Narrow search
Showing 1 - 9 of 9
Cover Image
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
Cover Image
What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022
Cover Image
Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity
Ahmed, Muhammad Farid; Satchell, Stephen - 2019 - This version: February 21, 2019
Persistent link: https://www.econbiz.de/10012698700
Cover Image
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen; Verardi, Vincenzo - 2019
Persistent link: https://www.econbiz.de/10012699244
Cover Image
A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
Cover Image
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata; Čížek, Pavel - 2020
Persistent link: https://www.econbiz.de/10013183729
Cover Image
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
Persistent link: https://www.econbiz.de/10013263369
Cover Image
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013486082