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Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng; Huang, Shian-Chang; Chiou, Chei-Chang; … - In: Computational economics 60 (2022) 4, pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
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Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Computational economics 45 (2015) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10010511337
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Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert - In: Computational economics 45 (2015) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Co-movement of energy commodities revisited : evidence from wavelet coherence analysis
Vacha, Lukas; Barunik, Jozef - In: Energy economics 34 (2012) 1, pp. 241-247
Persistent link: https://www.econbiz.de/10009618864
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Biofuel-related price transmission literature : a review
Serra, Teresa; Zilberman, David - In: Energy economics 37 (2013), pp. 141-151
Persistent link: https://www.econbiz.de/10009760852