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Bayesian inference of local projections with roughness penalty priors
Tanaka, Masahiro - In: Computational economics 55 (2020) 2, pp. 629-651
Persistent link: https://www.econbiz.de/10012223655
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Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Huang, Chao; Lin, Jin-guan; Ren, Yan-yan - In: Computational economics 39 (2012) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10009513172
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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Graphical methods, inductive causal inference, and econometrics : a literature review
Kwon, Dae-heum; Bessler, David A. - In: Computational economics 38 (2011) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10009236999
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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Programming correlation criteria with free CAS software
Halkos, George E.; Tsilika, Kyriaki D. - In: Computational economics 52 (2018) 1, pp. 299-311
Persistent link: https://www.econbiz.de/10012052940
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Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Aloui, Chaker; Jammazi, Rania; Ben Hamida, Hela - In: Computational economics 52 (2018) 2, pp. 603-626
Persistent link: https://www.econbiz.de/10012053011
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Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph - In: Computational economics 53 (2019) 1, pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
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How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong; Chen, Cathy W. S.; Lee, Sangyoel; … - In: Computational economics 53 (2019) 1, pp. 343-366
Persistent link: https://www.econbiz.de/10012134682