Microfit

swMATH15806MaRDI QIDQ27678

No author found.

Related Items (37)

Economic growth and technological catching up by Singapore to the USA ⋮ A generalization of the non-parametric Henriksson-Merton test of market timing ⋮ A pair-wise approach to testing for output and growth convergence ⋮ Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework ⋮ The use of the ARDL approach in estimating virtual exchange rates in India ⋮ The significance of testing empirical non-nested models ⋮ The Carlson-Parkin method applied to NZ price expectations using QSBO survey data ⋮ LONG-RUN STRUCTURAL MODELLING ⋮ Review of Microfit5 ⋮ Some results on the Glejser and Koenker tests for heteroskedasticity ⋮ The misspecification of dynamic regression models ⋮ Misspecification tests and their uses in econometrics ⋮ Full maximum likelihood estimation of dynamic demand models ⋮ Generalized impulse response analysis in linear multivariate models ⋮ A non-nested test of level-differenced versus log-differenced stationary models ⋮ A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks ⋮ OPTIMAL LISTING POLICY FOR IPOs IN THE GERMAN FINANCIAL MARKET ⋮ The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price ⋮ Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach ⋮ Recursive estimation and generated regressors ⋮ Optimization of power production and costs in microgrids ⋮ Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy ⋮ The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models ⋮ A dollar or yen currency union in East Asia ⋮ Identifying, estimating and testing restricted cointegrated systems: An overview ⋮ The Asian crisis and calendar effects on stock returns in Thailand ⋮ Are currency devaluations effective? A panel unit root test ⋮ Do nominal devaluations lead to real devaluations in LDCs? ⋮ Capital Flows, Interest Payments and the Balance‐of‐Payments Constrained Growth Model: A Theoretical and Empirical Analysis ⋮ COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY ⋮ Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm ⋮ Cross-sectional aggregation of nonlinear models ⋮ Structural analysis of vector error correction models with exogenous \(I(1)\) variables ⋮ Stochastic growth models and their econometric implications ⋮ Unit root hypothesis, new classical and Keynesian models ⋮ German monetary unification and the stability of the German M3 money demand function ⋮ Model selection using information criteria and genetic algorithms

This page was built for software: Microfit