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Incorporating uncertainty into the Black-Litterman portfolio selection model
Simonian, Joseph; Davis, Joshua M. - In: Applied economics letters 18 (2011) 16/18, pp. 1719-1722
Persistent link: https://www.econbiz.de/10009383340
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Evaluating inflation persistence considering model uncertainty and structural break
Jung, Yong-Gook - In: Applied economics letters 26 (2019) 18, pp. 1503-1510
Persistent link: https://www.econbiz.de/10012204828
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KPSS test and model misspecifications
Hadri, Kaddour; Rao, Yao - In: Applied economics letters 16 (2009) 10/12, pp. 1187-1190
Persistent link: https://www.econbiz.de/10003886697
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Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data
Cho, Seong-hoon; Lambert, Dayton M.; Chen, Zhuo - In: Applied economics letters 17 (2010) 7/9, pp. 767-772
Persistent link: https://www.econbiz.de/10003996711
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Misspecification of the breaking date in series with a change in the growth rate : effect on the LBI test for stationarity
Presno, Maria José; Ramos, Carmen - In: Applied economics letters 14 (2007) 10/12, pp. 845-850
Persistent link: https://www.econbiz.de/10003589447
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Testing Fama-French's new five-factor asset pricing model : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: Applied economics letters 23 (2016) 4/6, pp. 444-448
Persistent link: https://www.econbiz.de/10011430774
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Assessing parametric misspecification and heterogeneity in growth regression
Haupt, Harry; Petring, Verena - In: Applied economics letters 18 (2011) 4/6, pp. 389-394
Persistent link: https://www.econbiz.de/10009232987
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Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian; Scheufele, Rolf - In: Applied economics letters 23 (2016) 1/3, pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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Specification tests for a parsimonious random-effects model
Fernández, Viviana - In: Applied economics letters 13 (2006) 15, pp. 1009-1012
Persistent link: https://www.econbiz.de/10003402352
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Local and global spatial effects in hierarchical models
Lacombe, Donald J.; McIntyre, Stuart - In: Applied economics letters 23 (2016) 16/18, pp. 1168-1172
Persistent link: https://www.econbiz.de/10011701771