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Jump factor models in large cross‐sections
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 419-456
of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …
Persistent link: https://www.econbiz.de/10012042424
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Inter-cell movement minimisation in a cellular manufacturing system having stochastic parameters
Salarian, Reza; Fazlollahtabar, Hamed; Mahdavi, Iraj - In: International journal of services and operations management 17 (2014) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10010389451
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A stochastic maritime transportation-inventory problem with gamma, exponential, and uniform demand distributions
Soroush, Hossein M.; Al-Yakoob, Salem M.; Alqallaf, … - In: European journal of industrial engineering : EJIE 14 (2020) 6, pp. 813-850
Persistent link: https://www.econbiz.de/10012504279
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Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000565130
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Is Asian per capita GDP panel stationary?
Narayan, Paresh Kumar - In: Empirical economics : a journal of the Institute for … 34 (2008) 3, pp. 439-449
Persistent link: https://www.econbiz.de/10003714200
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The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian - In: Statistical papers 49 (2008) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003715392
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Forecasting German mortality using panel data procedures
Babel, Bernhard; Bomsdorf, Eckart; Schmidt, Rafael - In: Journal of population economics 21 (2008) 3, pp. 541-555
Persistent link: https://www.econbiz.de/10003719266
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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A likelihood ratio test for stationarity of rating transitions
Weissbach, Rafael; Walter, Ronja - 2008
; Panel data …
Persistent link: https://www.econbiz.de/10003837749
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Do hours worked contain a unit root? : evidence from panel data
Kappler, Marcus - In: Empirical economics : a journal of the Institute for … 36 (2009) 3, pp. 531-555
Persistent link: https://www.econbiz.de/10003848002