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Estimating the household consumption function in Saudi Arabia : an error correction approach

Al Gahtani, Goblan; Bollino, Carlo Andrea; Bigerna, Simona - In: Applied economics 52 (2020) 11, pp. 1259-1271

Persistent link: https://www.econbiz.de/10012197526

Moments, shocks and spillovers in Markov switching VAR models

Dijk, Dick van; Kole, Erik - 2021

these analyses. We first derive first and second moments conditional on only a set of regime probabilities. Next, we propose … generalized impulse response functions of first and second moments to shocks originating from the regime process, the structural …

Persistent link: https://www.econbiz.de/10012621564

Methods for measuring expectations and uncertainty in Markov-switching models

Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99

Persistent link: https://www.econbiz.de/10011591621

The distribution of cross sectional momentum returns

Kwon, Oh Kang; Satchell, Stephen - In: Journal of economic dynamics & control 94 (2018), pp. 225-241

Persistent link: https://www.econbiz.de/10012004391

The log-cosine-power unit distribution : a new unit distribution for proportion data analysis

Nasiru, Suleman; Chesneau, Christophe; Ocloo, Selasi Kwaku - In: Decision analytics journal 10 (2024), pp. 1-10

Continuous formulations of new distributions defined on the unit interval have gained attention because of their relevance in modeling proportion data. We innovate in this research direction by combining logarithmic, cosine, and power functions to create a log-cosine-power cumulative...

Persistent link: https://www.econbiz.de/10014541832