A new quadratic asymmetric error correction model : does size matter?
Ayman Mnasri, Zouhair Mrabet, Mouyad Alsamara
| Year of publication: |
2023
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|---|---|
| Authors: | Mnasri, Ayman ; Mrabet, Zouhair ; Alsamara, Mouyad |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 1, p. 33-64
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| 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 |
| 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