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ECONIS (ZBW)
571
RePEc
5
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1
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Huber loss meets spatial autoregressive model : a robust variable selection method with prior information
Song, Yunquan
;
Zhan, Minmin
;
Zhang, Yue
;
Liu, Yongxin
- In:
Networks and spatial economics : a journal of …
24
(
2024
)
1
,
pp. 291-311
Persistent link: https://www.econbiz.de/10014515602
Saved in:
4
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
5
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
6
Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca
;
Lieberman, Offer
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
Saved in:
7
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
8
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
9
Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Uche, Emmanuel
;
Chang, Bisharat Hussain
;
Effiom, Lionel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3437-3450
Persistent link: https://www.econbiz.de/10014327758
Saved in:
10
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
11
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
12
Modelling the effect of spatial determinants on freight (trip) attraction : a spatially autoregressive geographically weighted regression approach
Reda, Abel Kebede
;
Tavasszy, Lori
;
Gebresenbet, Girma
; …
- In:
Research in transportation economics
99
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014334661
Saved in:
13
ETFs and information asymmetry of underlying securities : evidence on the volume-conditioned return autocorrelation
Kang, Moonsoo
- In:
Applied economics
55
(
2023
)
46
,
pp. 5434-5450
Persistent link: https://www.econbiz.de/10014335213
Saved in:
14
Getis's spatial filtering legacy : spatial autocorrelation mixtures in geospatial agricultural datasets
Griffith, Daniel A.
-
2023
Persistent link: https://www.econbiz.de/10014437089
Saved in:
15
Focusing on determinants of Tunisian middle class : a spatial approach
Belkahla, Mourad
-
2023
Persistent link: https://www.econbiz.de/10014437090
Saved in:
16
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
17
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
18
Cross-stock momentum and factor momentum
Yan, Jingda
;
Yu, Jialin
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014462602
Saved in:
19
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
20
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
21
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
22
The Shewhart-type RZ control chart for monitoring the ratio of autocorrelated variables
Nguyen, Huu-Du
;
Ahmadi Nadi, Adel
;
Kim Duc Tran
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6746-6771
Persistent link: https://www.econbiz.de/10014383253
Saved in:
23
The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
24
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
25
The CEO effect and performance variation over time
Rönkkö, Mikko
;
Maheshwaree, Pardeep
;
Schmidt, Jens
- In:
The leadership quarterly : LQ ; an international …
34
(
2023
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014390627
Saved in:
26
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
27
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
28
Bayesian inference for order determination of double threshold variables autoregressive models
Zheng, Xiaobing
;
Xia, Qiang
;
Liang, Rubing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 567-587
Persistent link: https://www.econbiz.de/10014372915
Saved in:
29
Spatial heterogeneity and spillovers of employment in the EU regions
Chocholatá, Michaela
;
Furková, Andrea
- In:
Zagreb international review of economics & business
26
(
2023
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10014491005
Saved in:
30
Contagion effects of UK small business failures : a spatial hierarchical autoregressive model for binary data
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 989-997
Persistent link: https://www.econbiz.de/10013482172
Saved in:
31
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
32
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
33
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
34
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
Saved in:
35
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
36
Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo
;
Greenwood-Nimmo, Matthew
;
Shin, Yongcheol
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10014287722
Saved in:
37
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
38
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
39
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
Saved in:
40
Inference in a similarity-based spatial autoregressive model
Lieberman, Offer
;
Rossi, Francesca
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 471-486
Persistent link: https://www.econbiz.de/10014305560
Saved in:
41
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
42
Calculating efficiency for spatial autoregressive stochastic frontier model
Kutlu, Levent
- In:
Economics letters
225
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014308483
Saved in:
43
Robust forecasting in spatial autoregressive model with total variation regularization
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10014292141
Saved in:
44
Filtering persistent and asymmetric cycles
Donayre, Luiggi
- In:
The B.E. journal of macroeconomics
23
(
2023
)
1
,
pp. 473-495
Persistent link: https://www.econbiz.de/10013556558
Saved in:
45
Generalised spatially weighted autocorrelation approach for monitoring and diagnosing faults in 3D topographic surfaces
Alqahtani, Mejdal A.
;
Jeong, Myong Kee
;
Elsayed, Elsayed A.
- In:
International journal of production research
61
(
2023
)
2
,
pp. 541-558
Persistent link: https://www.econbiz.de/10013531020
Saved in:
46
Sparse spatio-temporal autoregressions by profiling and bagging
Ma, Yingying
;
Shaojun, Guo
;
Wang, Hansheng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10013472867
Saved in:
47
Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
Saved in:
48
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovič, Renata
;
Čížek, Pavel
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10013472895
Saved in:
49
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
50
The effect of corruption control on efficiency spillovers
Mao, Xi
- In:
Journal of institutional economics
19
(
2023
)
4
,
pp. 564-578
Persistent link: https://www.econbiz.de/10014364246
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