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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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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
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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Rationality tests in the presence of instabilities in finite samples
Shagi, Makram el- - In: Economic modelling 79 (2019), pp. 242-246
Persistent link: https://www.econbiz.de/10012199130
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A copula nonlinear Granger causality
Kim, Jong-Min; Lee, Namgil; Hwang, Sun Young - In: Economic modelling 88 (2020), pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
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Testing extreme dependence in financial time series
Chaudhuri, Kausik; Sen, Rituparna; Tan, Zheng - In: Economic modelling 73 (2018), pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
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Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios; Martínez-García, Enrique; … - In: Economic modelling 80 (2019), pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291