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Demographic change and economic growth : empirical evidence from the Middle East

Abdullah Abdulaziz A. Bawazir; Mohamed Aslam; Ahmad … - In: Economic change & restructuring 53 (2020) 3, pp. 429-450

Persistent link: https://www.econbiz.de/10012287321

Post-pandemic economic and social development : recovery, challenges, and policy in Malaysia

Muzalwana Binti Abdul Talib (ed.); Ahmad Farid Bin Osman (ed.) - 2025

Malaysia's Population and Human Resources Post Covid-19 Pandemic / Tey Nai Peng and Lai Siow Li -- Promoting Sustainable Healthcare Financing in Malaysia / Ong Sheue Li -- Determinants of the COVID-19 Death Rate using Machine Learning / Diana Abdul Wahab and Shariff Abu Bakar Sarip Abidinsa --...

Persistent link: https://www.econbiz.de/10015186910

Risk-based capital framework : conventional vs. Takaful operators

Yusof, Aida Yuzi; Lau, Wee-Yeap; Osman, Ahmad Farid - In: Journal of management research 7 (2015) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10010500738

Exponential smoothing model selection for forecasting

Billah, Baki; King, Maxwell L.; Snyder, Ralph D.; … - In: International Journal of Forecasting 22 (2006) 2, pp. 239-247

Persistent link: https://www.econbiz.de/10005428948

Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes

Zhang, Xibin; King, Maxwell L. - In: Journal of Business & Economic Statistics 23 (2005) January, pp. 118-129

Persistent link: https://www.econbiz.de/10005430001

Forecasting international quarterly tourist flows using error-correction and time-series models

Kulendran, N.; King, Maxwell L. - In: International Journal of Forecasting 13 (1997) 3, pp. 319-327

Persistent link: https://www.econbiz.de/10005418112

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density

Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 218-234

The unknown error density of a nonparametric regression model is approximated by a mixture of Gaussian densities with means being the individual error realizations and variance a constant parameter. Such a mixture density has the form of a kernel density estimator of error realizations. An...

Persistent link: https://www.econbiz.de/10010785340

The locally unbiased two-sided Durbin--Watson test

Grose, Simone D.; King, Maxwell L. - In: Economics Letters 35 (1991) 4, pp. 401-407

Persistent link: https://www.econbiz.de/10005095369

A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J. - In: Computational Statistics & Data Analysis 50 (2006) 11, pp. 3009-3031

Persistent link: https://www.econbiz.de/10005081886

Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors

Dufour, Jean-Marie; King, Maxwell L. - In: Journal of Econometrics 47 (1991) 1, pp. 115-143

Persistent link: https://www.econbiz.de/10005052806