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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
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The spatial time lag in panel data models
Tao, Ji; Yu, Jihai - In: Economics letters 117 (2012) 3, pp. 544-547
Persistent link: https://www.econbiz.de/10009679189
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Bayesian simultaneous determination of structural breaks and lag lengths
Hultblad, Brigitta; Karlsson, Sune - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009513626
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Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim; Khalid Bin Abdul Rahim; … - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
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A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P. - In: Economics letters 127 (2015), pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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Choosing lag lenghts in nonlinear dynamic models
Anderson, Heather M. - In: Contemporary issues in economics and econometrics : …, (pp. 176-204). 2004
Persistent link: https://www.econbiz.de/10002544751
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Biases from time-aggregation of distributed lag models
Engle", Robert Fry - 1969
Persistent link: https://www.econbiz.de/10002140810
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Measuring the impact of R&D on productivity from a econometric time series perspective
Balcombe, Kelvin G.; Bailey, Alastair; Fraser, Iain M. - In: Journal of productivity analysis 24 (2005) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10003085129