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Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul - In: Finance research letters 63 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
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Statistical models for the social and behavioral sciences : multiple regression and limited-dependent variable models
Crown, William H. - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000619185
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Strategies for detecting joint dichotomous moderators in human resource management research
Liakhovitski, Dimitri; Stone-Romero, Eugene F.; … - In: Human resource management review 18 (2008) 3, pp. 164-179
Persistent link: https://www.econbiz.de/10003769071
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Further results on optimal critical values of pre-test when estimating the regression error variance
Wan, Alan T. K.; Zou, Guohua; Ohtani, Kazuhiro - In: The econometrics journal 9 (2006) 1, pp. 159-176
Persistent link: https://www.econbiz.de/10003320231
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Estimation of parameters in multiple regression with missing covariates using a modified first order regression procedure
Toutenburg, Helge; Srivastava, Virendra K.; Shalabh, ...; … - In: Annals of economics and finance 6 (2005) 2, pp. 289-301
Persistent link: https://www.econbiz.de/10003315016
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Multiple-predictor regressions : hypothesis testing
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: The review of financial studies 22 (2009) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10003836279
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Detecting interaction effects in moderated multiple regression with continuous variables : power and sample size considerations
Shieh, Gwowen - In: Organizational research methods : ORM 12 (2009) 3, pp. 510-528
Persistent link: https://www.econbiz.de/10003868006
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Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 2, pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325