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1
Multivariate
panel
models : some new results and their application to the analysis of economic growth
Bröck, Susanne
-
2008
Persistent link: https://www.econbiz.de/10003812035
Saved in:
2
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
3
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
4
Inference Related to Common Breaks in a Multivariate System With Joined Segmented Trends With Applications to Global and Hemispheric Temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
-
2018
What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase in the rate of growth of both temperature and radiative forcing...
Persistent link: https://www.econbiz.de/10014113751
Saved in:
5
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
6
Long-run growth forecasting
Bergheim, Stefan
-
2008
Persistent link: https://www.econbiz.de/10003603498
Saved in:
7
Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver
-
2009
the period 1980 - 2007. Based on a
panel
vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices,
panel
vector autoregression …
Persistent link: https://www.econbiz.de/10010384487
Saved in:
8
Quantitative Analysen zum deutschen und internationalen Luftfrachtmarkt
Prinz, Alexander
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003750256
Saved in:
9
Assessing Time-Series Versus Cross-Sectional Influences in
Panel
Estimates : International Financial Architecture and Expected Equity Premia
Aggarwal, Raj
-
2012
In the study of economic and financial
panel
data it is often important to differentiate between time-series and cross … time-series versus cross-sectional variations in
panel
data. This research should be of considerable interest to empirical …
Persistent link: https://www.econbiz.de/10013107186
Saved in:
10
Long-Run Growth Forecasting
Bergheim, Stefan
(
contributor
)
-
2008
book uses non-stationary
panel
techniques to find pair-wise cointegration among GDP per capita and its main correlates such …
Persistent link: https://www.econbiz.de/10013520921
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