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External validity in fuzzy regression discontinuity designs
Bertanha, Marinho; Imbens, Guido - 2014
Persistent link: https://www.econbiz.de/10010468777
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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan - In: Journal of economic dynamics & control 157 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
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The return of convergence in the US states
Boucher Breuer, Janice; Hauk, William; McDermott, John … - In: Applied economics letters 21 (2014) 1/3, pp. 64-68
Persistent link: https://www.econbiz.de/10010238276
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Output convergence and the role of research and development
Ashraf, Mohammad; Mohabbat, Khan A. - In: Annals of economics and finance 11 (2010) 1, pp. 35-71
Persistent link: https://www.econbiz.de/10003993417
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Multimodality in the distribution of GDP and the absolute convergence hypothesis
Caggiano, Giovanni; Leonida, Leone - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1203-1215
Persistent link: https://www.econbiz.de/10009748343
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Intraregional income convergence : cross section and time series evidence from the USA
Alexiadis, Stilianos; Eleftheriou, Konstantinos; … - In: Applied regional growth and innovation models, (pp. 217-240). 2014
Persistent link: https://www.econbiz.de/10010238303
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Convergence of per capita income : the case of U.S. metropolitan statistical areas
El Montasser, Ghassen; Gupta, Rangan; Smithers, Devon - In: Economics, management and financial markets 11 (2016) 4, pp. 11-32
Persistent link: https://www.econbiz.de/10011814273
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168271
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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically...
Persistent link: https://www.econbiz.de/10009490826