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Testing time series data compatibility for benchmarking

Quennevillle, Benoît; Gagné, Christian - In: International journal of forecasting 29 (2013) 4, pp. 754-766

Persistent link: https://www.econbiz.de/10010221283

Testing of causality relationship between Indian and Australian mutual funds performance : standard vs customized benchmarks

Manjunath BR; Raju, J. K.; Rehaman, M. - In: Investment management and financial innovations 17 (2020) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10012406066

Shadow economy and economic development : a panel cointegration and causality analysis

Bilan, Yuriy; Tiutiunyk, Inna; Lyeonov, Sergij; … - In: International journal of economic policy in emerging … 13 (2020) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10012251022

Impact of capital structure on financial performance : a study of select automobile companies in India

Sarkar, Rahul; Choudhary, Ram Prahlad - In: Mudra : journal of finance and accounting 5 (2018) 2, pp. 70-84

Persistent link: https://www.econbiz.de/10012026040

Impact of trade openness on inflation in India : an Autoregressive Distributed Lag (ARDL) approach

Sahu, Priyanka; Sharma, Naresh Kumar - In: The empirical economics letters : a monthly … 17 (2018) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10011907775

Testing causality among five fertilizer prices

Lakkakula, Prithviraj - In: Applied economics letters 25 (2018) 9, pp. 601-606

Persistent link: https://www.econbiz.de/10011855062

Bayesian asset pricing testing under multivariate t-distribution

Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901

Persistent link: https://www.econbiz.de/10012204429

Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration

Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137

Persistent link: https://www.econbiz.de/10012134106

Estimation and inference with a (nearly) singular Jacobian

Han, Sukjin; McCloskey, Adam - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 1019-1068

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models that may have a general deficient rank Jacobian in certain parts of the...

Persistent link: https://www.econbiz.de/10012049358

Invariant tests based on M-estimators, estimating functions, and the generalized method of moments

Dufour, Jean-Marie; Trognon, Alain; Tuvaandorj, Purevdorj - In: Econometric reviews 36 (2017) 1/3, pp. 182-204

Persistent link: https://www.econbiz.de/10011795165