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Generalised spatially weighted autocorrelation approach for monitoring and diagnosing faults in 3D topographic surfaces

Alqahtani, Mejdal A.; Jeong, Myong Kee; Elsayed, Elsayed A. - In: International journal of production research 61 (2023) 2, pp. 541-558

Persistent link: https://www.econbiz.de/10013531020

Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes

Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - 2023

We consider instrumental variables estimation of a possibly infinite order dynamic panel autoregressive (AR) process with individual effects. The estimation is based on the sieve AR approximation with its lag order increasing with sample size. Transforming the variable to eliminate individual...

Persistent link: https://www.econbiz.de/10014260654

Recent developments of the autoregressive distributed lag modelling framework

Cho, Jin Seo; Greenwood-Nimmo, Matthew; Shin, Yongcheol - In: Journal of economic surveys 37 (2023) 1, pp. 7-32

Persistent link: https://www.econbiz.de/10014287722

Testing for random coefficient autoregressive and stochastic unit root models

Nagakura, Daisuke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 117-129

Persistent link: https://www.econbiz.de/10014288865

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market : evidence from nonlinear autoregressive distributed lag approach and frequency domain causal...

Gherghina, Ştefan Cristian; Simionescu, Liliana Nicoleta - In: Financial innovation : FIN 9 (2023) 1, pp. 1-58

This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage), on the cryptocurrency market. Using daily data from January 2020 to September 2021 and the exponential generalized...

Persistent link: https://www.econbiz.de/10014288933