Similar Search Results

Testing explosive bubbles with time-varying volatility

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151

Persistent link: https://www.econbiz.de/10012181398

Efficient estimation of conditional risk measures in a semiparametric GARCH model

Yan, Yang; Shang, Dajing; Linton, Oliver - 2012

This paper proposes efficient estimators of risk measures in a semiparametric GARCH model defined through moment constraints. Moment constraints are often used to identify and estimate the mean and variance parameters and are however discarded when estimating error quantiles. In order to prevent...

Persistent link: https://www.econbiz.de/10009620388

On the convergence of metals price - a series of Fourier DF unit root tests

Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 30 (2023) 17, pp. 2450-2454

Persistent link: https://www.econbiz.de/10014365933

Are fluctuations in natural gas consumption per capita transitory? : evidence from time series and panel unit root tests

Shahbaz, Muhammad; Khraief, Naceur; Mahalik, Mantu Kumar; … - 2014

Persistent link: https://www.econbiz.de/10010432178

Determinants of Jordanian foreign direct investment inflows : bounds testing approach

Hussain Ali Bekhet; Raed Walid Al-Smadi - In: Economic modelling 46 (2015), pp. 27-35

Persistent link: https://www.econbiz.de/10011436208

Can foreign direct investment (FDI) in Indian power industry impact its stock market performance? : an empirical study

Saha, Anandaraj; Banerjee, Satabdee - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 53-60

Persistent link: https://www.econbiz.de/10011621670

The dynamic response patterns of output to credit : the case of Saudi Arabia

Alkhatib, Said M. - In: International journal of economics and business research 11 (2016) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10011589209

Is per capita real GDP stationary in Asia countries? : evidence from a panel stationary test with structural breaks

Chang, Tsangyao; Chu, Hsiao-ping; Chang, Hsu-Ling; Su, … - In: International journal of economics 11 (2017) 1, pp. 89-96

Persistent link: https://www.econbiz.de/10011708678

Is per capita real GDP stationary in the D-8 Countries? : evidence from a panel unit root test

Zeren, Fatma; İşlek, Hüseyin - In: Selected topics in applied econometrics, (pp. 67-86). 2019

Persistent link: https://www.econbiz.de/10012286900

Static panel estimation models and foreign direct investment in developing countries

Essayyad, Musa; Mishra, Banamber; Al-Titi, Omar - In: The empirical economics letters : a monthly … 19 (2020) 2, pp. 83-93

Persistent link: https://www.econbiz.de/10012589135