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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi - In: Economic modelling 30 (2013), pp. 743-753
Persistent link: https://www.econbiz.de/10009708804
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi; Liang, Fang; Huang, Zhuo; Yan, Hong - In: Economic modelling 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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New nonlinear estimators of the gravity equation
Mnasri, Ayman; Nechi, Salem - In: Economic modelling 95 (2021), pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - In: Economic modelling 64 (2017), pp. 302-311
Persistent link: https://www.econbiz.de/10011761016
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza; Guillén, Osmani Teixeira de … - In: Economic modelling 73 (2018), pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
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Bayesian analysis for functional coefficient conditional autoregressive range model with applications
Wang, Bin; Qian, Yixin; Yu, Enping - In: Economic modelling 144 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015193856
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A long short-term memory enhanced realized conditional heteroskedasticity model
Liu, Chen; Wang, Chao; Minh-Ngoc Tran; Kohn, Robert - In: Economic modelling 142 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015192384