Narrow search
Showing 1 - 10 of 64
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 1/3, pp. 5-8
Persistent link: https://www.econbiz.de/10003822531
Cover Image
Monte Carlo properties of spatial dependence LM tests
Acosta, Pablo; Mattos, Enlinson; Fava, Ana - In: Applied economics letters 13 (2006) 14, pp. 905-910
Persistent link: https://www.econbiz.de/10003395899
Cover Image
A Monte Carlo evaluation of the efficiency of the PCSE estimator
Chen, Xiujian; Lin, Shu; Reed, W. Robert - In: Applied economics letters 17 (2010) 1/3, pp. 7-10
Persistent link: https://www.econbiz.de/10003945990