Narrow search
Showing 1 - 10 of 154
Cover Image
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria Grazia - In: Economic modelling 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Cover Image
Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki - In: Economic modelling 47 (2015), pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
Cover Image
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
Cover Image
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
Cover Image
A quantile approach to US GNP
Cai, Yuzhi - In: Economic modelling 24 (2007) 6, pp. 969-979
Persistent link: https://www.econbiz.de/10003569054
Cover Image
Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
Cover Image
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef; Dvořáková, Sylvie - In: Economic modelling 45 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Cover Image
Forecasting Portuguese GDP with factor models : pre- and post-crisis evidence
Dias, Francisco C.; Pinheiro, Maximiano; Rua, António - In: Economic modelling 44 (2015), pp. 266-272
Persistent link: https://www.econbiz.de/10011326229
Cover Image
Between cointegration and multicointegration : modelling time series dynamics by cumulative error correction models
Scheiblecker, Marcus - In: Economic modelling 31 (2013), pp. 511-517
Persistent link: https://www.econbiz.de/10009730766
Cover Image
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816