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Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang; Li, Degui; Xia, Yingcun - In: Journal of econometrics 187 (2015) 1, pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
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Testing the efficiency of the futures market for crude oil using weighted least squares
Stevens, Jason - In: Applied economics letters 20 (2013) 16/18, pp. 1611-1613
Persistent link: https://www.econbiz.de/10010222973
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A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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A practical guide to harnessing the HAR volatility model
Clements, Adam; Preve, Daniel P. A. - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong; Hao, Xianfeng; Wu, Chongfeng - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
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Does inter-municipal cooperation help improve local economic performance? : evidence from Poland
Banaszewska, Monika; Bischoff, Ivo; Bode, Eva; … - In: Regional science & urban economics 92 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013201680
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Dynamics of government spending cyclicality
Jalles, João Tovar - In: Economic modelling 97 (2021), pp. 411-427
Persistent link: https://www.econbiz.de/10012793485
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The micro dynamics of macro announcements
Mittnik, Stefan; Robinzonov, Nikolay; Wohlrabe, Klaus - 2013
We examine how regularly scheduled macroeconomic announcements for the U.S., Germany and the euro area affect the German stock market, using high-frequency, minute-by-minute DAX data. Our study extends the literature on high-frequency announcement effects in several ways. First, we account for...
Persistent link: https://www.econbiz.de/10010190208
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Predictable dynamics in the implied volatility surface based on weighted least squares : evidence from soybean meal futures options in China
Sui, Cong; Lung, Peter P.; Yang, Mo - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 11, pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
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Measuring the performance of local administrative public services
Blank, Jos L. T. - In: Business research quarterly : BRQ 21 (2018) 4, pp. 251-261
Persistent link: https://www.econbiz.de/10011989574