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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
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The Estimation of Multi-dimensional Fixed Effects Panel Data Models
Balazsi, Laszlo; Matyas, Laszlo; Wansbeek, Tom J. - 2015
The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...
Persistent link: https://www.econbiz.de/10010500421
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The Estimation of Multi-dimensional Fixed Effects Panel Data Models
Balazsi, Laszlo; Matyas, Laszlo; Wansbeek, Tom J. - CESifo - 2015
The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...
Persistent link: https://www.econbiz.de/10011202965
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The estimation of three-dimensional fixed effects panel data models
Matyas, Laszlo; Balazsi, Laszlo - Volkswirtschaftliche Fakultät, … - 2011
The paper introduces for the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators. It analyzes the behaviour of these estimators in the case of no-self-flow data, unbalanced data and dynamic autoregressive models.
Persistent link: https://www.econbiz.de/10009386708
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The estimation of multi-dimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - 2015
The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...
Persistent link: https://www.econbiz.de/10010492323
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The estimation of multidimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - In: Econometric reviews 37 (2018) 1/5, pp. 212-227
Persistent link: https://www.econbiz.de/10012038570
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Modelling central bank behaviour in Nigeria: A Markov-switching approach
Ayinde, Taofeek Olusola; Bankole, Abiodun S.; Adeniyi, … - In: Central Bank Review (CBR) 20 (2020) 4, pp. 213-221
monetary authority in the country, Markov-Switching Dynamic Regression (MSDR) approach was employed. The period of …
Persistent link: https://www.econbiz.de/10014547759
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Modelling central bank behaviour in Nigeria : a Markov-switching approach
Ayinde, Taofeek Olusola; Bankole, Abiodun S.; Adeniyi, … - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 4, pp. 213-221
monetary authority in the country, Markov-Switching Dynamic Regression (MSDR) approach was employed. The period of …
Persistent link: https://www.econbiz.de/10012429646
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The exports performance of Pakistan : evidence from the ARDL cointegration analysis
Ghauri, Saghir Pervaiz; Qadir, Hina; Ahmed, Rizwan Raheem; … - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 150-168
Persistent link: https://www.econbiz.de/10013531975
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Asymmetric effects of commodity prices on stock returns of the BRICS countries
Kaur, Parminder; Singla, Ravi - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 145-164
Persistent link: https://www.econbiz.de/10014279619