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Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference
Peng, Mike W.; Stern, Elisheva R.; Hu, Hanwen - In: Economic modelling 144 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015195157
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Statistical adequacy and the trustworthiness of empirical evidence : statistical vs. substantive information
Spanos, Aris - In: Economic modelling 27 (2010) 6, pp. 1436-1452
Persistent link: https://www.econbiz.de/10008825741
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Causal analysis of central bank holdings of corporate bonds under interference
Mäkinen, Taneli; Li, Fan; Mercatanti, Andrea; … - In: Economic modelling 113 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013349214
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Shock-based inference on the Phillips curve with the cost channel
Aragón, Edilean Kleber da Silva Bejarano; Galvão, Ana … - In: Economic modelling 126 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014462446
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
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Testing for Granger non-causality in heterogeneous panels
Dumitrescu, Elena-Ivona; Hurlin, Christophe - In: Economic modelling 29 (2012) 4, pp. 1450-1460
Persistent link: https://www.econbiz.de/10009667324
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Purchasing power parity for 15 Latin American countries : panel SURKSS test with a Fourier function
Huizhen, He; Chou, Ming Che; Chang, Tsangyao - In: Economic modelling 36 (2014), pp. 37-43
Persistent link: https://www.econbiz.de/10010412038
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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58
Persistent link: https://www.econbiz.de/10010360616