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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime; Tomari, Masashi; Uno, Shohei - In: Applied economics letters 28 (2021) 6, pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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Markov switching and long memory : a Monte Carlo analysis
Yu, Wei-choun - In: Applied economics letters 16 (2009) 10/12, pp. 1205-1210
Persistent link: https://www.econbiz.de/10003886727
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Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng; Lien, Che-Hui - In: Applied economics letters 27 (2020) 4, pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza; Caldeira, João F.; Raimundo … - In: Applied economics letters 28 (2021) 8, pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
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Dynamic spatial Durbin threshold with two-way fixed effects : model, method, and test
Wang, Xuanhui; Zhang, Xishu; Ye, Azhong - In: Applied economics letters 31 (2024) 13, pp. 1166-1171
Persistent link: https://www.econbiz.de/10014558760
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755