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