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subject:"Theory"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Estimation
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Centre for Economic Policy Research
267
Working paper / National Bureau of Economic Research, Inc.
156
Economic modelling
123
Discussion papers / CEPR
120
Economics letters
99
SpringerLink / Bücher
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Applied economics
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International review of economics & finance : IREF
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Journal of economic dynamics & control
75
Applied economics letters
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Finance research letters
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of empirical finance
58
Macroeconomic dynamics
57
International journal of forecasting
55
Journal of international money and finance
55
Journal of macroeconomics
55
Journal of banking & finance
53
Energy economics
50
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
45
Journal of financial economics
40
Journal of monetary economics
39
European economic review : EER
38
Journal of international economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Econometric reviews
31
Springer eBook Collection / Business and Economics
31
Review of economic dynamics
30
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European journal of operational research : EJOR
25
Journal of applied econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The B.E. journal of macroeconomics
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Structural change and economic dynamics : SC+ED
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1
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
2
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
3
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
4
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
5
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
6
When is discretionary fiscal policy effective?
Fazzari, Steven M.
;
Morley, James C.
;
Panovska, Irina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
Saved in:
7
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
8
Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
Saved in:
9
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
10
Risk shocks with time-varying higher moments
Dorofeenko, Victor
;
Lee, Gabriel S.
;
Salyer, Kevin Duff
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198643
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