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isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
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Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
2
Real oil prices and the international sign predictability of stock returns
Pönkä, Harri
-
2015
Persistent link: https://www.econbiz.de/10011409941
Saved in:
3
Forecasting US recessions with a large set of predictors
Fornaro, Paolo
-
2015
Persistent link: https://www.econbiz.de/10010507693
Saved in:
4
Predicting the direction of US stock markets using industry returns
Pönkä, Harri
-
2014
Persistent link: https://www.econbiz.de/10010413721
Saved in:
5
A qualitative response VAR model : an application to joint dynamics of U.S. interest rates and business cycle
Nyberg, Henri
-
2013
Persistent link: https://www.econbiz.de/10009763693
Saved in:
6
Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri
-
2012
Persistent link: https://www.econbiz.de/10009660552
Saved in:
7
QR-GARCH-M model for risk-return tradeoff in US stock returns and business cycles
Nyberg, Henri
-
2010
Persistent link: https://www.econbiz.de/10003960116
Saved in:
8
A bivariate autoregressive probit model : predicting US business cycle and growth rate cycle recessions
Nyberg, Henri
-
2009
Persistent link: https://www.econbiz.de/10003884515
Saved in:
9
Yield-curve based probit models for forecasting US recession : stability and dynamics
Kauppi, Heikki
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003723760
Saved in:
10
Dynamic probit modles and financial variables in recession forecasting
Nyberg, Henri
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003723784
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