Narrow search
Showing 1 - 10 of 209
Cover Image
Asymmetric price transmission in the US and German fuel markets : a quantile autoregression approach
Schweikert, Karsten - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 1071-1095
Persistent link: https://www.econbiz.de/10012041695
Cover Image
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Cover Image
Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
Cover Image
Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
Cover Image
Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
Cover Image
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
Cover Image
A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Cover Image
The patterns of output growth of firms and countries : scale invariances and scale specificities
Castaldi, Carolina; Dosi, Giovanni - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10003900920
Cover Image
Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 615-626
Persistent link: https://www.econbiz.de/10003900971
Cover Image
Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit; Sarkar, Nityananda - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10003951628