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Model averaging prediction for possibly nonstationary autoregressions

Lin, Tzu-Chi - 2023

Persistent link: https://www.econbiz.de/10014282293

The effect of corruption control on efficiency spillovers

Mao, Xi - In: Journal of institutional economics 19 (2023) 4, pp. 564-578

Persistent link: https://www.econbiz.de/10014364246

Non-linearities in international prices

Yi, In-gu; Park, Sang Soo; Zachariadis, Marios - In: The Canadian journal of economics : the journal of the … 56 (2023) 3, pp. 1032-1062

Persistent link: https://www.econbiz.de/10014364427

Finite-sample corrected inference for two-step GMM in time series

Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352

Persistent link: https://www.econbiz.de/10014364895

Multivariate and geospatial analysis of technology utilization in US counties

Sarkar, Avijit; Pick, James B.; Rosales, Jessica - In: Telecommunications policy : the international journal … 47 (2023) 7, pp. 1-19

Persistent link: https://www.econbiz.de/10014367167

Automatic variable selection for semiparametric spatial autoregressive model

Lu, Fang; Liu, Sisheng; Yang, Jing; Lu, Xuewen - In: Econometric reviews 42 (2023) 8, pp. 655-675

Persistent link: https://www.econbiz.de/10014321660

Revisiting the autocorrelation of real estate returns

Deng, Kuang Kuang; Wong, Siu Kei - In: The journal of real estate finance and economics 67 (2023) 2, pp. 243-263

Persistent link: https://www.econbiz.de/10014322300

Is factor momentum greater than stock momentum?

Falck, Antoine; Rej, Adam; Thesmar, David - In: The journal of investment strategies 10 (2021) 4, pp. 43-68

Persistent link: https://www.econbiz.de/10014335802

Uncovering hidden insights with long-memory process detection : an in-depth overview

Hassani, Hossein; Yarmohammadi, Masoud; Marvian, Leila - In: Risks : open access journal 11 (2023) 6, pp. 1-15

Long-memory models are frequently used in finance and other fields to capture long-range dependence in time series data. However, correctly identifying whether a process has long memory is crucial. This paper highlights a significant limitation in using the sample autocorrelation function (ACF)...

Persistent link: https://www.econbiz.de/10014335857

Asymmetric wealth effect between US stock markets and US housing market and European stock markets : evidences from TAR and MTAR

Coelho, Pedro Pacheco; Gomes, Luís; Ramos, Patrícia - In: Risks : open access journal 11 (2023) 7, pp. 1-14

Autoregression model as well as the Momentum Threshold Autoregression model were calculated by combining the US Freddie, DJIA, and …

Persistent link: https://www.econbiz.de/10014340266