Narrow search
Showing 1 - 10 of 12,397
Cover Image
Technology shocks and cointegration in quadratic models of the firm
Rossana, Robert J. - In: International economic review 36 (1995) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001177603
Cover Image
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Cover Image
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, … - 2013
statistics, so that the resulting test will make a desirable test power among the involved tests. This hybrid method is …
Persistent link: https://www.econbiz.de/10009789426
Cover Image
Economic class and the distribution of income : a time-series analysis of the UK economy, 1955 - 2010
Cuestas, Juan Carlos; Philp, Bruce - In: International review of applied economics 26 (2012) 5, pp. 565-578
Persistent link: https://www.econbiz.de/10009612127
Cover Image
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Computational economics 59 (2022) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Cover Image
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Cover Image
R-squared-bootstrapping for Gegenbauer-type long memory
Xing, Yixun; Woodward, Wayne A. - In: Computational economics 57 (2021) 2, pp. 773-790
Persistent link: https://www.econbiz.de/10012486960
Cover Image
Can international market indices estimate tasi's movements? : the ARIMA model
Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of open innovation : technology, market, and … 6 (2020) 2/27, pp. 1-17
, quadratic, cubic, power, and exponential equations were separately used to achieve the targeted results. The results reveal that … power equation is the best equation for forecasting the TASI index with a low error rate and high determination coefficient …
Persistent link: https://www.econbiz.de/10012231615
Cover Image
Bootstrap model averaging unit root inference
Hansen, Bruce E.; Racine, Jeffrey - In: Essays in honor of Subal Kumbhakar, (pp. 81-98). 2024
Persistent link: https://www.econbiz.de/10014559143
Cover Image
Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
We consider the finite sample power of various tests against serial correlation in the disturbances of a linear … regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the … the disturbances, the power can drop to zero for certain regressors. We also provide a means to detect this zero-power …
Persistent link: https://www.econbiz.de/10010516924