiz.de/10011473841
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9
Heterogeneous credit union production technologies with endogenous switching and correlated effects
Malikov, Emir
;
Restrepo-Tobón, Diego A.
;
Kumbhakar, Subal
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1095-1119
Persistent link: https://www.econbiz.de/10012040539
Saved in:
10
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
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