Search Results - subject:"Akaike's information criterion"

A new look at cross-country aggregation in the global VAR approach : theory and Monte Carlo simulation

Gündüz, Halil İbrahim; Emirmahmutoglu, Furkan; … - In: Computational economics 65 (2025) 1, pp. 21-67

Persistent link: https://www.econbiz.de/10015195756

Posterior-based specification testing and model selection

Zeng, Tao - In: Financial econometrics : theory and applications, (pp. 340-377). 2025

Persistent link: https://www.econbiz.de/10015426503

Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? : an application of the varying coefficient model

Chu, Chi-Yang; Wang, Chien-Ho; Chen, Wan-Jiun - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 729-758

Persistent link: https://www.econbiz.de/10015193875

Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test

Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705

Persistent link: https://www.econbiz.de/10015078056

On the volatility of daily stock returns of Total Nigeria Plc: Evidence from GARCH models, value-at-risk and backtesting

Emenogu, Ngozi G.; Adenomon, Monday Osagie; Nweze, … - In: Financial Innovation 6 (2020) 1, pp. 1-25

This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models: sGARCH, girGARCH, eGARCH, iGARCH, aGARCH, TGARCH, NGARCH, NAGARCH, and AVGARCH along with value at risk estimation and backtesting. We use daily data for Total Nigeria Plc...

Persistent link: https://www.econbiz.de/10012602854

The markets of green cars of three countries: Analysis using Lotka-Volterra and Bertalanffy-Pütter models

Ziegler, Annika Maria; Brunner, Norbert; Kühleitner, … - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 3, pp. 1-19

Did the diesel scandal of 2015 affect the market for cars? We consider this question in relation to Germany, Austria, and Switzerland. Starting with historical registration data of cars with different drivetrain technologies, we considered each technology in isolation and fitted a five-parameter...

Persistent link: https://www.econbiz.de/10012620376