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The impact of collinearity on regression analysis : the asymmetric effect of negative and positive correlations
Mela, Carl F.; Kopalle, Praveen K. - In: Applied economics 34 (2002) 6, pp. 667-677
Persistent link: https://www.econbiz.de/10001660817
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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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CSR disclosure and sustainable supplier management : a small to medium-sized enterprises perspective
Stekelorum, Rébecca; Laguir, Issam; El Baz, Jamal - In: Applied economics 50 (2018) 46, pp. 5017-5030
Persistent link: https://www.econbiz.de/10012061676
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Bias and inefficiency in quality-adjusted hedonic regression analysis
Auer, Ludwig von; Brennan, John E. - In: Applied economics 39 (2007) 1/3, pp. 95-107
Persistent link: https://www.econbiz.de/10003427230
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Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A. - In: Applied economics 49 (2017) 15, pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
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Modelling upstream and downstream market power in bilateral oligopoly
Park, Seongjin; Chung, Chanjin; Raper, Kellie Curry - In: Applied economics 49 (2017) 10, pp. 1016-1031
Persistent link: https://www.econbiz.de/10011811125
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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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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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Testing for codependence of cointegrated variables
Trenkler, Carsten; Weber, Enzo - In: Applied economics 45 (2013) 13/15, pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio - In: Applied economics 47 (2015) 58/60, pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263