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Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
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Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
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Money supply and the informational efficiency of the stock market in Korea : evidence from an alternative methodology
Hatemi-J, Abdulnasser - In: Journal of economic integration 17 (2002) 3, pp. 517-526
Persistent link: https://www.econbiz.de/10001693656
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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A test for multivariate ARCH effects
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 7, pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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Time-series evidence for Balassa's export-led growth hypothesis
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: The journal of international trade & economic development 9 (2000) 3, pp. 355-365
Persistent link: https://www.econbiz.de/10001510796
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Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser; Maneschiöld, Per-Ola - In: Economia internazionale 74 (2021) 3, pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
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An extension of the asymmetric causality tests for dealing with deterministic trend components
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics 48 (2016) 40/42, pp. 4033-4041
Persistent link: https://www.econbiz.de/10011639959
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Model selection in time series analysis : using information criteria as an alternative to hypothesis testing
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Journal of economic studies 49 (2022) 6, pp. 1055-1075
Persistent link: https://www.econbiz.de/10013352921