Similar Search Results - EconBiz

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

Cross-Sectional Dispersion of Risk in Trading Time

Andersen, Torben G. - 2019

We study the temporal behavior of the cross-sectional distribution of assets' market exposure, or betas, using a large panel of high-frequency returns. The asymptotic setup has the sampling frequency of the returns increasing to infinity, while the time span of the data remains fixed, and the...

Persistent link: https://www.econbiz.de/10012480274

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

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

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

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

Estimate long memory causality relationship by wavelet method

Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544

Persistent link: https://www.econbiz.de/10011440949

Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models

Herbst, Edward P. - In: Computational economics 45 (2015) 4, pp. 693-705

Persistent link: https://www.econbiz.de/10011440987

A wavelet-based approach to filter out symmetric macroeconomic shocks

Marsalek, Roman; Pomenkova, Jitka; Kapounek, Svatopluk - In: Computational economics 44 (2014) 4, pp. 477-488

Persistent link: https://www.econbiz.de/10010489866

Wavelet estimation of Gegenbauer processes : simulation and empirical application

Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574

Persistent link: https://www.econbiz.de/10011478889

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