Filtern nach
Aktive Filter
Letzte Suchanfragen
Ergebnisse für *
Zeige Ergebnisse 26 bis 50 von 474.
-
Econometric methodology and the philosophy of science
-
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
-
Prediction and accommodation in econometric modelling
-
Testing the rational expectations hypothesis in macroeconometric models with unobserved variables
-
Review of Microfit 3.0
an interactive econometric software package -
Comparing the empirical performance of alternative demand systems
-
On the robustness of tests of outliers and functional form
-
Modifications of the rainbow test
-
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
-
Estimation and discrimination of alternative air pollution models
-
Discrimination between nested two- and three-parameter air pollutant frequency distributions
-
Bootstrap estimates o f a new classical model of unemployment
-
Modelling in econometrics
the deterrent effect of capital punishment -
Modelling dynamic conditional correlations in WTI oil forward and futures returns
-
Cointegrated dynamics for a generalized long memory process
an application to interest rates -
Spurious cross-sectional dependence in credit spread changes
-
"Generalized measures of correlation for asymmetry, nonlinearity, and beyond"
comment -
Market timing with moving averages
-
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
-
Size, internationalization and university rankings
evaluating Times Higher Education (THE) data for Japan -
Market timing with moving averages for fossil fuel and renewable energy stocks
-
Editorial statement of intent for Advances in Decision Sciences (ADS)
22nd anniversary special issue in 2018 -
Research ideas for Advances in Decision Sciences (ADS)
22nd anniversary special issue in 2018 -
Financial credit risk evaluation based on core enterprise supply chains
-
Long run returns predictability and volatility with moving averages