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~type_genre:"Article"
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long swings
2
Cohen’
1
GARCH(1,1)
1
GMM estimation
1
I(2) analysis
1
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1
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1
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Arezzo, Maria Felice
2
Guagnano, Giuseppina
2
Chambers, Marcus J.
1
Chen, Jie
1
Cheng, Gang
1
Chotikapanich, Duangkamon
1
Chu, Ba
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Czado, Claudia
1
Fink, Holger
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Goldberg, Michael D.
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1
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1
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1
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1
Rao, D. S. Prasada
1
Salazar, Leonardo
1
Satchell, Stephen
1
Stöber, Jakob
1
Wang, Sicong
1
Weiß, Christian H.
1
Yang, Yuhong
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Econometrics
Journal of Innovation & Knowledge (JIK)
133
Journal of Open Innovation: Technology, Market, and Complexity
125
Administrative Sciences
94
Amfiteatru Economic Journal
80
Journal of Innovation and Entrepreneurship
51
Pakistan Journal of Commerce and Social Sciences (PJCSS)
43
Comparative Economic Research. Central and Eastern Europe
40
International Journal for Research in Vocational Education and Training (IJRVET)
38
International Journal of Business and Economic Sciences Applied Research (IJBESAR)
31
Vierteljahrshefte zur Wirtschaftsforschung
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Triple Helix
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Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE)
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DIW Wochenbericht
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Health Economics Review
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Journal of Global Entrepreneurship Research
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CES Working Papers
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Games
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ISRA International Journal of Islamic Finance
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Revista de Métodos Cuantitativos para la Economía y la Empresa
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1
Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect
knowledge
Juselius, Katarina
- In:
Econometrics
5
(
2017
)
3
,
pp. 1-20
assumptions about the shock structure and steady-state behavior of an an imperfect
knowledge
based model for exchange rate …
Persistent link: https://www.econbiz.de/10011995240
Saved in:
2
Recovering the most entropic copulas from preliminary
knowledge
of dependence
Chu, Ba
;
Satchell, Stephen
- In:
Econometrics
4
(
2016
)
2
,
pp. 1-21
This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and its canonical form, namely the most entropic canonical copula (MECC). The MECC can effectively be obtained by...
Persistent link: https://www.econbiz.de/10011755325
Saved in:
3
Searching for a theory that fits the data: A personal research odyssey
Jusélius, Katarina
- In:
Econometrics
9
(
2021
)
1
,
pp. 1-27
, where imperfect
knowledge
expectations replace so called rational expectations and where the financial sector plays a key …
Persistent link: https://www.econbiz.de/10012696311
Saved in:
4
Forward rate bias in developed and developing countries: More risky not less rational
Goldberg, Michael D.
;
Kozlova, Olesia
;
Ozabaci, Deniz
- In:
Econometrics
8
(
2020
)
4
,
pp. 1-26
This paper examines the stability of the Bilson-Fama regression for a panel of 55 developed and developing countries. We find multiple break points for nearly every country in our panel. Subperiod estimates of the slope coefficient show a negative bias during some time periods and a positive...
Persistent link: https://www.econbiz.de/10012696306
Saved in:
5
Measures of dispersion and serial dependence in categorical time series
Weiß, Christian H.
- In:
Econometrics
7
(
2019
)
2
,
pp. 1-23
dispersion and dependence measures,
knowledge
on their distribution is required. Therefore, we study the asymptotic distributions …
Persistent link: https://www.econbiz.de/10012696232
Saved in:
6
Misclassification in binary choice models with sample selection
Arezzo, Maria Felice
;
Guagnano, Giuseppina
- In:
Econometrics
7
(
2019
)
3
,
pp. 1-19
estimate's bias and obtain consistent estimators. However, to our best
knowledge
, the aforementioned problems have not yet been …
Persistent link: https://www.econbiz.de/10012696247
Saved in:
7
Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation
Chen, Jie
;
Politis, Dimitris N.
- In:
Econometrics
7
(
2019
)
3
,
pp. 1-23
-based approach only assumes i..id innovations without requiring
knowledge
/assumption of the error distribution and is computationally …
Persistent link: https://www.econbiz.de/10012696249
Saved in:
8
Jackknife bias reduction in the presence of a near-unit root
Chambers, Marcus J.
;
Kyriacou, Maria
- In:
Econometrics
6
(
2018
)
1
,
pp. 1-28
mean squared error, as well as bias. However, the optimal jackknife weights rely on
knowledge
of the near-unit root …
Persistent link: https://www.econbiz.de/10011995212
Saved in:
9
Response-based sampling for binary choice models with sample selection
Arezzo, Maria Felice
;
Guagnano, Giuseppina
- In:
Econometrics
6
(
2018
)
1
,
pp. 1-17
develops an estimator which requires the
knowledge
of the true proportion of occurrences in the outcome equation. We develop a …
Persistent link: https://www.econbiz.de/10011995213
Saved in:
10
Using the GB2 income distribution
Chotikapanich, Duangkamon
;
Griffiths, William E.
; …
- In:
Econometrics
6
(
2018
)
2
,
pp. 1-24
skewed distributions,
knowledge
of estimation methods and the ability to compute quantities of interest from the estimated …
Persistent link: https://www.econbiz.de/10011995223
Saved in:
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