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Commodity dynamics : a sparse multi-class approach
Barbaglia, L.; Wilms, I.; Croux, Christophe - 2016
Persistent link: https://www.econbiz.de/10011658741
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Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark - 1977
Persistent link: https://www.econbiz.de/10000374904
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Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
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Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos; Uddin, Mohammed Gazi Salah - In: International review of economics & finance : IREF 43 (2016), pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
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Classifying and modeling nonlinearity in commodity prices using Incoterms
Fahmy, Hany - In: Journal of international trade & economic development : … 28 (2019) 8, pp. 1019-1046
Persistent link: https://www.econbiz.de/10012203678
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A dynamic approach to economic theory : lectures by Ragnar Frisch at Yale University
Frisch, Ragnar - 2010
Persistent link: https://www.econbiz.de/10003948786
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Growth Regressions and Economic Theory
Elbers, Chris; Gunning, Jan Willem - 2002
In this note we show that the standard, loglinear growth regression specification is consistent with one and only one model in the class of stochastic Ramsey models. This model is highly restrictive: it requires a Cobb-Douglas technology and a 100% depreciation rate and it implies that risk does...
Persistent link: https://www.econbiz.de/10014118340
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1994
Persistent link: https://www.econbiz.de/10000885911
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Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892039
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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000892123