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1
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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2
A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi
- In:
Economic modelling
30
(
2013
),
pp. 743-753
Persistent link: https://www.econbiz.de/10009708804
Saved in:
3
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Truchis, Gilles de
- In:
Economic modelling
34
(
2013
),
pp. 98-105
Persistent link: https://www.econbiz.de/10010363738
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4
Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry
- In:
Economic modelling
49
(
2015
),
pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
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5
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
Saved in:
6
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
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7
An empirical estimation for mean-reverting coal prices with long memory
Sun, Qi
;
Xu, Weijun
;
Xiao, Weilin
- In:
Economic modelling
33
(
2013
),
pp. 174-181
Persistent link: https://www.econbiz.de/10010192000
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8
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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9
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
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10
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
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