Narrow search
Showing 1 - 10 of 658,903
Cover Image
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
Cover Image
London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2014
Persistent link: https://www.econbiz.de/10010512603
Cover Image
A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 133-149
paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive …
Persistent link: https://www.econbiz.de/10012655765
Cover Image
London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2017
Persistent link: https://www.econbiz.de/10011703213
Cover Image
Heterogeneous Autoregressions in Short T Panel Data Models
Pesaran, M. Hashem; Yang, Liying - 2023
This paper considers a first-order autoregressive panel data model with individual-specific effects and a heterogeneous …
Persistent link: https://www.econbiz.de/10014347822
Cover Image
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar; Tjostheim, Dag - 1998
We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …
Persistent link: https://www.econbiz.de/10009578021
Cover Image
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10009242156
Cover Image
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Cover Image
A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
Cover Image
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria - In: Applied economics letters 25 (2018) 10, pp. 698-701
Persistent link: https://www.econbiz.de/10012129801