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  • Search: subject:"Dynamic regression models"
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Subject
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Regression analysis 2 Regressionsanalyse 2 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Börsenhandel 1 Börsenkurs 1 COVID-19 1 Coronavirus 1 Dynamic regression models 1 Estimation theory 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Schätztheorie 1 Share price 1 Spain 1 Spanien 1 Stock exchange 1 Stock exchange trading 1 Time series analysis 1 Tourism 1 Tourism industry 1 Tourism stock 1 Tourismus 1 Tourismuswirtschaft 1 Zeitreihenanalyse 1 confidence interval 1 dynamic regression models 1 inverted likelihood ratio 1 nonmonotonic power 1 serially correlated errors 1 structural change 1
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CC license 1 Free 1 Undetermined 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Carrillo-Hidalgo, Isabel 1 Casado-Montilla, Jairo 1 Chang, Seong Yeon 1 Durán-Román, José Luis 1 Perron, Pierre 1 Pulido-Fernández, Juan Ignacio 1
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Econometric reviews 1 Financial innovation : FIN 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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COVID-19 and tourism sector stock price in Spain : medium-term relationship through dynamic regression models
Carrillo-Hidalgo, Isabel; Pulido-Fernández, Juan Ignacio; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-24
The global pandemic, coronavirus disease 2019 (COVID-19), has significantly affected tourism, especially in Spain, as it was among the first countries to be affected by the pandemic and is among the world's biggest tourist destinations. Stock market values are responding to the evolution of the...
Persistent link: https://www.econbiz.de/10014288905
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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