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Applied economics letters
Journal of econometrics
134
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103
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94
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67
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62
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Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
2
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
3
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
4
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
5
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
6
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
7
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
8
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
9
Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
Saved in:
10
Finite sample performance of specification tests for correlated random effects quantile panel regressions
Haque, Samiul
;
Delgado, Michael S.
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 515-519
Persistent link: https://www.econbiz.de/10011712426
Saved in:
11
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
Saved in:
12
Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis
;
Jones, Callum
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
Saved in:
13
A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model
Huh, Hyeon-seung
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 601-605
Persistent link: https://www.econbiz.de/10009710467
Saved in:
14
A Monte Carlo comparison of panel unit root tests under factor structure
Lin, J. H.
;
Hu, Yi
;
Wang, M. J.
;
Xia, X. H.
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 288-291
Persistent link: https://www.econbiz.de/10009702931
Saved in:
15
A Monte Carlo study to compare two recent modifications of the KPSS test for near integration
Ayuda Bosque, María Isabel
;
Aznar Grasa, Antonio
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1759-1764
Persistent link: https://www.econbiz.de/10009383296
Saved in:
16
Identifying key elasticities in a CGE model : a Monte Carlo approach
Belgodere, Antoine
;
Vellutini, Charles
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1619-1622
Persistent link: https://www.econbiz.de/10009383411
Saved in:
17
A Monte Carlo evaluation of the efficiency of the PCSE estimator
Chen, Xiujian
;
Lin, Shu
;
Reed, W. Robert
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10003945990
Saved in:
18
Markov switching and long memory : a Monte Carlo analysis
Yu, Wei-choun
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1205-1210
Persistent link: https://www.econbiz.de/10003886727
Saved in:
19
Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar
;
Narayan, Seema
;
Prasad, Arti
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 5-8
Persistent link: https://www.econbiz.de/10003822531
Saved in:
20
On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S.
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
Saved in:
21
A Monte Carlo comparison of alternative estimators for dynamic panel data models
Lokshin, Boris
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 15-18
Persistent link: https://www.econbiz.de/10003724912
Saved in:
22
The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
Saved in:
23
Monte Carlo properties of spatial dependence LM tests
Acosta, Pablo
;
Mattos, Enlinson
;
Fava, Ana
- In:
Applied economics letters
13
(
2006
)
14
,
pp. 905-910
Persistent link: https://www.econbiz.de/10003395899
Saved in:
24
A Monte Carlo evaluation of discrete choice labour supply models
Flood, Lennart
;
Islam, Nizamul
- In:
Applied economics letters
12
(
2005
)
5
,
pp. 263-266
Persistent link: https://www.econbiz.de/10002753275
Saved in:
25
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process : a Monte Carlo study and exmpirical example
Kwan, Andy Cheuk-chiu
;
Wu, Yangru
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 133-139
Persistent link: https://www.econbiz.de/10002621028
Saved in:
26
A Monte Carlo comparison of parametric and nonparametric quantile regressions
Min, Insik
;
Kim, Inchul
- In:
Applied economics letters
11
(
2004
)
2
,
pp. 71-74
Persistent link: https://www.econbiz.de/10001927299
Saved in:
27
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
28
Measurement error and functional form : implications for welfare estimates
Stöckl, Natalie
- In:
Applied economics letters
10
(
2003
)
5
,
pp. 259-270
Persistent link: https://www.econbiz.de/10001749015
Saved in:
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