Sökresultat - "Econometrics"

CAUSAL INFERENCE GROUNDED IN CAUSAL DIAGRAMS: BENEFITS, LIMITATIONS, AND OPPORTUNITIES FOR THE INFORMATION SYSTEMS FIELD.

Tafti, Ali¹ atafti@uic.edu, Shmueli, Galit² galit.shmueli@iss.nthu.edu.tw

Performing the self in contemporary rural China: voice from a villager.

Xue, Xuan¹, Cao, Kaizhong² ckz.ckz@cuc.edu.cn

Econometrics of insurance with multidimensional types.

Aryal, Gaurab¹ (AUTHOR) aryalg@bu.edu, Perrigne, Isabelle² (AUTHOR) iperrigne@gmail.com, Vuong, Quang³ (AUTHOR) qvuong@nyu.edu, Xu, Haiqing⁴ (AUTHOR) h.xu@austin.utexas.edu

An automated adaptive trading system for enhanced performance of emerging market portfolios.

Tudor, Cristiana¹ (AUTHOR) cristiana.tudor@net.ase.ro, Sova, Robert² (AUTHOR)

Introducing shrinkage in heavy-tailed state space models to predict equity excess returns: Introducing shrinkage in heavy-tailed state space models...: F. Huber et al.

Huber, Florian¹ (AUTHOR), Kastner, Gregor² (AUTHOR) gregor.kastner@aau.at, Pfarrhofer, Michael³ (AUTHOR)

Reconciling Keynes and Tinbergen? Klein and His View on Econometrics as a Practical Tool for Policy Formulation.

Pinzón-Fuchsa, Erich¹ erapinzonfu@unal.edu.co

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ECONOMETRIC ASSESSMRNT OF THE IMPACT OF VOLUME OF RADON EMISSIONS PER CAPITA IN THE REPUBLIC OF AZERBAIJAN.

Nuraliyeva, Rahima¹ rahima.nuraliyeva@mail.ru, Mamedova, Gulnara² gulnare.memmedova@wcu.edu.az, Ismailova, Lala¹ lalaismayilova71@gmail.com

Statistical inference for first-order periodic autoregressive conditional heteroscedasticity models.

BIBI, ABDELOUAHAB¹ abd.bibi@gmail.com

Estimation of Conditional Covariance Matrices for a Class of High-Dimensional Varying Coefficient Factor-Generalized Autoregressive Conditional Heteroscedasticity Model.

Liu, Yujiao¹ (AUTHOR) 1112164010@e.gzhu.edu.cn, Li, Yuan² (AUTHOR) mathly@gzhu.edu.cn, Zhang, Xingfa¹ (AUTHOR) xingfazhang@gzhu.edu.cn

Enflasyon Volatilitesinin Otoregresif Koşullu Değişen Varyans Modelleri ile İncelenmesi: Türkiye Örneği.

AYIK, Uğur¹ ugur.ayik@erzurum.edu.tr, ÖZER, Hüseyin

Handling Endogenous Regressors Using Copulas: A Generalization to Linear Panel Models with Fixed Effects and Correlated Regressors.

Haschka, Rouven E.¹ (AUTHOR) rhaschka@uni-koeln.de

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Diagnostic checks in time series models based on a new correlation coefficient of residuals.

Pei, Jian¹ (AUTHOR), Zhu, Fukang¹ (AUTHOR) zfk8010@163.com, Li, Qi² (AUTHOR)

Financial development, institutions, and economic growth nexus: A spatial econometrics analysis using geographical and institutional proximities.

Ahmad, Mahyudin^1,2 (AUTHOR) mahyudin@uitm.edu.my, Law, Siong Hook³ (AUTHOR)

The Slope of the Phillips Curve.

Furlanetto, Francesco¹ francesco.furlanetto@norges-bank.no, Lepetit, Antoine² antoine.lepetit@frb.gov

VALID HETEROSKEDASTICITY ROBUST TESTING.

Pötscher, Benedikt M.¹ (AUTHOR) benedikt.poetscher@univie.ac.at, Preinerstorfer, David² (AUTHOR)

Noncausal AR‐ARCH Model and Its Applications to Financial Time Series.

Zhan, Yaosong^1,2 (AUTHOR), Ling, Shiqing³ (AUTHOR), Liu, Zhenya⁴ (AUTHOR), Wang, Shixuan⁵ (AUTHOR) shixuan.wang@reading.ac.uk