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An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.; Tsimpanos, Apostolos - In: Applied economics 44 (2012) 34/36, pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Covariate selection for testing purchasing power parity
Lee, Cheng-feng; Tsong, Ching-chuan - In: Applied economics 43 (2011) 13/15, pp. 1923-1933
Persistent link: https://www.econbiz.de/10009240250
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Interpretation and limits of sustainability tests in public finance
Lamé, G.; Lequien, M.; Pionnier, P.-A. - In: Applied economics 46 (2014) 4/6, pp. 616-628
Persistent link: https://www.econbiz.de/10010358755
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Do futures prices exhibit maturity effect? : a nonparametric revisit
Liu, Wei-han - In: Applied economics 46 (2014) 7/9, pp. 813-825
Persistent link: https://www.econbiz.de/10010398924
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Determining market power exertion between buyers and sellers : are nonparametrics a viable alternative?
Raper, Kellie Curry; Noelke, Corinna M. - In: Applied economics 36 (2004) 20, pp. 2265-2274
Persistent link: https://www.econbiz.de/10002415472
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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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Interpolation and correlation
Franses, Philip Hans - In: Applied economics 54 (2022) 14, pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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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
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Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1101
Persistent link: https://www.econbiz.de/10002121559