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Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung; Liao, Shu-Yi; Lin, Kuo-Chin - In: Journal of forecasting 34 (2015) 7, pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
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Forecasting self-employment in the UK
Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930
Persistent link: https://www.econbiz.de/10010520403
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
persistence estimates and the appropriate ARMA models. The results for the UK is sensitive to the time period. An analysis of the …
Persistent link: https://www.econbiz.de/10011309627
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Estimation of dynamic VaR using JSU and PIV distributions
Venkataraman, Sree Vinutha; Rao, S. V. D. Nageswara - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 111-134
Persistent link: https://www.econbiz.de/10011537388
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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP
Biørn, Erik; Han, Xuehui - 2015 - This version January 2015
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is considered. The impact of variation in the memory length in signal and noise spread and in the degree of individual heterogeneity are discussed with respect to finite sample bias, using...
Persistent link: https://www.econbiz.de/10010479979
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Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif; Riaz, Nimra - In: International journal of monetary economics and finance … 13 (2020) 2, pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
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Revisiting the Prebisch-Singer hypothesis in the era of globalization
Jahan, Ismay; Murad, S. M. Woahid; Hossain, Md. Sabbir - In: Journal of economic research 26 (2021) 2, pp. 131-158
Persistent link: https://www.econbiz.de/10013454809
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Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
Yildirim, Hakan; Bekun, Festus Victor - In: Future Business Journal 9 (2023), pp. 1-8
root test and the series were found to be stationary. After reaching the average equation model as ARMA (2.2), it was … tested whether there was an ARCH effect in the ARMA (2,2) model. As a result of the applied ARCH-LM test, it is reached that …
Persistent link: https://www.econbiz.de/10014382180