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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
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Granger causality from exchange rates to fundamentals : what does the bootstrap test show us?
Ko, Hsiu-Hsin; Ōgaki, Masao - In: International review of economics & finance : IREF 38 (2015), pp. 198-206
Persistent link: https://www.econbiz.de/10011572350
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A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 23 (2006) 6, pp. 993-1007
Persistent link: https://www.econbiz.de/10003387615
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Economic growth and financial development in Asian countries : a bootstrap panel Granger causality analysis
Hsueh, Shun-jen; Hu, Yu-hau; Tu, Chien Heng - In: Economic modelling 32 (2013), pp. 294-301
Persistent link: https://www.econbiz.de/10009761537
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Untangling the causal relationship between government budget and current account deficits in OECD countries : evidence from bootstrap panel Granger causality
Xie, Zixiong; Chen, Shyh-Wei - In: International review of economics & finance : IREF 31 (2014), pp. 95-104
Persistent link: https://www.econbiz.de/10010490439
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Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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Does globalization affect the insurance markets? : bootstrap panel Granger causality test
Chang, Tsangyao; Cheng, Shu-ching; Pan, Guochen; Wu, … - In: Economic modelling 33 (2013), pp. 254-260
Persistent link: https://www.econbiz.de/10010192961
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The nexus between insurance activity and economic growth : a bootstrap rolling window approach
Liu, Guan-Chun; Lee, Chien-chiang; Lee, Chi-Chuan - In: International review of economics & finance : IREF 43 (2016), pp. 299-319
Persistent link: https://www.econbiz.de/10011625712
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Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li; Bu, Ruijun; Pan, Zhiyuan; Xu, Yuhua - In: Economic modelling 81 (2019), pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
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Exchange rates and fundamentals : a bootstrap panel data analysis
Xie, Zixiong; Chen, Shyh-Wei - In: Economic modelling 78 (2019), pp. 209-224
Persistent link: https://www.econbiz.de/10012198935