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Model selection methods for panel vector autoregressive models

Camehl, Annika - 2018

Persistent link: https://www.econbiz.de/10012154338

Essays on nonlinear and explosive time series : with applications to financial markets

Kaufmann, Hendrik - 2014

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests

Persistent link: https://www.econbiz.de/10010395343

Essays in computational statistics with applications to volatility forecasting and forecast combination

Knaus, Simon D. - 2014

Der erste Aufsatz der vorliegenden Dissertation untersucht die Dynamik der realisierten Volatilität. Ein erfolgreiches Model in diesem Bereich ist das sogenannte heterogene auto-regressive Modell (HAR), das konzeptionell einfach und gut für Vorhersagen geeignet ist. Eine neue Herangehensweise...

Persistent link: https://www.econbiz.de/10010350528

The welfare consequences of individual-level risk preference estimation

Monroe, Brian Albert - In: Models of risk preferences : descriptive and normative …, (pp. 227-254). 2023

Persistent link: https://www.econbiz.de/10014451874

Judgmental selection of forecasting models (reprint)

Petropoulos, Fotios; Kourentzes, Nikolaos; … - In: Judgment in Predictive Analytics, (pp. 53-84). 2023

Persistent link: https://www.econbiz.de/10014301347

Liberalization, globalization and income inequality in emerging eEconomies

Destek, Mehmet Akif - In: Smaller world, bigger issues : growth, unemployment, …, (pp. 235-250). 2019

Persistent link: https://www.econbiz.de/10012182100

Financial inclusion leads to export market penetration : a panel study on Asian and African countries

Aam, Shaista; Khatoon, Ayesha - In: Economic growth and financial development : effects of …, (pp. 57-71). 2021

The present chapter investigates the effect of financial inclusion on export market penetration for the panel of 31 developing Asian and African countries during the period of 2004-2015. This chapter also estimates the effect of other relevant macroeconomic factors like economic development,...

Persistent link: https://www.econbiz.de/10012792648

A comparison between ML-SEM and GMM: military expenditures and economic growth nexus revisited

Zortuk, Mahmut; Karacan, Semih - In: Selected topics in applied econometrics, (pp. 47-66). 2019

Persistent link: https://www.econbiz.de/10012286893

The cash holdings of fintechs and SMEs : evidence from OECD countries

Abbasi, Kaleemullah; Alam, Ashraful; Brohi, Noor Ahmed; … - In: The Fintech Disruption : How Financial Innovation Is …, (pp. 329-347). 2023

Persistent link: https://www.econbiz.de/10014231546

The status of environmental, social, and governance voluntary disclosure in the gcc banking industry : does it pay to be socially responsible?

Al-Khouri, Ritab; Basith, Abdul Ahad Abdul - In: Empirical research in banking and corporate finance, (pp. 155-189). 2022

Persistent link: https://www.econbiz.de/10013449344