Search Results - subject:"Dynamic Model"

The effect of regulations on stock market risk (volatility) in Nigeria

Uhunmwangho, Monday - In: Emerging Markets Journal : EMAJ 12 (2022) 1, pp. 94-100

Persistent link: https://www.econbiz.de/10013363032

Wandering astray : teenagers' choices of schooling and crime

Fu, Chao; Grau, Nicolás; Rivera Cayupi, Jorge - In: Quantitative economics : QE ; journal of the … 13 (2022) 2, pp. 387-424

We build and estimate a dynamic model of teenagers' choices of schooling and crime, incorporating four factors that may …

Persistent link: https://www.econbiz.de/10013382039

Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change

Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2022

This paper extends the Baltagi et al. (2018, 2021) static and dynamic ε-contamination papers to dynamic space-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution. The proposed robust Bayesian approach departs from the...

Persistent link: https://www.econbiz.de/10013471473

Apertura económica, crecimiento económico y restricción externa : un estudio para América Latina, Europa y Asia, 1990-2019

Landa Díaz, Heri Oscar; Maldonado Tafoya, David - In: Análisis económico 37 (2022) 96, pp. 5-19

Persistent link: https://www.econbiz.de/10014246995

How do uncertainties affect the connectedness of global financial markets? : changes during the Russia-Ukraine conflict

Wan, Yang; Wang, Wenhao; He, Shi; Hu, Bing - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 848-875

Persistent link: https://www.econbiz.de/10015073612

An enhanced SIR dynamic model : the timing and changes in public opinion in the process of information diffusion

Zhou, Xiao; Du, Rong - In: Electronic commerce research 24 (2024) 3, pp. 2021-2044

Persistent link: https://www.econbiz.de/10015078502

Dynamic modeling of marginal expected shortfall under economic sensitivity : empirical evidence from Pakistan

Hanif, Hasan - In: South Asian journal of business studies 13 (2024) 2, pp. 303-322

Persistent link: https://www.econbiz.de/10015053668

Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors

Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie; Wang, Qunwei - In: Energy economics 133 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015049680

Dynamic partial (co)variance forecasting model

Chen, Zirong; Zhou, Yao - In: Quantitative finance 24 (2024) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10014552126

Growth impact of status seeking behavior : a counter example

Beladi, Hamid; Marjit, Sugata; Hati, Koushik Kumar - In: Economics & politics 36 (2024) 1, pp. 398-406

Persistent link: https://www.econbiz.de/10014473025