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Estimating the arbitrage pricing theory with observed macro factors

Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246

Persistent link: https://www.econbiz.de/10001227342

An impulse-response function for a vector autoregression with multivariate GARCH-in-mean

Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26

Persistent link: https://www.econbiz.de/10001741256

Generalized bivariate count data regression models

Gurmu, Shiferaw; Elder, John - In: Economics letters 68 (2000) 1, pp. 31-36

Persistent link: https://www.econbiz.de/10001481921

Testing for unit roots : what should students be taught?

Elder, John; Kennedy, Peter - In: The journal of economic education 32 (2001) 2, pp. 137-146

Persistent link: https://www.econbiz.de/10001578356

F versus t test for unit roots

Elder, John (contributor); Kennedy, Peter (contributor) - In: Economics bulletin : EB (2001)

Persistent link: https://www.econbiz.de/10001697705

Corporate governance and liquidity

Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 265-291

Persistent link: https://www.econbiz.de/10003990673

A bivariate zero-inflated count data regression model with unrestricted correlation

Gurmu, Shiferaw; Elder, John - In: Economics letters 100 (2008) 2, pp. 245-248

Persistent link: https://www.econbiz.de/10003768241

Uncertainty and energy extraction

Dossani, Asad; Elder, John - In: Applied economics 52 (2020) 55, pp. 6031-6044

Persistent link: https://www.econbiz.de/10012308422

Racial and ethnic disparities in unemployment and oil price uncertainty

Elder, John; Payne, James E. - In: Energy economics 119 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014280133

An Impulse-Response Function for a Vector Autoregression with Multivariate-Garch-In-Mean

Elder, John - 2010

This paper derives an analytical expression for an impulse-response function for a vector autoregression with multivariate GARCH errors, where the vector of conditional means is a function of the conditional variances. We also provide the appropriate interpretation of an impulse-response...

Persistent link: https://www.econbiz.de/10014216814