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Smooth transition regression models in finance
Leppin, Julian Sebastian - 2017
This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with...
Persistent link: https://www.econbiz.de/10011623746
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Econometrics of nonstationary panel data applied to CEO compensation analysis
Mäkelä, Timo Tapani - 2002
Persistent link: https://www.econbiz.de/10003780020
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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
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Marshallian sources of growth and interdependent location of Swedish firms and households
Sörensson, Robert - 2010
Persistent link: https://www.econbiz.de/10008664629
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Essays on weak instruments and dynamic panel data with applications to pollution regulation
Baryshnikova, Nadezhda V. - 2006
Persistent link: https://www.econbiz.de/10003971716
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
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Essays on empirical market analysis using panel data
Nilsen, Odd Bjarte - 2007
Persistent link: https://www.econbiz.de/10003478825