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Identifying and treating unobserved heterogeneity with FIMIX-PLS

Matthews, Lucy M.; Sarstedt, Marko; Hair, Joseph F.; … - In: European Business Review 28 (2016) 2, pp. 208-224

Purpose Part I of this article ( European Business Review , Volume 28, Issue 1) offered an overview of unobserved heterogeneity in the context of partial least squares structural equation modeling (PLS-SEM), its prevalence and challenges for social sciences researchers. This paper aims to...

Persistent link: https://www.econbiz.de/10014714439

Executing and interpreting applications of PLS-SEM : updates for family business researchers

Hair, Joseph F.; Binz Astrachan, Claudia; Moisescu, … - In: Journal of family business strategy 12 (2021) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10013279668

Structural model robustness checks in PLS-SEM

Sarstedt, Marko; Ringle, Christian M.; Cheah, Jun-Hwa; … - In: Tourism economics : the business and finance of tourism … 26 (2020) 4, pp. 531-554

Persistent link: https://www.econbiz.de/10012216458

Episodic nonlinear event detection in the Turkish exchange rate market

Kiliç, Mustafa Ercan; Kara, Hakan - In: The empirical economics letters : a monthly … 13 (2014) 1, pp. 95-100

Persistent link: https://www.econbiz.de/10010392592

Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)

Madhavan, Vinodh - In: Managerial finance 40 (2014) 4, pp. 395-415

Persistent link: https://www.econbiz.de/10010344093

Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021

Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221

Persistent link: https://www.econbiz.de/10012939622

On the origins of conditional heteroscedasticity in time series

Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10010192152

Assessing tail risk using expectile regressions with partially varying coefficients

Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2018

Persistent link: https://www.econbiz.de/10011965749

A Time Series Analysis of U.K. Construction and Real Estate Indices

Belaire-Franch, Jorge; Opong, Kwaku - In: The Journal of Real Estate Finance and Economics 46 (2013) 3, pp. 516-542

deviate from the null hypothesis of white noise. Moreover, we have found evidence of nonlinearity but strong evidence against … chaos for the returns series. Further tests show that the source of nonlinearity is rather different. Hence, the …

Persistent link: https://www.econbiz.de/10010866953

Statistical Properties of the Asymmetric Power ARCH Process

He, Changli; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 1997

. Its performance is compared with that of standard models of conditional heteroskedasticity such as GARCH. This has … for the A-PARCH model that are derived for the purpose. The role of the heteroskedasticity parameter of the A …

Persistent link: https://www.econbiz.de/10005423779