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A note on a simplified and general approach to simulating from multivariate copula functions
Goodwin, Barry K. - In: Applied economics letters 20 (2013) 7/9, pp. 910-915
Persistent link: https://www.econbiz.de/10009763255
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Adapting a nonparametric pooling test for use in panel cointegration models
Mishra, Ashok K.; Moss, Charles B. - In: Applied economics letters 13 (2006) 6, pp. 355-357
Persistent link: https://www.econbiz.de/10003328404
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Testing Marshall-Lerner condition : a non-parametric approach
Mahmud, Syed F.; Ullah, Aman; Yucel, Eray M. - In: Applied economics letters 11 (2004) 4, pp. 231-236
Persistent link: https://www.econbiz.de/10002001484
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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min; Hwang, Sun Young - In: Applied economics letters 31 (2024) 12, pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
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One world several technologies? : a nonparametric test of club technology convergence
Walheer, Barnabé - In: Applied economics letters 31 (2024) 13, pp. 1234-1242
Persistent link: https://www.econbiz.de/10014558808
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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