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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Journal of economic dynamics & control
International journal of forecasting
17
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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1
Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models
Bruns, Stephan B.
;
Stern, David I.
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 797-830
Persistent link: https://www.econbiz.de/10012041668
Saved in:
2
Determining the number of factors after stationary univariate transformations
Corona, Francisco
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011941375
Saved in:
3
Energy substitution : when model selection depends on the focus
Behl, Peter
;
Dette, Holger
;
Frondel, Manuel
;
Tauchmann, …
- In:
Energy economics
39
(
2013
),
pp. 233-238
Persistent link: https://www.econbiz.de/10010234940
Saved in:
4
Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong
;
Liu, Li
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Energy economics
51
(
2015
),
pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
Saved in:
5
Are there gains from pooling real-time oil price forecasts?
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
- In:
Energy economics
46
(
2014
),
pp. 33-43
Persistent link: https://www.econbiz.de/10011299353
Saved in:
6
Direct comparison of agent-based models of herding in financial markets
Barde, Sylvain
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 329-353
Persistent link: https://www.econbiz.de/10011709113
Saved in:
7
Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Naser, Hanan
;
Alaali, Fatema
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1757-1777
Persistent link: https://www.econbiz.de/10011950311
Saved in:
8
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
9
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
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