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Testing for multiple-period predictability between serially dependent time series

Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597

Persistent link: https://www.econbiz.de/10011474421

Determinants and forecasting of female labour force participation rate in India : testing of feminization U hypothesis

Rami, Gaurang - 2020

, the determinants of FLFPR for India have been estimated using regression analysis for the time period 1990–2016. Data on … strong negative linear correlation with LN GDP (constant 2010 US$), LN GDP per capita, PPP (constant 2011 international … regression analysis suggest that 87.9% variations in LFPR (% of female population age 15+) in India are explained by independent …

Persistent link: https://www.econbiz.de/10012427547

Testing the diagonality of a large covariance matrix in a regression setting

Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86

Persistent link: https://www.econbiz.de/10011389730

Quantiles of the realized stock-bond correlation and links to the macroeconomy

Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331

Persistent link: https://www.econbiz.de/10011285626

Identification and estimation in a correlated random coefficients binary response model

Hoderlein, Stefan; Sherman, Robert - 2012

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...

Persistent link: https://www.econbiz.de/10009728916

Re-examine the dynamic conditional correlation between bond and stock returns : the quantile regression approach

Wu, Bing-tse; Lee, Wo-chiang - In: The empirical economics letters : a monthly … 11 (2012) 5, pp. 493-502

Persistent link: https://www.econbiz.de/10009758161

Asymmetric behavior of unemployment rates : evidence from the quantile covariate unit root test

Lee, Cheng-feng; Hu, Te-chung; Li, Ping-cheng; Tsong, … - In: Japan and the world economy : international journal of … 28 (2013), pp. 72-84

Persistent link: https://www.econbiz.de/10010240922

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803

The relationship between stock prices and exchange rates in Asian markets : a wavelet based correlation and quantile regression approach

Dar, Arif Billah; Shah, Aasif; Bhanja, Niyati; … - In: South Asian journal of global business research : … 3 (2014) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10010405645

Foreign exchange risk and the predictability of carry trade returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313

Persistent link: https://www.econbiz.de/10010408374

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