Similar Search Results

Testing for unit roots and cointegration using panel data : theory and applications

Banerjee, Anindya (contributor) - 1999

Persistent link: https://www.econbiz.de/10001435644

On factor analysis with long-range dependence

Rodríguez Caballero, Carlos Vladimir - 2016

Persistent link: https://www.econbiz.de/10011817415

Nonstationary panels, panel cointegration, and dynamic panels

Baltagi, Badi H. (ed.) - 2000 - 1. ed.

Persistent link: https://www.econbiz.de/10001515447

Three essays on financial development in emerging markets

Diekmann, Katharina - 2012

Persistent link: https://www.econbiz.de/10010212785

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