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A medium-N approach to macroeconomic forecasting

Cubadda, Gianluca; Guardabascio, Barbara - In: Economic modelling 29 (2012) 4, pp. 1099-1105

Persistent link: https://www.econbiz.de/10009667434

Quantitative evaluation of an information network in a supply chain

Ishii, Nobuaki; Ohba, Masaaki - In: International journal of production economics 261 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014336946

Efficiency analysis of double perturbed pairwise comparison matrices

Ábele-Nagy, Kristóf; Bozóki, Sándor; Rebák, Örs - In: Journal of the Operational Research Society 69 (2018) 5, pp. 707-713

Persistent link: https://www.econbiz.de/10012225857

Multiple treatment effects in panel-heterogeneity and aggregation

Hsiao, Cheng; Shen, Yan; Zhou, Qiankun - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 81-101). 2022

Persistent link: https://www.econbiz.de/10013193943

Forecasting equity index volatility by measuring the linkage among component stocks

Qiu, Yue; Xie, Tian; Yu, Jun; Zhou, Qiankun - In: Journal of financial econometrics 20 (2022) 1, pp. 160-186

Persistent link: https://www.econbiz.de/10012878191

Common bubble detection in large dimensional financial systems

Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - In: Journal of financial econometrics 21 (2023) 4, pp. 989-1063

Persistent link: https://www.econbiz.de/10014391455

Optimal portfolio diversification via independent component analysis

Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric - In: Operations research 70 (2022) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10012820639

Investment decision making using a combined factor analysis and entropy-based topsis model

Hsu, Li-Chang - In: Journal of business economics and management 14 (2013) 3, pp. 448-466

Persistent link: https://www.econbiz.de/10009761488

Do income disparities dissipate across the US states? : experimenting with a Vector Error Correction Model

Alexiadis, Stilianos; Eleftheriou, Konstantinos; … - 2013

This paper examines the long-run trends in per-capita income across the US states (1929-2005). Our analysis advocates and implements a Vector Error Correction Model (VECM), in order to investigate whether disparities in per-capita income embody a stable long-run relation. The empirical...

Persistent link: https://www.econbiz.de/10010224805

Beyond CAPM: an innovative factor model to optimize the risk and return trade-off

Andriotto, Mauro; Teti, Emanuele - In: Journal of business economics and management 15 (2014) 4, pp. 615-630

Persistent link: https://www.econbiz.de/10010415337