Search Results - subject:"Independence testing"

Determinants of entrepreneurial intentions of university students in selected post-communist countries in Europe: Investigating cross-cultural differences

Tomal, Mateusz; Szromnik, Andrzej - In: Journal of Business Economics and Management (JBEM) 23 (2022) 1, pp. 60-81

Main goal of this study is to explore the entrepreneurial intentions of students in selected European post-communist states. The second purpose of the research is to learn about those determinants which, according to the respondents themselves, are essential for the emergence of entrepreneurial...

Persistent link: https://www.econbiz.de/10015401532

Determinants of entrepreneurial intentions of university students in selected post-communist countries in Europe : investigating cross-cultural differences

Tomal, Mateusz; Szromnik, Andrzej - In: Journal of business economics and management 23 (2022) 1, pp. 60-81

Persistent link: https://www.econbiz.de/10013258474

Measuring financial interdependence in asset returns with an application to euro zone equities

Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - 2018

Persistent link: https://www.econbiz.de/10012201943

Validation of association

Ćmiel, Bogdan; Ledwina, Teresa - In: Insurance 91 (2020), pp. 55-67

Persistent link: https://www.econbiz.de/10012241981

Estimating and testing nonlinear local dependence between two time series

Lacal, Virginia; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 648-660

Persistent link: https://www.econbiz.de/10012179003

Stock return prediction under GARCH : an empirical assessment

Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580

Persistent link: https://www.econbiz.de/10011746190

Large-Sample Inference on SpatialDependence

Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2009

developed. Keywords: Spatial dependence, Parameter estimation, Asymptotic theory, Independence testing. 1 INTRODUCTION The …, dependence and correlation have di�erent meanings and there may be interest in nonlinear modelling and independence testing, our …

Persistent link: https://www.econbiz.de/10008838722

Large-sample inference on spatial dependence

Robinson, P. M. - 2008

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of financial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Persistent link: https://www.econbiz.de/10010288442