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  • Search: subject_exact:"Autokorrelation"
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Year of publication
Subject
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Autokorrelation 2,539 Autocorrelation 2,451 Theorie 980 Theory 940 Schätztheorie 731 Estimation theory 722 Zeitreihenanalyse 718 Time series analysis 695 Schätzung 495 Estimation 482 Prognoseverfahren 311 Forecasting model 301 Räumliche Interaktion 287 Spatial interaction 281 Börsenkurs 239 Kapitaleinkommen 234 Capital income 233 Share price 231 Regional economics 229 Regionalökonomik 229 USA 226 United States 214 Statistischer Test 212 Statistical test 204 Volatilität 194 Volatility 187 Unit root test 185 Einheitswurzeltest 184 Regressionsanalyse 163 Regression analysis 160 ARCH-Modell 143 Nichtlineare Regression 142 Nonlinear regression 142 ARCH model 141 Momentenmethode 138 Panel 132 Method of moments 130 Panel study 127 Heteroskedastizität 114 Stochastischer Prozess 112
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Online availability
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Free 895 Undetermined 503
Type of publication
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Article 1,471 Book / Working Paper 1,081
Type of publication (narrower categories)
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Article in journal 1,399 Aufsatz in Zeitschrift 1,399 Working Paper 641 Graue Literatur 583 Non-commercial literature 583 Arbeitspapier 571 Aufsatz im Buch 72 Book section 72 Hochschulschrift 36 Thesis 30 Conference paper 19 Konferenzbeitrag 19 Collection of articles written by one author 16 Sammlung 16 Dissertation u.a. Prüfungsschriften 6 Amtsdruckschrift 5 Collection of articles of several authors 5 Forschungsbericht 5 Government document 5 Sammelwerk 5 Konferenzschrift 3 Bibliografie enthalten 2 Bibliography included 2 Conference proceedings 2 Article 1 Aufsatzsammlung 1 Festschrift 1 Mikroform 1 Nachschlagewerk 1 Reference book 1 Reprint 1 Rezension 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 2,503 German 30 French 8 Undetermined 4 Polish 3 Spanish 2 Croatian 1 Russian 1 Ukrainian 1
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Author
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Phillips, Peter C. B. 52 Lee, Lung-fei 38 Sun, Yixiao 32 Teräsvirta, Timo 30 Lanne, Markku 22 Kapetanios, George 18 Koopman, Siem Jan 18 Saikkonen, Pentti 18 Baltagi, Badi H. 17 Griffith, Daniel A. 16 Lesage, James P. 16 Blasques, Francisco 15 Prucha, Ingmar R. 15 Franses, Philip Hans 14 Kelejian, Harry H. 14 Rahbek, Anders 14 Medeiros, Marcelo C. 13 Pesaran, M. Hashem 13 Ravazzolo, Francesco 13 Robinson, Peter M. 13 Egger, Peter 12 Jin, Fei 12 Pitarakis, Jean-Yves 12 Shin, Yongcheol 12 Bec, Frédérique 11 Cavaliere, Giuseppe 11 Clements, Michael P. 11 Gouriéroux, Christian 11 McAleer, Michael 11 Rossi, Francesca 11 Timmermann, Allan 11 Vogelsang, Timothy J. 11 Wang, Hansheng 11 Andrews, Donald W. K. 10 Badinger, Harald 10 Dijk, Dick van 10 Lieberman, Offer 10 Lucas, André 10 Lütkepohl, Helmut 10 Sul, Donggyu 10
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Institution
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National Bureau of Economic Research 11 Ekonomiska forskningsinstitutet <Stockholm> 9 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 Queen Mary College / Department of Economics 5 European University Institute / Department of Economics 4 London School of Economics and Political Science 3 Umeå Universitet / Institutionen för Nationalekonomi 3 Columbia University / Department of Economics 2 Econometrisch Instituut <Rotterdam> 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Federal Reserve Bank of St. Louis 2 Københavns Universitet / Økonomisk Institut 2 Rodney L. White Center for Financial Research 2 State University of New York at Albany / Department of Economics 2 Suntory-Toyota International Centre for Economics and Related Disciplines 2 Universitat Pompeu Fabra / Departament d'Economia i Empresa 2 University of California, San Diego / Department of Economics 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Asia-Pacific Real Estate Research Symposium <2010, Hongkong> 1 Asia-Pacific Real Estate Research Symposium <2011, Adelaide> 1 Boston College / Department of Economics 1 Center for Economic Research <Tilburg> 1 Centre for Analytical Finance <Århus> 1 Centre for Quantitative Economics & Computing 1 Christian-Albrechts-Universität zu Kiel 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 European University Institute / Department of Law 1 Frankfurt School of Finance and Management 1 Institut für Höhere Studien 1 Institut für Versicherungswirtschaft <Sankt Gallen> 1 Institut für Weltwirtschaft 1 Institut für Wirtschaftswissenschaften <Wien> 1 Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 1 Nationaløkonomiske Instituttet <Århus> 1 Nuffield College 1 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 1 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 1 Springer Fachmedien Wiesbaden 1 Springer International Publishing 1 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 1
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Published in...
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Journal of econometrics 129 Economics letters 76 Econometric theory 61 Econometric reviews 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 43 Discussion paper / Tinbergen Institute 32 Applied economics letters 31 Regional science & urban economics 31 The econometrics journal 29 Cowles Foundation discussion paper 26 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 26 Journal of forecasting 25 Applied economics 21 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 21 International journal of forecasting 21 Economic modelling 20 Journal of empirical finance 20 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 18 CESifo working papers 16 CREATES research paper 15 Journal of regional science 15 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 14 The journal of real estate finance and economics 14 Energy economics 13 European journal of operational research : EJOR 13 CESifo Working Paper 12 Econometrics : open access journal 12 Working paper 12 Journal of applied econometrics 11 Oxford bulletin of economics and statistics 11 SSE EFI working paper series in economics and finance 11 Spatial economic analysis : the journal of the Regional Studies Association 11 Série des documents de travail / Centre de Recherche en Économie et Statistique 11 The European journal of finance 11 Applied financial economics 10 Cowles Foundation Discussion Paper 10 Discussion papers in economics and econometrics 10 NBER Working Paper 10 Working paper / National Bureau of Economic Research, Inc. 10 Cambridge working papers in economics 9
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Source
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ECONIS (ZBW) 2,467 EconStor 71 USB Cologne (EcoSocSci) 8 USB Cologne (business full texts) 3 BASE 1 ArchiDok 1 RePEc 1
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Showing 1 - 50 of 2,552
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A semi-nonparametric copula model for earnings mobility
Naguib, Costanza; Gagliardini, Patrick - 2023
In this paper we develop a novel semi-nonparametric panel copula model with external covariates for the study of wage rank dynamics. We focus on nonlinear dependence between the current and lagged worker's ranks in the wage residuals distribution, conditionally on individual characteristics. We...
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Dynamic mixture vector autoregressions with score-driven weights
Gretener, Alexander Georges; Neuenkirch, Matthias; … - 2022
We propose a novel dynamic mixture vector autoregressive (VAR) model in which timevarying mixture weights are driven by the predictive likelihood score. Intuitively, the state weight of the k-th component VAR model in the subsequent period is increased if the current observation is more likely...
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The dynamic relationship between investor attention and stock market volatility : international evidence
Ben El Hadj Said, Imene; Slim, Skander - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-25
This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means of Google Trends data, over the sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three...
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
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Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 201-215
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State-dependent autoregressive models with p lags : properties, estimation and forecasting
Gobbi, Fabio; Mulinacci, Sabrina - In: Central European journal of economic modelling and … 14 (2022) 1, pp. 81-108
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Stock returns predictability with unstable predictors
Calonaci, Fabio; Kapetanios, George; Price, Simon - 2022
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Asset price dynamics with limited attention
Hendershott, Terrence; Menkveld, Albert J.; Praz, Rémy; … - In: The review of financial studies 35 (2022) 2, pp. 962-1008
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A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
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Inflation expectations investigation using Markov regime-switching autoregression
Lukianenko, Iryna; Nasachenko, Mariia; Tokarchuk, Taras - In: Montenegrin journal of economics 18 (2022) 1, pp. 19-29
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The spatial spillover effects of fiscal expenditures and household characteristics on household consumption spending : evidence from Taiwan
Huang, Hao-Chen; Yuan, Chen-Lin; Liao, Ting-Hsiu - In: Economies : open access journal 10 (2022) 9, pp. 1-16
The main purpose of this study is to explore the determinants of average household consumption spending in counties and cities from the two aspects of government fiscal expenditure and household characteristics. A spatial econometric model, the spatial Durbin model, was used to analyze...
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
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Inference in a similarity-based spatial autoregressive model
Lieberman, Offer; Rossi, Francesca - 2022
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Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro - 2022
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Gender implicit bias and glass ceiling effects
Espinosa, María Paz; Ferreira, Eva - In: Journal of applied economics 25 (2022) 1, pp. 37-57
Implicit gender bias may affect hiring and promotion decisions, implying inefficiencies in the outcome of selection processes. We focus on the dynamics of gender bias when selecting candidates for a committee or position, and obtain the long-run female share as well as the conditions for a glass...
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Do local fiscal expenditures promote the growth of profit-seeking enterprise numbers in neighboring areas?
Huang, Hao-Chen; Liu, Hsin-Hung; Peng, Chi-Lu; Liao, … - In: Economies : open access journal 10 (2022) 2, pp. 1-18
In order to allocate resources and formulate policies effectively, governments and enterprises often need accurate geographical information on profit-seeking enterprises. This study explores the impact of local fiscal expenditure and environmental regulation on the number of profit-seeking...
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Random autoregressive models : a structured overview
Regis, Marta; Serra, Paulo; Heuvel, Edwin R. van den - In: Econometric reviews 41 (2022) 2, pp. 207-230
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GMM estimation of spatial autoregressive models with cluster dependent errors
Sato, Takaki - 2022
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Do trade flows interact in space? : spatial origin-destination modeling of gravity
Luo, Shali; Choi, Seung-Whan - In: International trade, politics and development 6 (2022) 2, pp. 46-60
Purpose This study proposes spatial origin-destination threshold Tobit to address spatial interdependence among bilateral trade flows while accounting for zero trade volumes. Design/methodology/approach This model is designed to capture multiple forms of spatial autocorrelation embedded in...
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ARFURIMA models: simulations of their properties and application
Jibrin, Sanusi Alhaji; Rahman, Rosmanjawati Abdul - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 69-87
This article defines the Autoregressive Fractional Unit Root Integrated Moving Average (ARFURIMA) model for modelling ILM time series with fractional difference value in the interval of 1൏𝑑൏2. The performance of the ARFURIMA model is examined through a Monte Carlo simulation. Also, some...
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Modelling and diagnostics of spatially autocorrelated counts
Jung, Robert; Glaser, Stephanie - In: Econometrics : open access journal 10 (2022) 3, pp. 1-17
This paper proposes a new spatial lag regression model which addresses global spatial autocorrelation arising from cross-sectional dependence between counts. Our approach offers an intuitive interpretation of the spatial correlation parameter as a measurement of the impact of neighbouring...
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On robust inference in time series regression
Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013384711
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Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos; Petrova, Katerina - 2022
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Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos; Petrova, Katerina - 2022
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A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo; Izzeldin, Marwan; Nolte, Ingmar; … - In: Quantitative finance 22 (2022) 8, pp. 1513-1534
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Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 624-650
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - 2022
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Spatial analysis of climate effect on agriculture : evidence from smallholder farmers in Côte d'Ivoire
Ochou, Fabrice Esse; Outtara, Pierre Dignakouho - 2022
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A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods
Ubilava, David - In: Agricultural economics : the journal of the … 53 (2022) 5, pp. 687-701
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Response of Ethiopian coffee price to the world coffee price : evidence from dynamic ARDL simulations and nonlinear ARDL cointegration
Hundie, Shemelis Kebede; Biratu, Bane - In: Cogent economics & finance 10 (2022) 1, pp. 1-27
World coffee prices may have crucial implications on domestic prices of coffee. However, empirical evidence on the effect of world coffee prices on the price of coffee traded at the Ethiopian Commodity Exchange (ECX) is very scant. The main objective of this study is to analyze the response of...
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Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity
Yu, Xuewen; Kejriwal, Mohitosh - 2022
Mildly explosive autoregressions have been extensively employed in recent theoretical and applied econometric work to model the phenomenon of asset market bubbles. An important issue in this context concerns the construction of confidence intervals for the autoregressive parameter that...
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Nonparametric quantile autoregressions
Ejara, Demissew Diro; Boynton, Wentworth; Lu, Xinyi - 2022
We provide nonparametric quantile regressions to test for autocorrelation patterns for weekly and monthly stock returns. We test in four developed markets (North America, Europe, Japan, and Asia without Japan) and five market-size portfolios. We find greater heteroskedasticity for the...
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Estimation of Spatial Autoregressive Models for Origin-Destination Flows : A Partial Likelihood Approach
JEONG, HANBAT; Lee, Lung-Fei; Lin, Yanli - 2022
We extend LeSage and Pace's (2008) spatial autoregressive model for origin-destination flows by accommodating two-way fixed effects. Those fixed effects represent unobserved characteristics of origin and destination units. A partial likelihood approach is used to remove fixed effects in the...
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A Proposal of Two-step Autoregressive Model
Nguyen, Loc - 2022
Autoregressive (AR) model and conditional autoregressive (CAR) model are specific regressive models in which independent variables and dependent variable imply the same object. They are powerful statistical tools to predict values based on correlation of time domain and space domain, which are...
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Dynamic Autoregressive Liquidity (DArLiQ)
Hafner, Christian; Linton, Oliver B.; Wang, Linqi - 2022
We introduce a new class of semiparametric dynamic autoregressive models for the Amihud illiquidity measure, which captures both the long-run trend in the illiquidity series with a nonparametric component and the short-run dynamics with an autoregressive component. We develop a GMM estimator...
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Optimal Turnover, Liquidity, and Autocorrelation
Ritter, Gordon; Baldacci, Bastien; Benveniste, Elie - 2022
The steady-state turnover of a trading strategy is of clear interest to practitioners and portfolio managers, as is the steady-state Sharpe ratio. In this article, we show that in a convenient Gaussian process model, the steady-state turnover can be computed explicitly, and obeys a clear...
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Conditional Threshold Autoregression (CoTAR)
Motegi, Kaiji; Dennis, Jay; Hamori, Shigeyuki - 2022
We propose a new time series model where the threshold is specified as an empirical quantile of recent observations of a threshold variable. The resulting conditional threshold traces the fluctuation of the threshold variable, which can enhance the fit and interpretation of the model. In the...
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A spatio-temporal autoregressive model for monitoring and predicting COVID infection rates
Congdon, Peter - In: Journal of geographical systems : geographical … 24 (2022) 4, pp. 583-610
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Changing Expected Returns Can Induce Spurious Components in Autocorrelations
Pukthuanthong, Kuntara; Roll, Richard; Subrahmanyam, … - 2022
Movements in expected returns (ER) can cause a bias in measured autocorrelations, and the resulting spurious component is positive for infrequent regime shifts. We demonstrate this point analytically and investigate its empirical prevalence. In a key contribution, we use shifts in ex ante ER...
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Evaluation of interrelatedness of cities in the territorial space of Russia
Manaeva, Inna; Rastvortseva, Svetlana; Kanishcheva, … - In: Journal of economic structures : JES; the official … 11 (2022), pp. 1-18
The purpose of the article is to carry out the analysis of interrelatedness of cities in the territorial space of Russia. The evaluation method is based on the calculation of global and local Moran's indexes for determination of interrelatedness of the adjacent territories by the following...
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Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
Casini, Alessandro - 2022
The literature on heteroskedasticity and autocorrelation robust (HAR) inference is extensive but its usefulness relies on stationarity of the relevant process, say Vt, usually a function of the data and estimated model residuals. Yet, a large body of work shows widespread evidence of various...
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Herding in the Chinese Renewable Energy Market : Evidence from a Bootstrapping Time-varying Coefficient Autoregressive Model
Ren, Boru; Lucey, Brian M. - 2022
In this paper, we examine the herding behaviour of the Chinese renewable energy sector using both static and time-varying coefficient models. Examining daily data from January 05, 2015 to April 29, 2022, we find strong evidence of herding behaviour changing over time in this market. We find that...
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Predicting Momentum
Ma, Siyuan - 2022
This paper examines to what extent the momentum spread ratio (MSR) can predict momentum profits. The momentum spread ratio as a potential proxy of investor underreaction can significantly predict the momentum, industry momentum, and residual momentum, especially after 1994, suggesting that...
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Spatial machine learning : new opportunities for regional science
Kopczewska, Katarzyna - 2021
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Testing for equal predictive accuracy with strong dependence
Coroneo, Laura; Iacone, Fabrizio - 2021
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Hospital emergency room savings via health line S24 in Portugal
Simões, Paula; Gomes, Sérgio; Natário, Isabel - In: Econometrics : open access journal 9 (2021) 1/8, pp. 1-10
Hospital emergency departments are often overused by patients that do not really need urgent care. These admissions are one of the major factors contributing to hospital costs, which should not be allowed to compromise the response and effectiveness of the National Health Services (SNS). The aim...
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Joint asymptotic properties of stopping times and sequential estimators for stationary first-order autoregressive models
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - 2021
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Asymmetric adjustment of the sectorial lendingdeposit rate spread in Fiji
Chand, Shamal Shivneel; Singh, Baljeet - In: Bulletin of monetary economics and banking 24 (2021), pp. 89-106
Persistent link: https://ebtypo.dmz1.zbw/10012584018
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Ethnic regional networks and immigrants' earnings: a spatial autoregressive network approach
Wang, Xingang; Maani, Sholeh A. - 2021
The conventional model of immigrant earnings does not account for the correlation of outcomes across immigrant ethnic networks. We apply a spatial autoregressive network approach to account for the spill-over effects of migrant ethnic group economic resources and labour market outcomes. We...
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