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Modeling the impulse response complex network for studying the fluctuation transmission of price indices

Sun, Qingru; Gao, Xiangyun; Wen, Shaobo; Feng, Sida; … - In: Journal of economic interaction and coordination : JEIC 14 (2019) 4, pp. 835-858

Persistent link: https://www.econbiz.de/10012167837

A network perspective of comovement and structural change : evidence from the Chinese stock market

Huang, Chuangxia; Deng, Yunke; Yang, Xiaoguang; Cao, Jinde - In: International review of financial analysis 76 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012804747

Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective

Huang, Xiaohong; Huang, Shupei - In: International review of financial analysis 72 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437245

Moment Restriction-based Econometric Methods: An Overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Institute of Economic Research, Kyoto University - 2010

Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...

Persistent link: https://www.econbiz.de/10008670443

Moment Restriction-based Econometric Methods: An Overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Department of Economics and Finance, College of … - 2010

Persistent link: https://www.econbiz.de/10008692052

Evaluation of [subscript n]C[subscript k] estimators

Bsharat, Rebhi S - 2007

certain proportion of outliers. Besides robustness, efficiency is another desirable property. Researchers try to find … robustness and efficiency of a class of estimators that we call [subscript n]C[subscript k ]estimators are investigated. Special …

Persistent link: https://www.econbiz.de/10009463989

Forecasting realized volatility with changing average levels

Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 31 (2015) 3, pp. 620-634

Persistent link: https://www.econbiz.de/10011474431

Market coupling between electricity markets : theory and empirical evidence for the Italian-Slovenian interconnection

Parisio, Lucia; Pelagatti, Matteo - In: Economia politica : journal of analytical and … 36 (2019) 2, pp. 527-548

Persistent link: https://www.econbiz.de/10012038164

Bayesian model averaging for dynamic panels with an application to a trade gravity model

Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - In: Econometric reviews 37 (2018) 6/10, pp. 777-805

Persistent link: https://www.econbiz.de/10012040411

Robustness and convergence in the Lee-Carter model with cohort effects

Hunt, Andrew; Villegas, Andrés M. - In: Insurance / Mathematics & economics 64 (2015), pp. 186-202

Persistent link: https://www.econbiz.de/10011398002