Search Results - subject:"Functional coefficients"

Inflation-driven instability in US sectoral betas

Valadkhani, Abbas - In: Journal of asset management : a major new, … 26 (2025) 5, pp. 506-513

Persistent link: https://www.econbiz.de/10015485833

Nonparametric continuous time regressions with functional coefficients

Choi, Mijung; Kim, Jihyun; Nguyen, Nuong - In: The Korean economic review 41 (2025) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10015405935

Political stability in Europe : the effect of energy uncertainty

Shahbaz, Muhammad; Kuziboev, Bekhzod; Allayarov, Sardor; … - In: Economia politica : journal of analytical and … 42 (2025) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10015441186

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020

Persistent link: https://www.econbiz.de/10012312745

Growth and debt : an endogenous smooth coefficient approach

Koroglu, Mustafa - In: Journal of risk and financial management : JRFM 12 (2019) 1/23, pp. 1-22

The new growth theories with an emphasis on fundamental determinants such as institutions suggest a non-linear cross-country growth process. In this paper, we investigate the public debt and economic growth relationship using the semi-parametric smooth coefficient approach that allows democracy...

Persistent link: https://www.econbiz.de/10012022348

Functional coefficient panel modeling with communal smoothing covariates

Phillips, Peter C. B.; Wang, Ying - 2019

Persistent link: https://www.econbiz.de/10012062413

Growth and debt: An endogenous smooth coefficient approach

Koroglu, Mustafa - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012611175

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133

Persistent link: https://www.econbiz.de/10013441628

Functional coefficient panel modeling with communal smoothing covariates

Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 227 (2022) 2, pp. 371-407

Persistent link: https://www.econbiz.de/10013442086

Inferences for a Partially Varying Coefficient Model With Endogenous Regressors

Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - 2018

. Moreover, a generalized F-test is developed to test whether the functional coefficients are of particular parametric forms with …

Persistent link: https://www.econbiz.de/10012433196