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Economic modelling
Journal of econometrics
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Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
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1
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
2
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
3
No such thing as the perfect match : Bayesian Model Averaging for treatment evaluation
Lucchetti, Riccardo
;
Pedini, Luca
;
Pigini, Claudia
- In:
Economic modelling
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367496
Saved in:
4
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
5
Wine indices in practice : nicely labeled but slightly corked
Masset, Philippe
;
Weisskopf, Jean-Philippe
- In:
Economic modelling
68
(
2018
),
pp. 555-569
Persistent link: https://www.econbiz.de/10011936134
Saved in:
6
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
7
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
8
Rationality tests in the presence of instabilities in finite samples
Shagi, Makram el-
- In:
Economic modelling
79
(
2019
),
pp. 242-246
Persistent link: https://www.econbiz.de/10012199130
Saved in:
9
Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung
;
Suvankulov, Farrukh
;
Su, Yongyang
; …
- In:
Economic modelling
29
(
2012
)
3
,
pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
Saved in:
10
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
11
Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry
- In:
Economic modelling
49
(
2015
),
pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
Saved in:
12
A revealed preference test of rationing a Monte Carlo analysis
Fleissig, Adrian R.
;
Whitney, Gerald A.
- In:
Economic modelling
45
(
2015
),
pp. 207-211
Persistent link: https://www.econbiz.de/10011334125
Saved in:
13
Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco
;
Grethe, Harald
;
Zimmermann, Georg
- In:
Economic modelling
45
(
2015
),
pp. 155-168
Persistent link: https://www.econbiz.de/10011334132
Saved in:
14
Spatial patterns of flypaper effects for local expenditure by policy objective in Japan : a Bayesian approach
Kakamu, Kazuhiko
;
Yunoue, Hideo
;
Kuramoto, Takashi
- In:
Economic modelling
37
(
2014
),
pp. 500-506
Persistent link: https://www.econbiz.de/10010417615
Saved in:
15
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
16
Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément
;
Rey, Serge
;
Viala, Jean-Renaud
- In:
Economic modelling
41
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
Saved in:
17
Moran's I test of spatial panel data model : based on bootstrap method
Ren, Tongxian
;
Long, Zhihe
;
Zhang, Rengui
;
Chen, Qingqing
- In:
Economic modelling
41
(
2014
),
pp. 9-14
Persistent link: https://www.econbiz.de/10010438511
Saved in:
18
The invoicing currency choice model of export enterprises assuming joint utility maximization and analysis of the factors influencing selection
Wang, Xiangning
;
Zhao, Xing
- In:
Economic modelling
42
(
2014
),
pp. 38-42
Persistent link: https://www.econbiz.de/10010478273
Saved in:
19
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
20
A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Sjölander, Pär
- In:
Economic modelling
30
(
2013
),
pp. 844-855
Persistent link: https://www.econbiz.de/10009708788
Saved in:
21
A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi
- In:
Economic modelling
30
(
2013
),
pp. 743-753
Persistent link: https://www.econbiz.de/10009708804
Saved in:
22
Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system
Mielczarek, Bożena
- In:
Economic modelling
30
(
2013
),
pp. 706-714
Persistent link: https://www.econbiz.de/10009708818
Saved in:
23
An empirical estimation for mean-reverting coal prices with long memory
Sun, Qi
;
Xu, Weijun
;
Xiao, Weilin
- In:
Economic modelling
33
(
2013
),
pp. 174-181
Persistent link: https://www.econbiz.de/10010192000
Saved in:
24
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
Saved in:
25
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Truchis, Gilles de
- In:
Economic modelling
34
(
2013
),
pp. 98-105
Persistent link: https://www.econbiz.de/10010363738
Saved in:
26
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
27
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim
;
Jolivaldt, Philippe
- In:
Economic modelling
31
(
2013
),
pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Saved in:
28
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
Saved in:
29
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
30
Modelling the risk–return relation for the S&P 100 : the role of VIX
Kanas, Angelos
- In:
Economic modelling
29
(
2012
)
3
,
pp. 795-809
Persistent link: https://www.econbiz.de/10009545514
Saved in:
31
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
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