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Showing below up to 22 results in range #1 to #22.

1. Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution: Label: en
2. On the forecasting accuracy of multivariate GARCH models: Label: en
3. New frontiers for arch models: Label: en
4. A simple framework for analysing bull and bear markets: Label: en
5. Panel Data Models with Grouped Factor Structure Under Unknown Group Membership: Label: en
6. Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models: Label: en
7. Measuring the impact of nonignorability in panel data with non-monotone nonresponse: Label: en
8. Exploring the international linkages of the euro area: a global VAR analysis: Label: en
9. NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS: Label: en
10. IDENTIFYING CAUSAL MECHANISMS (PRIMARILY) BASED ON INVERSE PROBABILITY WEIGHTING: Label: en
11. Economic transition and growth: Label: en
12. Forecasting with Global Vector Autoregressive Models: a Bayesian Approach: Label: en
13. ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R: Label: en
14. MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA: Label: en
15. Bounds testing approaches to the analysis of level relationships: Label: en
16. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS: Label: en
17. The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp: Label: en
18. Direct and indirect effects of continuous treatments based on generalized propensity score weighting: Label: en
19. Semiparametric efficiency bounds: Label: en
20. From a var model to a structural model, with an application to the wage–price spiral: Label: en
21. Asymptotic least-squares estimation efficiency considerations and applications: Label: en
22. The limiting distribution of extremal exchange rate returns: Label: en