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Information contents of collateral under heterogeneous borrower qualities on the bank loans market in China
Zhichao Yin; Qiu, Mei; Gan, Li - In: China economic review : an international journal 57 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012317724
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The thick market effect on local unemployment rate fluctuations
Gan, Li; Zhang, Qinghua - In: Journal of econometrics 133 (2006) 1, pp. 127-152
Persistent link: https://www.econbiz.de/10003354558
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An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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Oil exports and the Iranian economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - In: The quarterly review of economics and finance : journal … 53 (2013) 3, pp. 221-237
Persistent link: https://www.econbiz.de/10010239563
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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Subjective mortality risk and bequests
Gan, Li; Gong, Guan; Hurd, Michael D.; McFadden, Daniel - In: Journal of econometrics 188 (2015) 2, pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991