Narrow search
Showing 1 - 10 of 148
Cover Image
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Cover Image
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
Cover Image
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
Cover Image
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Computational economics 59 (2022) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Cover Image
Observation driven long run equilibria
Łasak, Katarzyna; Lont, Johannes - In: Computational economics 55 (2020) 2, pp. 551-575
Persistent link: https://www.econbiz.de/10012223650
Cover Image
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel; Truchis, Gilles de - In: Computational economics 48 (2016) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Cover Image
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola; Antognini, Jonathan; Kristjanpoller … - In: Computational economics 54 (2019) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Cover Image
Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Computational economics 47 (2016) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
Cover Image
Post‑COVID recovery and long‑run forecasting of Indian GDP with Factor‑Augmented Error Correction Model (FECM)
Maiti, Dibyendu; Kumar, Naveen; Jha, Debajit; Sarkar, … - In: Computational economics 63 (2024) 3, pp. 1095-1120
Persistent link: https://www.econbiz.de/10014546333
Cover Image
Testing for structural breaks at unknown time : a steeplechase
Shagi, Makram el-; Giesen, Sebastian - In: Computational economics 41 (2013) 1, pp. 101-123
Persistent link: https://www.econbiz.de/10009705027