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ECONIS (ZBW)
96
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1
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96
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Lockdowns as options
Wijnbergen, Sweder van
- In:
Economics letters
214
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448069
Saved in:
3
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
4
Non-rationalizable individuals and stochastic rationalizability
Im, Changkuk
;
Rehbeck, John
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470588
Saved in:
5
System reduction of dynamic stochastic general equilibrium models solved by gensys
Lee, Jae Won
;
Park, Woong-yong
- In:
Economics letters
199
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012605872
Saved in:
6
Uncertainty shocks and inflation dynamics in the US
Haque, Qazi
;
Magnusson, Leandro M.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
Saved in:
7
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
8
Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae
Anderson, Gordon
;
Leo, Teng Wah
- In:
Economics letters
209
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013209514
Saved in:
9
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
10
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
11
Uniqueness of equilibrium payoffs in the stochastic model of bargaining
Evdokimov, Kirill S.
- In:
Economics letters
188
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012227818
Saved in:
12
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
13
Disclosure policies in research contests with stochastic entry
Chen, Bo
- In:
Economics letters
191
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508516
Saved in:
14
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
15
Revealed Stochastic Preference : a one-paragraph proof and generalization
Stoye, Jörg
- In:
Economics letters
177
(
2019
),
pp. 66-68
Persistent link: https://www.econbiz.de/10012121496
Saved in:
16
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
17
The Stochastic Lower Bound
Masolo, Riccardo M.
;
Winant, Pablo E.
- In:
Economics letters
180
(
2019
),
pp. 54-57
Persistent link: https://www.econbiz.de/10012121758
Saved in:
18
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
19
Legislative bargaining with a stochastic surplus and costly recognition
Yildirim, Mustafa
- In:
Economics letters
163
(
2018
),
pp. 102-105
Persistent link: https://www.econbiz.de/10011982965
Saved in:
20
Comparing inequality and mobility in linear models : comment
Di Pietro, Christian
;
Sorge, Marco M.
- In:
Economics letters
172
(
2018
),
pp. 56-58
Persistent link: https://www.econbiz.de/10012021950
Saved in:
21
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
22
A generalised stochastic volatility in mean VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
Saved in:
23
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
24
Mean growth and stochastic stability in endogenous growth models
Boucekkine, Raouf
;
Pintus, Patrick A.
;
Zou, Benteng
- In:
Economics letters
166
(
2018
),
pp. 18-24
Persistent link: https://www.econbiz.de/10012011937
Saved in:
25
Willingness to pay for stochastic improvements of future risk under different risk aversion
Wang, Hongxia
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Economics letters
168
(
2018
),
pp. 52-55
Persistent link: https://www.econbiz.de/10012016713
Saved in:
26
Information, stochastic dominance and bidding : the case of Treasury auctions
Leoni, Patrick Lucien
;
Lundtofte, Frederik
- In:
Economics letters
153
(
2017
),
pp. 80-82
Persistent link: https://www.econbiz.de/10011810665
Saved in:
27
Metafrontier efficiency analysis with convex and non-convex metatechnologies by stochastic nonparametric envelopment of data
Afsharian, Mohsen
- In:
Economics letters
160
(
2017
),
pp. 1-3
Persistent link: https://www.econbiz.de/10011903712
Saved in:
28
Incompatibility of efficiency and strategyproofness in the random assignment setting with indifferences
Aziz, Haris
;
Luo, Pang
;
Rizkallah, Christine
- In:
Economics letters
160
(
2017
),
pp. 46-49
Persistent link: https://www.econbiz.de/10011903737
Saved in:
29
Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
Pinar, Mehmet
;
Stengos, Thanasis
;
Topaloglou, Nikolas
- In:
Economics letters
161
(
2017
),
pp. 38-42
Persistent link: https://www.econbiz.de/10011903858
Saved in:
30
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
31
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
32
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
33
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
34
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
35
New insights into the stochastic ray production frontier
Henningsen, Arne
;
Bělín, Matěj
;
Henningsen, Géraldine
- In:
Economics letters
156
(
2017
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011822337
Saved in:
36
On the identification of multivariate correlated unobserved components models
Trenkler, Carsten
;
Weber, Enzo
- In:
Economics letters
138
(
2016
),
pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
Saved in:
37
A microfoundation for stochastic frontier analysis
Oikawa, Koki
- In:
Economics letters
139
(
2016
),
pp. 15-17
Persistent link: https://www.econbiz.de/10011615590
Saved in:
38
The impossibility of extending random dictatorship to weak preferences
Brandl, Florian
;
Brandt, Felix
;
Suksompong, Warut
- In:
Economics letters
141
(
2016
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011616099
Saved in:
39
Technology adoption : hysteresis and absence of lock-in
Colla, Paolo
;
Garcia, Filomena
- In:
Economics letters
141
(
2016
),
pp. 107-111
Persistent link: https://www.econbiz.de/10011616194
Saved in:
40
Is it Brownian or fractional Brownian motion?
Li, Meiyu
;
Gençay, Ramazan
;
Xue, Yi
- In:
Economics letters
145
(
2016
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011618176
Saved in:
41
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
42
Detecting structural changes under nonstationary volatility
Wu, Jilin
- In:
Economics letters
146
(
2016
),
pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
Saved in:
43
The optimal disclosure policy in contests with stochastic entry : a Bayesian persuasion perspective
Feng, Xin
;
Lu, Jingfeng
- In:
Economics letters
147
(
2016
),
pp. 103-107
Persistent link: https://www.econbiz.de/10011619537
Saved in:
44
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
45
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:
46
A simple nonnegative process for equilibrium models
Hsu, Alex
;
Palomino, Francisco
- In:
Economics letters
132
(
2015
),
pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
Saved in:
47
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
Saved in:
48
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
49
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga
- In:
Economics letters
134
(
2015
),
pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
Saved in:
50
Real convergence in West African Economic and Monetary Union (WAEMU)
Bah, Mohamed Siry
- In:
Economics letters
135
(
2015
),
pp. 19-23
Persistent link: https://www.econbiz.de/10011434771
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