Similar Search Results

Indonesian coal exports : dynamic panel analysis approach

Ambya, Ambya; Hamzah, Lies Maria - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 390-395

Persistent link: https://www.econbiz.de/10013188806

Some further evidence on exchange-rate volatility and exports

Hondroyiannis, George B.; Swamy, Paravastu A. V. B.; … - In: Review of world economics 144 (2008) 1, pp. 151-180

Persistent link: https://www.econbiz.de/10003684165

Likelihood-based cointegration analysis in panels of vector error correction models

Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999

We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of Moments estimators. Using these estimators...

Persistent link: https://www.econbiz.de/10011302148

Behavioural asymmetries in the G7 foreign exchange market

Christodoulakis, George A.; Mamatzakis, Emmanuel C. - In: International review of financial analysis 29 (2013), pp. 261-270

Persistent link: https://www.econbiz.de/10010244938

Parameter estimation and forecasting for multiplicative lognormal cascades

Leövey, Andrés E.; Lux, Thomas - 2011

Generalized Method of Moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …