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An exponential endogenous switching regression with correlated random coefficients

Keay, Myoung-Jin - In: Econometrics : open access journal 10 (2022) 1, pp. 1-16

This paper presents a method for estimating the average treatment effects (ATE) of an exponential endogenous switching model where the coefficients of covariates in the structural equation are random and correlated with the binary treatment variable. The estimating equations are derived under...

Persistent link: https://www.econbiz.de/10012804937

A projective approach to conditional independence test for dependent processes

Zhou, Yeqing; Zhang, Yaowu; Zhu, Liping - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 398-407

Persistent link: https://www.econbiz.de/10012804124

Symbolic correlation integral

Caballero-Pintado, M. Victoria; Matilla-García, Mariano; … - In: Econometric reviews 38 (2019) 5, pp. 533-556

Persistent link: https://www.econbiz.de/10012181331

The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis

Si, Dengkui; Liu, Xi-Hua; Kong, Xianli - In: Economic modelling 83 (2019), pp. 17-30

Persistent link: https://www.econbiz.de/10012204412

Generalized Correlations and Kernel Causality Using R Package GeneralCorr

Vinod, Hrishikesh D. - 2016

Karl Pearson developed the correlation coefficient r(X,Y) in 1890's. Vinod (2014) develops new generalized correlation …

Persistent link: https://www.econbiz.de/10012991829

Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2025

Persistent link: https://www.econbiz.de/10015371761

Cross-Correlation and Causality between Physicochemical Properties and Wine Quality

Yao, Ruiguang; Chao, Ye; Jia, Guozhu - 2022

accurate examination for physicochemical properties of cross-correlation and causality is critical. In this study, Multi …-Fractal Detrended Fluctuation Cross-Correlation Analysis (MF-DCCA) and Transfer Entropy (TE) coupled with the complex network analysis …

Persistent link: https://www.econbiz.de/10013300092

Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

Correlation meets causality : a holistic measure of financial contagion

Atasoy, Burak Sencer; Ozkan, Ibrahim - In: Finance research letters 65 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014552747

Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries

Li, Dongxin; Zhang, Feipeng; Yuan, Di; Cai, Yuan - In: International review of economics & finance : IREF 89 (2024) 1, pp. 909-939

Persistent link: https://www.econbiz.de/10014446610