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Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Econometric reviews 36 (2017) 4, pp. 397-420
Persistent link: https://www.econbiz.de/10011795227
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On the origins of conditional heteroscedasticity in time series
Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10010192152
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Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh - In: Managerial finance 40 (2014) 4, pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
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Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221
Persistent link: https://www.econbiz.de/10012939622
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Nonlinear regressions with nonstationary time series
Chan, Nigel; Wang, Qiying - In: Journal of econometrics 185 (2015) 1, pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
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Pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
Persistent link: https://www.econbiz.de/10011580604
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Nonlinear pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
endogeneity, nonlinearity and asymmetry. The econometric model is a smooth transition autoregressive vector estimated by Bayesian …
Persistent link: https://www.econbiz.de/10011554700
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Nonlinear and time-varying risk premia
Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
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Public debt and economic growth in sub-Saharan Africa : nonlinearity and threshold effects
Okwoche, Princewill U.; Makanza, Christine S. - In: Cogent economics & finance 11 (2023) 2, pp. 1-24
estimation techniques suitable for addressing the problems of endogeneity and cross-section dependence. The fixed effects …
Persistent link: https://www.econbiz.de/10014502811
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Nonlinearity, endogeneity, and interaction : implications for European reform of budgetary rules
Bellocchi, Alessandro; Travaglini, Giuseppe - In: Italian economic journal : official peer-reviewed … 10 (2024) 2, pp. 519-550
Persistent link: https://www.econbiz.de/10015080881