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ECONIS (ZBW)
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1
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
2
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:
3
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:
4
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
5
Efficient VAR discretization
Gordon, Grey
- In:
Economics letters
204
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012607567
Saved in:
6
Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
Kong, Wei
;
Yang, Kai
- In:
Economics letters
208
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207282
Saved in:
7
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
8
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
9
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
10
Fixed effects spatial panel data models with time-varying spatial dependence
Guo, Juncong
;
Qu, Xi
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510684
Saved in:
11
A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
Saved in:
12
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
Saved in:
13
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
14
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing
;
Feng, Shuhui
;
Jin, Fei
- In:
Economics letters
180
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
Saved in:
15
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
16
Limit theory for mildly integrated process with intercept
Fei, Yijie
- In:
Economics letters
163
(
2018
),
pp. 98-101
Persistent link: https://www.econbiz.de/10011982962
Saved in:
17
Estimating efficiency in a spatial autoregressive stochastic frontier model
Kutlu, Levent
- In:
Economics letters
163
(
2018
),
pp. 155-157
Persistent link: https://www.econbiz.de/10011982998
Saved in:
18
Estimation for the spatial autoregressive threshold model
Deng, Ying
- In:
Economics letters
171
(
2018
),
pp. 172-175
Persistent link: https://www.econbiz.de/10012021829
Saved in:
19
Taylor effect in Bitcoin time series
Takaishi, Tetsuya
;
Adachi, Takanori
- In:
Economics letters
172
(
2018
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012022081
Saved in:
20
International knowledge spillover through trade : a time-varying spatial panel data approach
Ho, Chun-Yu
;
Wang, Wei
;
Yu, Jihai
- In:
Economics letters
162
(
2018
),
pp. 30-33
Persistent link: https://www.econbiz.de/10011939744
Saved in:
21
On the inefficiency of Bitcoin
Nadarajah, Saralees
;
Chu, Jeffrey
- In:
Economics letters
150
(
2017
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011760997
Saved in:
22
On spurious regressions with partial unit root processes
Tu, Yundong
- In:
Economics letters
150
(
2017
),
pp. 142-145
Persistent link: https://www.econbiz.de/10011765085
Saved in:
23
Score test for parameter change in Poisson autoregressive models
Kang, Jiwon
;
Song, Junmo
- In:
Economics letters
160
(
2017
),
pp. 33-37
Persistent link: https://www.econbiz.de/10011903734
Saved in:
24
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
25
Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo
;
Vogler, Jan
- In:
Economics letters
148
(
2016
),
pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
Saved in:
26
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
27
Interpreting heterogeneous coefficient spatial autoregressive panel models
Lesage, James P.
;
Chih, Yao-Yu
- In:
Economics letters
142
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011616551
Saved in:
28
Price dynamics and market segmentation
Caglayan, Mustafa
;
Filiztekin, Alpay
- In:
Economics letters
134
(
2015
),
pp. 94-97
Persistent link: https://www.econbiz.de/10011432321
Saved in:
29
Difference-in-differences techniques for spatial data : local autocorrelation and spatial interaction
Delgado, Michael S.
;
Florax, Raymond J. G. M.
- In:
Economics letters
137
(
2015
),
pp. 123-126
Persistent link: https://www.econbiz.de/10011436285
Saved in:
30
Limit theory for an explosive autoregressive process
Wang, XiaoHu
;
Yu, Jun
- In:
Economics letters
126
(
2015
),
pp. 176-180
Persistent link: https://www.econbiz.de/10011377248
Saved in:
31
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
32
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdėnas, Šarūnas
;
Liu, Keqing
- In:
Economics letters
130
(
2015
),
pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
Saved in:
33
Estimating aggregate autoregressive processes when only macro data are available
Jondeau, Eric
;
Pelgrin, Florian
- In:
Economics letters
124
(
2014
)
3
,
pp. 341-347
Persistent link: https://www.econbiz.de/10010493972
Saved in:
34
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
35
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
36
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
37
Productivity growth decomposition using a spatial autoregressive frontier model
Glass, Anthony
;
Kenjegalieva, Karligash
;
Paez-Farrell, Juan
- In:
Economics letters
119
(
2013
)
3
,
pp. 291-295
Persistent link: https://www.econbiz.de/10009757570
Saved in:
38
Estimation of spatial autoregressive models with boundary specification problem
Zhang, Zhengyu
;
Tao, Ji
- In:
Economics letters
118
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009706850
Saved in:
39
Model selection for regression with heteroskedastic and autocorrelated errors
Mao, Guangyu
- In:
Economics letters
118
(
2013
)
3
,
pp. 497-501
Persistent link: https://www.econbiz.de/10009729118
Saved in:
40
On the consistency of the LIML estimator of a spatial autoregressive model with many instruments
Liu, Xiaodong
- In:
Economics letters
116
(
2012
)
3
,
pp. 472-475
Persistent link: https://www.econbiz.de/10009674273
Saved in:
41
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
- In:
Economics letters
117
(
2012
)
2
,
pp. 411-413
Persistent link: https://www.econbiz.de/10009674731
Saved in:
42
A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele
- In:
Economics letters
117
(
2012
)
3
,
pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
Saved in:
43
A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Economics letters
115
(
2012
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
Saved in:
44
An improved generalized moments estimator for a spatial moving average error model
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
113
(
2011
)
3
,
pp. 282-284
Persistent link: https://www.econbiz.de/10009503063
Saved in:
45
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
111
(
2011
)
2
,
pp. 135-137
Persistent link: https://www.econbiz.de/10009242395
Saved in:
46
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
Economics letters
111
(
2011
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Saved in:
47
The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph
;
Krämer, Walter
- In:
Economics letters
110
(
2011
)
1
,
pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
Saved in:
48
Further evidence regarding nonlinear trend reversion of real GDP and the CPI
Shelley, Gary L.
;
Wallace, Frederick H.
- In:
Economics letters
112
(
2011
)
1
,
pp. 56-59
Persistent link: https://www.econbiz.de/10009242146
Saved in:
49
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo
- In:
Economics letters
112
(
2011
)
1
,
pp. 49-52
Persistent link: https://www.econbiz.de/10009242156
Saved in:
50
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
Saved in:
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