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Testing of binary regime switching models using squeeze duration analysis

Das, Milan Kumar; Goswami, Anindya - In: International journal of financial engineering 6 (2019) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012028860

Time-varying threshold cointegration with an application to the Fisher hypothesis

Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 257-274

Persistent link: https://www.econbiz.de/10013334720

Ein dynamisches Schätzverfahren für latente Variablen in Zeitreihenanalysen

Tölke, Ingeborg - 1986

Persistent link: https://www.econbiz.de/10000080273

A novel estimation of time-varying quantile correlation for financial contagion detection

Ye, Wuyi; Li, Mingge; Wu, Yuehua - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014225731

Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series

Sun, Yiguo; Li, Qi - In: The Oxford handbook of applied nonparametric and …. 2014

Persistent link: https://www.econbiz.de/10012881209

Estimation of a level shift in panel data with fractionally integrated errors

Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012886440

Chapter 8 Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2006

building are parameter estimation and evaluation that are also briefly considered. There are two possibilities of generating …

Persistent link: https://www.econbiz.de/10014023698

Chapter 4 The new empirics of economic growth

Durlauf, Steven N.; Quah, Danny T. - In: Handbook of macroeconomics : volume 1, part A, (pp. 235-308). 1999

We provide an overview of recent empirical research on patterns of cross-country growth. The new empirical regularities considered differ from earlier ones, e.g., the well-known Kaldor stylized facts. The new research no longer makes production function accounting a central part of the analysis....

Persistent link: https://www.econbiz.de/10014024246

Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics

MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic … chapter is motivated by the principle that, whenever possible, estimation methods should rely on routines available in … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …

Persistent link: https://www.econbiz.de/10014024953

Laplace estimator of integrated volatility when sampling times are endogenous

Cui, Wenhao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 651-663

Persistent link: https://www.econbiz.de/10013534035