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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
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Sustainability of external debt : further evidence from non-linear framework
Nasir, Abm; Noman, Abdullah M. - In: International review of applied economics 26 (2012) 5, pp. 673-685
Persistent link: https://www.econbiz.de/10009612120
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An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests
Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137
Persistent link: https://www.econbiz.de/10011579140
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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Oil prices, US stock return, and the dependence between their quantiles
Sim, Nicholas; Zhou, Hongtao - In: Journal of banking & finance 55 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011377836
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Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships
Hassouneh, Islam; Serra, Teresa; Goodwin, Barry K.; … - In: Energy economics 34 (2012) 5, pp. 1507-1513
Persistent link: https://www.econbiz.de/10009688019
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Functional-coefficient spatial Durbin models with nonparametric spatial weights : an application to economic growth
Koroglu, Mustafa; Sun, Yiguo - In: Econometrics : open access journal 4 (2016) 1, pp. 1-16
This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS) estimation...
Persistent link: https://www.econbiz.de/10011504611
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Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Rodríguez Poo, Juan Manuel; Soberon, Alexandra - In: The econometrics journal 17 (2014) 1, pp. 107-138
Persistent link: https://www.econbiz.de/10010498753
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Prediction in locally stationary time series
Dette, Holger; Wu, Weichi - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 370-381
Persistent link: https://www.econbiz.de/10012804122
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Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Arai, Yoichi; Ichimura, Hidehiko - In: Economics letters 141 (2016), pp. 103-106
Persistent link: https://www.econbiz.de/10011616192