Similar Search Results

Demand systems with heteroscedastic disturbances

Serletis, Apostolos; Xu, Libo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1913-1921

Persistent link: https://www.econbiz.de/10012219723

Conditional correlation demand systems

Serletis, Apostolos; Xu, Libo - In: Computational economics 56 (2020) 1, pp. 77-86

Persistent link: https://www.econbiz.de/10012272017

Demand Systems with Heteroscedastic Disturbances

Serletis, Apostolos - 2018

We address the estimation of singular demand systems with heteroscedastic disturbances. We relax the homoscedasticity assumption and instead assume that the covariance matrix of the errors of the demand system is time-varying. In doing so, we consider the VECH and BEKK parameterizations of the...

Persistent link: https://www.econbiz.de/10012910248

The demand for assets : evidence from the Markov switching normalized quadratic model

Xu, Libo; Serletis, Apostolos - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 989-1025

Persistent link: https://www.econbiz.de/10013281375

Interfuel substitution and inflation dynamics in India

Sengupta, Anirban; Serletis, Apostolos; Xu, Libo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 553-566

Persistent link: https://www.econbiz.de/10014632055

Chaos and nonlinear dynamics in futures markets

Serletis, Apostolos - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 113-132). 1996

Persistent link: https://www.econbiz.de/10001297249

Market efficiency and cointegration : an application to petroleum markets

Serletis, Apostolos - In: Review of futures markets 9 (1990) 2, pp. 372-380

Persistent link: https://www.econbiz.de/10001124328

International evidence on income and government expenditure causality : a test of development economics

Afxentiou, Panos C. - In: Keio economic studies 28 (1991) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001118116

Introduction to internally consistent modeling, aggregation, inference, and policy

Heckman, James J.; Serletis, Apostolos - In: Journal of econometrics 183 (2014) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10010506102

Note on finite approximations of the asymptotically ideal model

Serletis, Apostolos; Shahmoradi, Asghar - In: Macroeconomic dynamics 12 (2008) 4, pp. 579-590

Persistent link: https://www.econbiz.de/10003758092