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Infrastructure spending and economic growth: time series evidence on a non-linear relationship for Germany
Neumann, Thorsten - 2001
Persistent link: https://www.econbiz.de/10001591601
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Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests
Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11
mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …
Persistent link: https://www.econbiz.de/10014501140
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Assessing the effect of current account and currency crises on economic growth
Aßmann, Christian (contributor) - 2008
specific heterogeneity via random coe±cients. For accurate estimation of the treatment type model a simulated maximum …
Persistent link: https://www.econbiz.de/10003609094
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Assessing the effect of current account and currency crises on economic growth
Aßmann, Christian - 2011
specific heterogeneity via random coefficients. For accurate estimation of the treatment type model a simulated maximum … crises ; Current account reversals ; Treatment Model ; Discrete dependent variable ; Efficient Importance Sampling ; Panel …
Persistent link: https://www.econbiz.de/10009007638
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Essays on nonlinearity in economic time series
Heinen, Florian - 2011
Persistent link: https://www.econbiz.de/10009348370
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Dynamic mixture models for financial time series
Haas, Markus - 2004 - 1. Aufl.
Inaugural -Dissertation zur Erlangung des Grades eines Doktors der Wirtschafts -und Sozialwissenschaften der Wirtschafts -und Sozialwissenschaftlichen Fakultät der Christian -Albrechts -Universität zu Kiel The objective of this study is the development and application of models for financial...
Persistent link: https://www.econbiz.de/10002452594
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Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
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Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei - In: Economic modelling 35 (2013), pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
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Unit root testing in panel and time series models : new tests and economic applications
Siedenburg, Florian - 2010
In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach …
Persistent link: https://www.econbiz.de/10008732374