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Rank Tests for Elliptical Grap...
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Conditional independence
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1
Revisiting purchasing power parity for Papua New Guinea
Liew, Venus Khim-sen
;
Ling, Tai-hu
;
Chia, Ricky Chee-Jiun
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 443-447
Persistent link: https://www.econbiz.de/10010406014
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2
On the application of the rank tests for nonlinear cointegration to PPP: the case of Papua New Guinea
Liew, Venus Khim-sen
;
Ling, Tai-hu
;
Chia, Ricky Chee-Jiun
; …
- In:
Economic modelling
29
(
2012
)
2
,
pp. 326-332
Persistent link: https://www.econbiz.de/10009535973
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3
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
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4
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
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5
Price convergence in the UK supermarket chains : evidence from nonlinear cointegration approach
Woo, Kai-yin
;
Lee, Shu-kam
- In:
Economics and Business Letters : EBL
7
(
2018
)
3
,
pp. 115-125
Persistent link: https://www.econbiz.de/10012129127
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6
Rank tests for price convergence in Australian beverage markets
Shum, Paul
;
Woo, Kai-yin
;
Lee, Shu-kam
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 862-866
Persistent link: https://www.econbiz.de/10012130458
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7
Community detection in partial correlation network models
Brownlees, Christian
;
Guðmundsson, Guðmundur Stefán
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 216-226
Persistent link: https://www.econbiz.de/10012804102
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8
Conditional mean risk sharing in the individual model with graphical dependencies
Denuit, Michel
;
Robert, Christian Yann
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 183-209
Persistent link: https://www.econbiz.de/10013187296
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9
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
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10
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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