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Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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2
Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng
;
Qiao, Lixin
;
Sun, Fangfang
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
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3
Exploring the meso-determinants of apartment prices in Polish counties using spatial autoregressive multiscale geographically weighted regression
Tomal, Mateusz
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 822-830
Persistent link: https://www.econbiz.de/10013411790
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4
Income thresholds in the remittances-growth association? : a case study of Fiji
Kumar, Nikeel Nishkar
;
Patel, Arvind
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1815-1823
Persistent link: https://www.econbiz.de/10013412311
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5
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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6
Pricing efficiency and market efficiency of two bitcoin funds
Shynkevich, Andrei
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1623-1628
Persistent link: https://www.econbiz.de/10012315724
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7
Interaction matrix selection in spatial autoregressive models with an application to growth theory
Debarsy, Nicolas
;
Ertur, Kamil C.
- In:
Regional science & urban economics
75
(
2019
),
pp. 49-69
Persistent link: https://www.econbiz.de/10012119136
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8
A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
- In:
Regional science & urban economics
76
(
2019
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012267289
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9
Spatial interactive effects on housing prices in Shanghai and Beijing
Guo, Juncong
;
Qu, Xi
- In:
Regional science & urban economics
76
(
2019
),
pp. 147-160
Persistent link: https://www.econbiz.de/10012267377
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10
Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis
Li, Deng-Kui
;
Mei, Chang-Lin
;
Wang, Ning
- In:
Regional science & urban economics
79
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012267915
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11
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
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12
Spatial dependence in apartment transaction prices during boom and bust
Hyun, Dongwoo
;
Milcheva, Stanimira
- In:
Regional science & urban economics
68
(
2018
),
pp. 36-45
Persistent link: https://www.econbiz.de/10012107201
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13
An estimator for discrete-choice models with spatial lag dependence using large samples, with an application to land-use conversions
Carrión-Flores, Carmen
;
Flores-Lagunes, Alfonso
;
Guci, …
- In:
Regional science & urban economics
69
(
2018
),
pp. 77-93
Persistent link: https://www.econbiz.de/10012108141
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14
GMM estimation of the spatial autoregressive model in a system of interrelated networks
Wang, Wei
;
Lee, Lung-fei
;
Bao, Yan
- In:
Regional science & urban economics
69
(
2018
),
pp. 167-198
Persistent link: https://www.econbiz.de/10012108158
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15
Identification of spatial variation in road network and its driving patterns : economy and population
Hu, Xisheng
;
Wu, Chengzhen
;
Wang, Jiankai
;
Qiu, Rongzu
- In:
Regional science & urban economics
71
(
2018
),
pp. 37-45
Persistent link: https://www.econbiz.de/10012108289
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16
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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17
Asymmetric effects of shocks on TFP
Arbex, Marcelo
;
Caetano, Sidney Martins
;
Souza, Michel …
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 206-210
Persistent link: https://www.econbiz.de/10011853843
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18
Price competition between big and small supermarkets : evidence from Seoul
Chung, Hoe Sang
;
Hwang, Sanghyun
;
Kim, Min
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 429-433
Persistent link: https://www.econbiz.de/10011854846
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19
Estimation and model selection of higher-order spatial autoregressive model : an efficient Bayesian approach
Han, Xiaoyi
;
Hsieh, Chih-sheng
;
Lee, Lung-fei
- In:
Regional science & urban economics
63
(
2017
),
pp. 97-120
Persistent link: https://www.econbiz.de/10011792584
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20
Testing endogeneity of spatial and social networks
Cheng, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
64
(
2017
),
pp. 81-97
Persistent link: https://www.econbiz.de/10011792602
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21
A simple randomization test for spatial correlation in the presence of common factors and serial correlation
Millo, Giovanni
- In:
Regional science & urban economics
66
(
2017
),
pp. 28-38
Persistent link: https://www.econbiz.de/10011792691
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22
Spatial-difference-in-differences models for impact of new mass rapid transit line on private housing values
Mi Diao
;
Leonard, Delon
;
Sing, Tien-foo
- In:
Regional science & urban economics
67
(
2017
),
pp. 64-77
Persistent link: https://www.econbiz.de/10011792792
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23
A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing
Lesage, James P.
;
Vance, Colin
;
Chih, Yao-Yu
- In:
Regional science & urban economics
62
(
2017
),
pp. 46-55
Persistent link: https://www.econbiz.de/10011740529
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24
A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping
;
Yu, Jiyu
- In:
Applied economics letters
24
(
2017
)
19
,
pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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25
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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26
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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27
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
Liu, Shew Fan
;
Yang, Zhenlin
- In:
Regional science & urban economics
52
(
2015
),
pp. 50-70
Persistent link: https://www.econbiz.de/10011478986
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28
Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?
Agiakloglou, Christos N.
;
Tsimbos, Cleon
;
Tsimpanos, …
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1372-1377
Persistent link: https://www.econbiz.de/10011380201
Saved in:
29
Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos
;
Ordóñez, Javier
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
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30
Spatial econometric STAR models : lagrange multiplier tests, Monte Carlo simulations and an empirical application
Pede, Valerien O.
;
Florax, Raymond J. G. M.
;
Lambert, …
- In:
Regional science & urban economics
49
(
2014
),
pp. 118-128
Persistent link: https://www.econbiz.de/10011291089
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31
Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach
Doğan, Osman
;
Taşpınar, Süleyman
- In:
Regional science & urban economics
45
(
2014
),
pp. 1-21
Persistent link: https://www.econbiz.de/10010474903
Saved in:
32
The spatial diffusion of regional housing prices across US states
Brady, Ryan R.
- In:
Regional science & urban economics
46
(
2014
),
pp. 150-166
Persistent link: https://www.econbiz.de/10010475658
Saved in:
33
Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
5
,
pp. 816-837
Persistent link: https://www.econbiz.de/10010237462
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34
GMM estimation of spatial autoregressive models with moving average disturbances
Doğan, Osman
;
Taşpınar, Süleyman
- In:
Regional science & urban economics
43
(
2013
)
6
,
pp. 903-926
Persistent link: https://www.econbiz.de/10010238016
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35
Spatial autocorrelation in the European air navigation system
Button, Kenneth John
;
Neiva, Rui
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1431-1434
Persistent link: https://www.econbiz.de/10010203366
Saved in:
36
Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
2
,
pp. 250-271
Persistent link: https://www.econbiz.de/10009736919
Saved in:
37
Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
3
,
pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
Saved in:
38
Estimation of the spatial weights matrix under structural constraints
Bhattacharjee, Arnab
;
Jensen-Butler, Christopher
- In:
Regional science & urban economics
43
(
2013
)
4
,
pp. 617-634
Persistent link: https://www.econbiz.de/10009783750
Saved in:
39
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
4
,
pp. 590-616
Persistent link: https://www.econbiz.de/10009783751
Saved in:
40
Measurement errors in a spatial context
Le Gallo, Julie
;
Fingleton, Bernard
- In:
Regional science & urban economics
42
(
2012
)
1/2
,
pp. 114-125
Persistent link: https://www.econbiz.de/10009621220
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41
Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
42
(
2012
)
3
,
pp. 446-458
Persistent link: https://www.econbiz.de/10009621610
Saved in:
42
The nonlinear relationship between autocorrelation and volatility : the case of the Asian financial crisis
Chang, Chiao-yi
;
Shie, Fu-shuen
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 305-311
Persistent link: https://www.econbiz.de/10009629549
Saved in:
43
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
44
Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue
;
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 569-573
Persistent link: https://www.econbiz.de/10009630671
Saved in:
45
Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration
Pan, Guochen
;
Chang, Tsangyao
;
Tang, De-piao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 857-862
Persistent link: https://www.econbiz.de/10009631817
Saved in:
46
Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
Saved in:
47
Serial correlation, drift and range unit root testing
Cook, Steven
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
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48
Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data
Cho, Seong-hoon
;
Lambert, Dayton M.
;
Chen, Zhuo
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 767-772
Persistent link: https://www.econbiz.de/10003996711
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49
Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 797-803
Persistent link: https://www.econbiz.de/10003996726
Saved in:
50
Testing for spatial autocorrelation in a fixed effects panel data model
Debarsy, Nicolas
;
Ertur, Kamil C.
- In:
Regional science & urban economics
40
(
2010
)
6
,
pp. 453-470
Persistent link: https://www.econbiz.de/10008906276
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