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Empirical issues in the computation of Stone-Lewbel price indexes in censored micro-level demand systems
Moro, Daniele; Castellari, Elena; Sckokai, Paolo - In: Applied economics letters 25 (2018) 8, pp. 557-561
Persistent link: https://www.econbiz.de/10011855033
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Kose, Nezir; Ucar, Nuri - In: Applied economics letters 13 (2006) 4, pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
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On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios
Ku, Yuan-hung Hsu; Chen, Ho-chyuan; Chen, Kuang-hua - In: Applied economics letters 14 (2007) 7/9, pp. 503-509
Persistent link: https://www.econbiz.de/10003512160
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The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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A dynamic Cholesky data imputation method for correlation structure consistency"
Atkins, Philip J.; Cummins, Mark - In: Applied economics letters 29 (2022) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012803529
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A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin; Yuan, Xianghui - In: Applied economics letters 28 (2021) 2, pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
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Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason; Childs, Jason - In: Applied economics letters 24 (2017) 16, pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
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Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo; Shin, Dong-wan - In: Applied economics letters 26 (2019) 8, pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
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Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo - In: Applied economics letters 27 (2020) 4, pp. 302-306
Persistent link: https://www.econbiz.de/10012205447