Search Results - subject:"least squares method"

Testing the Validity of Uncovered Interest Parity for BRICS Countries : A Dynamic OLS Approach

Wu, Yimin - 2023

The standard uncovered interest parity (UIP)—a logarithm version—is inappropriate for currencies with a high interest rate because the interest rate (i) does not satisfy the ln(1 + i) = i condition. Therefore, this study employs the precise form of UIP and evaluates its empirical validity...

Persistent link: https://www.econbiz.de/10014350854

A bibliometric analysis of socially responsible investment based on thematic clustering

Chalissery, Neenu; Tabash, Mosab I.; Nishad T, Mohamed; … - In: Cogent business & management 10 (2023) 1, pp. 1-36

Recently, scholarly interest in Socially Responsible Investment has increased significantly, and it is now regarded as one of the most important fields in business and strategy literature. The growth of socially conscious investors is a key component of the continuous quest for enhanced...

Persistent link: https://www.econbiz.de/10014451907

The corona blues according to daily life changes by COVID-19 : a partial least squares regression model

Gim, Tae-Hyoung Tommy - In: Growth and change : a journal of urban and regional policy 54 (2023) 2, pp. 386-403

Persistent link: https://www.econbiz.de/10014305253

GLS estimation and confidence sets for the date of a single break in models with trends

Beutner, Eric; Lin, Yicong; Smeekes, Stephan - In: Econometric reviews 42 (2023) 2, pp. 195-219

Persistent link: https://www.econbiz.de/10014305491

Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference

Wagner, Martin; Reichold, Karsten - In: Econometric reviews 42 (2023) 4, pp. 358-392

Persistent link: https://www.econbiz.de/10014305520

Identifying the Determinants of European Carbon Allowances Prices : A Novel Robust Partial Least Squares Method for Open-High-Low-Close Data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang - 2023

This study investigates whether energy prices and macroeconomic indicators are determinants of the European Union Allowance (EUA) prices and how their relationships changed in phase III of the European Union Emission Trading Schema (EU ETS). An innovative application of the partial least squares...

Persistent link: https://www.econbiz.de/10014353157

Revisiting urban immovable property valuation : an appraisal of spatial heterogeneities in Punjab using big data

Khalid, Shoaib; Zameer, Fariha - In: The Pakistan development review : PDR 62 (2023) 4, pp. 493-520

Persistent link: https://www.econbiz.de/10015403959

Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang - In: International review of financial analysis 90 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014470516

Methods showcase-using PLSF-SEM in business communication research

Kock, Ned F. - In: International journal of business communication : IJBC … 62 (2025) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10015147997

Crypto currency and economic growth in Nigeria

Ngong, Chi Aloysius - In: International journal of electronic finance : IJEF 14 (2025) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015357783