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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"

Bognanni, Mark - In: Journal of econometrics 227 (2022) 2, pp. 498-505

Persistent link: https://www.econbiz.de/10013442175

Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation

Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552

Persistent link: https://www.econbiz.de/10013442210

Modelling sustainability efficiency in banking

Tan, Yong; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3754-3772

Persistent link: https://www.econbiz.de/10013330756

Azure Lodging, Inc. : a case study on capital budgeting with capital rationing in a service industry context

Burkert, Michael; Calderon, Thomas G.; Hesford, James W.; … - In: Issues in accounting education 37 (2022) 2, pp. 67-89

Persistent link: https://www.econbiz.de/10013332589

Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence

Fingleton, Bernard - 2022

Persistent link: https://www.econbiz.de/10013429025

Monte Carlo methods for the Shapley-Shubik power index

Ushioda, Yuto; Tanaka, Masato; Matsui, Tomomi - In: Games 13 (2022) 3, pp. 1-14

This paper deals with the problem of calculating the Shapley-Shubik power index in weighted majority games. We propose an efficient Monte Carlo algorithm based on an implicit hierarchical structure of permutations of players. Our algorithm outputs a vector of power indices preserving the...

Persistent link: https://www.econbiz.de/10013252753