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A note on the ordinal canonical correlation analysis of two sets of ranking scores
Mishra, S. K. - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 173-199
Persistent link: https://www.econbiz.de/10009153668
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Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations
Patnaik, Anuradha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 28-47
Persistent link: https://www.econbiz.de/10010338354
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Volatility spillover and time-varying correlation among the Indian, Asian and US stock markets
Padhi, Puja; Lagesh, M. A. - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 78-90
Persistent link: https://www.econbiz.de/10010338416
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Efficient estimation of a partial linear model under heteroskedasticity with unknown form
Lin, Eric S. - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 19-39
Persistent link: https://www.econbiz.de/10003789546
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Identifiability of stochastic frontier models
Bandyopadhyay, Debdas; Das, Arabinda - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 57-70
Persistent link: https://www.econbiz.de/10003906267
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A Monte Carlo power comparison of the classical and one-sided procedures for testing linear inequalities
Bao, Yong; Firoozi, Fathali; Lo, Melody - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 233-239
Persistent link: https://www.econbiz.de/10003906300
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Performance of differential evolution method in least squares fitting of some typical nonlinear curves
Mishra, S. K. - In: Journal of quantitative economics : official journal of … 5 (2007) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10003674435
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Application of Stein-rule estimation to linear regression models with some missing observations
Toutenburg, Helge; Srivastava, Virendra K.; Heumann, … - In: Journal of quantitative economics : official journal of … 4 (2006) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10003498490
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Estimation of the truncated bivariate normal stochastic frontier model by EM algorithm
Bandyopadhyay, Debdas; Das, Arabinda - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 80-95
Persistent link: https://www.econbiz.de/10009153674