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1
Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Yang, Yang
;
Zhao, Zhao
- In:
Economic modelling
93
(
2020
),
pp. 728-736
Persistent link: https://www.econbiz.de/10012430347
Saved in:
2
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
Standard errors for panel data models with unknown clusters
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015075111
Saved in:
5
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Chang, Jinyuan
;
Hu, Qiao
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10015074488
Saved in:
6
Common trends and common cycles in oil price and real exchange rate
Basnet, Hem C.
;
Vatsa, Puneet
;
Sharma, Subhash Chandra
- In:
Global economy journal : GEJ
14
(
2014
)
2
,
pp. 249-263
Persistent link: https://www.econbiz.de/10010384386
Saved in:
7
Comparing costs of living across
world
cities
Nakamura, Shohei
;
Haratik, Rawaa
;
Lall, Somik V.
; …
- In:
The World Bank economic review : WBER
34
(
2020
),
pp. S79-S88
Persistent link: https://www.econbiz.de/10012179090
Saved in:
8
Contribution to portfolio tracking error volatility with geometric illustration
Zhang, Jubao
;
Ma, Juan
- In:
Applied economics letters
31
(
2024
)
20
,
pp. 2176-2181
Persistent link: https://www.econbiz.de/10015095156
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9
Re-examination of price level differentials using economic freedom index
Shaar, Karam
;
Mohamed Ariff
- In:
The journal of international trade & economic development
25
(
2016
)
5/6
,
pp. 878-894
Persistent link: https://www.econbiz.de/10011525799
Saved in:
10
Covariability of real exchange rates and fundamentals
Grisse, Christian
;
Scheidegger, Fabian
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607011
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