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Estimation of partially specified dynamic spatial panel data models with fixed-effects

Zhang, Yuanqing; Sun, Yanqing - In: Regional Science and Urban Economics 51 (2015) C, pp. 37-46

This paper studies estimation of a partially specified spatial dynamic panel data regression with fixed-effects. Under the assumption of strictly exogenous regressors and strictly exogenous spatial weighting matrix, the model is estimated by 2SLS method aided by the sieve method and through the...

Persistent link: https://www.econbiz.de/10011209290

Estimation of partially specified spatial panel data models with fixed-effects

Ai, Chunrong; Zhang, Yuanqing - In: Econometric reviews 36 (2017) 1/3, pp. 6-22

Persistent link: https://www.econbiz.de/10011794552

CVA for Cliquet options under Heston model

Feng, Yaqin; Wang, Min; Zhang, Yuanqing - In: The North American journal of economics and finance : a … 48 (2019), pp. 272-282

Persistent link: https://www.econbiz.de/10012120248

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

Empirical analysis of economic policy uncertainty and stock returns in Asian markets

Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87

Persistent link: https://www.econbiz.de/10012582246

Global stock market prices response to uncertainty changes in U.S. monetary and fiscal policies

Chiang, Thomas C. - In: Emerging market finance : new challenges and opportunities, (pp. 131-147). 2020

Persistent link: https://www.econbiz.de/10012319675

Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets

Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49

Persistent link: https://www.econbiz.de/10012417704

Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets

Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278

Persistent link: https://www.econbiz.de/10012135733

Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?

Chiang, Thomas C. - In: China finance review international 12 (2022) 4, pp. 571-600

Persistent link: https://www.econbiz.de/10013453609

Real stock market returns and inflation : evidence from uncertainty hypotheses

Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472359

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