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Economic modelling
Journal of econometrics
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1
Panel data inference under spatial dependence
Baltagi, Badi H.
;
Pirotte, Alain
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1368-1381
Persistent link: https://www.econbiz.de/10008825770
Saved in:
2
Non-nested tests for competing US narrow money demand functions
Chen, Yi-ting
- In:
Economic modelling
23
(
2006
)
2
,
pp. 339-363
Persistent link: https://www.econbiz.de/10003299396
Saved in:
3
Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic
;
Kocovic, Jelena
;
Loncar, Dragan
; …
- In:
Economic modelling
29
(
2012
)
3
,
pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
Saved in:
4
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
5
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
6
Testing for Granger non-causality in heterogeneous panels
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1450-1460
Persistent link: https://www.econbiz.de/10009667324
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7
Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi
;
Sugimoto, Kimiko
- In:
Economic modelling
34
(
2013
),
pp. 52-58
Persistent link: https://www.econbiz.de/10010360616
Saved in:
8
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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9
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:
10
Moran's I test of spatial panel data model : based on bootstrap method
Ren, Tongxian
;
Long, Zhihe
;
Zhang, Rengui
;
Chen, Qingqing
- In:
Economic modelling
41
(
2014
),
pp. 9-14
Persistent link: https://www.econbiz.de/10010438511
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