Pages that link to "Item:Q1017035"

The following pages link to Econometric issues in the analysis of contagion (Q1017035):

Displaying 13 items.

• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
• Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
• Sovereign risk contagion in the Eurozone (Q1925847) (← links)
• Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
• Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700) (← links)
• SUR Approach for IV Estimation of Canonical Contagion Models (Q2809614) (← links)
• The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
• Efficient multiple change point detection for high‐dimensional generalized linear models (Q6059464) (← links)
• Transmission of the 2007–2008 financial crisis in advanced countries of the European Union (Q6076784) (← links)
• Smooth transition simultaneous equation models (Q6106612) (← links)
• A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
• Likelihood-based analysis in mixture global vars (Q6187958) (← links)