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| Mar 07 2013 |
Marcel die Dama , Boniface ngah Epo and Galex syrie Soh |
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Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2013 |
Ertan Oktay and Giray Gozgor |
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Estimation of disaggregated import demand functions for Turkey |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 08 2013 |
Ke Yang |
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An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 30 2012 |
Robert F. Phillips |
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On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
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Does noncausality help in forecasting economic time series? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
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Quantiles autocorrelation in stock markets returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2012 |
Yu Hsing |
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Exchange Rate Arrangements and Monetary Autonomy in Fourteen Selected Asian and Pacific Countries |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2012 |
Yunmi Kim |
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Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
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Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
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The fractional integrated bi- parameter smooth transition autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 20 2012 |
Tsangyao Chang , Chia-hao Lee and Guochen Pan |
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Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 05 2011 |
Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy |
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Nonlinear prediction of Malaysian exchange rate with monetary fundamentals |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 25 2011 |
Gianluca Lagana and Pasquale Sgro |
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Fiscal Policy and US-Canadian Trade |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 25 2011 |
Tiziana Caliman and Enrico di Bella |
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Spatial Autoregressive Models for House Price Dynamics in Italy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2011 |
Fengbao Yin and Shigeyuki Hamori |
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Estimating the import demand function in the autoregressive distributed lag framework: The case of China |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2011 |
Hyun S Kim and Jungho Baek |
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The Environmental Consequences of Economic Growth Revisited |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 17 2011 |
Tsangyao Chang , Chia-hao Lee and Pei-I Chou |
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Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 21 2011 |
Gueorgui I. Kolev |
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The "spurious regression problem" in the classical regression model framework |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 28 2010 |
Ivan Jeliazkov and Rui Liu |
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A model-based ranking of U.S. recessions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2010 |
Matthew J. Holian and Ali M. Reza |
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The persistence of accounting versus economic profit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 04 2010 |
Claudio Detotto and Pulina Manuela |
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Testing the effects of crime on the Italian economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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| May 27 2010 |
Julien Chevallier |
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A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Henri Nyberg |
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Testing an autoregressive structure in binary time series models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2010 |
Sovannroeun Samreth |
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A Note on Short-Run and Long-Run Relationships between Parallel and Official Exchange Rates: The Case of Cambodia |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 19 2010 |
Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong |
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Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Dara Long |
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The Long-Run of Purchasing Power Parity: The Case of Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2009 |
Stephen Norman |
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Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 13 2009 |
Md abdul Wadud |
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Financial development and economic growth: a cointegration and error-correction modeling approach for south Asian countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2009 |
Ching-Chun Wei |
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An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 13 2009 |
Takamitsu Kurita |
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A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 04 2008 |
Sovannroeun SAMRETH and Dara LONG |
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The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2008 |
Andrea Cerasa |
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CIPS test for Unit Root in Panel Data: further Monte Carlo results |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 14 2007 |
Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu |
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Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 18 2007 |
Carlos Santos |
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A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
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Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 04 2006 |
Kazuhiko Hayakawa |
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A Note on Bias in First-Differenced AR(1) Models |
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Abstract Contact Information Citation Full Text - Note |
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| May 23 2006 |
Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew |
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Estimation of the Autoregressive Order in the Presence of Measurement Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 27 2005 |
Kazuhiko Kakamu |
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Bayesian Estimation of A Distance Functional Weight Matrix Model |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 07 2005 |
Steven Cook |
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Threshold autoregressive testing procedures and structural change in cointegrating relationships |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 07 2005 |
Harry Haupt and Walter Oberhofer |
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On autoregressive errors in singular systems of equations |
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Abstract Contact Information Citation Full Text - Comment |
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| Oct 26 2005 |
Jean-Claude Maswana |
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Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2005 |
Boriss Siliverstovs |
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The Bi-parameter Smooth Transition Autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
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Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2004 |
Venus Khim-Sen Liew |
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Which Lag Length Selection Criteria Should We Employ? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 08 2003 |
Richard Carter and Arnold Zellner |
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AR Versus MA Disturbance Terms |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 13 2003 |
Steve Cook |
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 03 2003 |
Sofiane Hicham Sekioua |
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2002 |
Konstantin A. Kholodilin |
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Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 10 2002 |
GODWIN NWAOBI |
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A vector error correction and nonnested modeling of money demand function in Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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