Microfit

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Cited In (37)

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

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