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A Time Series Analysis of U.K. Construction and Real Estate Indices

Belaire-Franch, Jorge; Opong, Kwaku - In: The Journal of Real Estate Finance and Economics 46 (2013) 3, pp. 516-542

deviate from the null hypothesis of white noise. Moreover, we have found evidence of nonlinearity but strong evidence against … chaos for the returns series. Further tests show that the source of nonlinearity is rather different. Hence, the …

Persistent link: https://www.econbiz.de/10010866953

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

Assessing tail risk using expectile regressions with partially varying coefficients

Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2018

Persistent link: https://www.econbiz.de/10011965749

Nonlinear regressions with nonstationary time series

Chan, Nigel; Wang, Qiying - In: Journal of Econometrics 185 (2015) 1, pp. 182-195

the previous works. We also introduce endogeneity to the model by allowing the error to be serially dependent on and cross …

Persistent link: https://www.econbiz.de/10011190730

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

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

CSR & financial performance : facing methodological and modeling issues commentary paper to the eponymous FRL article collection

Bruna, Maria Giuseppina; Ben Lahouel, Bechir - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494735

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

A small, macroeconometric model of the Australian economy : with an emphasis on modelling wages and prices

McHugh, Zoe D. - 2004

Traditional macroeconometric models of the Australian economy estimate the behaviour of wage and price inflation separately, thereby ignoring the possibility that there is a contemporaneous relationship between these two variables. This thesis follows a recent trend emerging in other small open...

Persistent link: https://www.econbiz.de/10009438087

Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?

Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018

growth, when taking into consideration mixed data sampling technique. Finally, it puts particular focus on nonlinearity and a …

Persistent link: https://www.econbiz.de/10014284449