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Panel threshold models with interactive fixed effects

Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170

Persistent link: https://www.econbiz.de/10012483198

Prediction, risk assessment and comparison of selected emerging markets' stock indices during covid-19 pandemic using the coherent measure : comparing selected emerging markets' st...

Das, Prabir Kumar; Das, Anarghya - In: The journal of prediction markets 16 (2022) 3, pp. 81-97

Persistent link: https://www.econbiz.de/10014290506

Determinants of ICT infrastructure : a cross-country statistical analysis

Krüger, Jens; Rhiel, Mathias - 2016

We investigate economic and institutional determinants of ICT infrastructure for a broad cross section ofmore than 100 countries. The ICT variable is constructed from a principal components analysis. The explanatory variables are selected by variants of the Lasso estimator from the machine...

Persistent link: https://www.econbiz.de/10011552991

Quantifying risks to sovereign market access : methods and challenges

Zigraiova, Diana; Erce, Aitor; Jiang, Xu - 2020

Persistent link: https://www.econbiz.de/10012200503

Forecasting crude oil market volatility using variable selection and common factor

Zhang, Yaojie; Wahab, M. I. M.; Wang, Yudong - In: International journal of forecasting 39 (2023) 1, pp. 486-502

Persistent link: https://www.econbiz.de/10014462793

Daily tracker of global economic activity : a close-up of the COVID-19 pandemic

Diaz, Elena; Pérez-Quirós, Gabriel - 2020

This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...