A new quadratic asymmetric error correction model : does size matter?
Ayman Mnasri, Zouhair Mrabet, Mouyad Alsamara
| Year of publication: |
2023
|
|---|---|
| Authors: | Mnasri, Ayman ; Mrabet, Zouhair ; Alsamara, Mouyad |
| Subject: | Asymmetry | Bootstrap | Error correction model | Forecast | Monte Carlo simulations | Okun's law | Quadratic nonlinearity | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02323-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329034