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FARVaR: Functional Autoregressive Value-at-Risk.
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- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 284, doi. 10.1093/jjfinec/nby031
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- Article
Globalisation and technological convergence in the EU.
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- Journal of Productivity Analysis, 2013, v. 40, n. 1, p. 15, doi. 10.1007/s11123-012-0308-9
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- Article
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks.
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- Management Science, 2022, v. 68, n. 4, p. 2401, doi. 10.1287/mnsc.2021.3984
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- Article
Utilization Patterns of Korean Medicine: An Analysis of the National Health Insurance Cohort Database from 2002 to 2013.
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- Journal of Alternative & Complementary Medicine, 2016, v. 22, n. 10, p. 824, doi. 10.1089/acm.2016.0022
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- Article
Noise Momentum Around the World.
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- Abacus, 2018, v. 54, n. 1, p. 79, doi. 10.1111/abac.12101
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- Article
Forecasting distributions of inflation rates: the functional auto-regressive approach.
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- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2016, v. 179, n. 1, p. 65, doi. 10.1111/rssa.12109
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- Article
Efficacy and Safety of Taeeumjowi-tang in Obese Korean Adults: A Double-Blind, Randomized, and Placebo-Controlled Pilot Trial.
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- Evidence-based Complementary & Alternative Medicine (eCAM), 2013, v. 2013, p. 1, doi. 10.1155/2013/498935
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- Article
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS.
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- Econometric Theory, 2006, v. 22, n. 2, p. 279, doi. 10.1017/S0266466606060129
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- Article
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration.
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- Econometric Theory, 1994, v. 10, n. 1, p. 91, doi. 10.1017/S0266466600008240
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- Article
Optimal Test for Markov Switching GARCH Models.
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- Studies in Nonlinear Dynamics & Econometrics, 2008, v. 12, n. 3, p. 1, doi. 10.2202/1558-3708.1528
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- Article
Trade, Technology and the Labour Market: The Case of South Africa<sup>*</sup> Trade, Technology and the Labour Market: The Case of South Africa.
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- Oxford Bulletin of Economics & Statistics, 2012, v. 74, n. 6, p. 808, doi. 10.1111/j.1468-0084.2011.00685.x
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- Article
A Long run structural macroeconometric model of the UK.
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- Economic Journal, 2003, v. 113, n. 487, p. 412, doi. 10.1111/1468-0297.00131
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- Article
Recent developments of the autoregressive distributed lag modelling framework.
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- Journal of Economic Surveys, 2023, v. 37, n. 1, p. 7, doi. 10.1111/joes.12450
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- Article
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects.
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- Empirical Economics, 2023, v. 64, n. 6, p. 2611, doi. 10.1007/s00181-023-02390-1
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- Article
Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure.
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- Empirical Economics, 2021, v. 60, n. 1, p. 365, doi. 10.1007/s00181-020-01938-9
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- Article
Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels.
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- Journal of Applied Econometrics, 2016, v. 31, n. 1, p. 281, doi. 10.1002/jae.2439
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- Article
PROBABILISTIC FORECASTING OF OUTPUT GROWTH, INFLATION AND THE BALANCE OF TRADE IN A GVAR FRAMEWORK.
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- Journal of Applied Econometrics, 2012, v. 27, n. 4, p. 554, doi. 10.1002/jae.1208
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- Article
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors.
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- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 361, doi. 10.1002/jae.944
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- Article
BOUNDS TESTING APPROACHES TO THE ANALYSIS OF LEVEL RELATIONSHIPS.
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- Journal of Applied Econometrics, 2001, v. 16, n. 3, p. 289, doi. 10.1002/jae.616
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- Article
Spatial Attendance Spillover in Football Leagues.
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- International Journal of Empirical Economics, 2022, v. 1, n. 3, p. 2250010-1, doi. 10.1142/S281094302250010X
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- Article
The efficacy and safety study of dietary supplement PURIAM110 on non-insulin taking Korean adults in the stage of pre-diabetes and diabetes mellitus: protocol for a randomized, double-blind, placebo-controlled, and multicenter trial-pilot study.
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- Trials, 2011, v. 12, n. 1, p. 38, doi. 10.1186/1745-6215-12-38
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- Article
Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach.
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- Review of International Economics, 2012, v. 20, n. 3, p. 563, doi. 10.1111/j.1467-9396.2012.01039.x
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- Article
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors.
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- Computational Economics, 2018, v. 52, n. 1, p. 167, doi. 10.1007/s10614-017-9667-7
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- Article
Unit root tests in three-regime SETAR models.
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- Econometrics Journal, 2006, v. 9, n. 2, p. 252, doi. 10.1111/j.1368-423X.2006.00184.x
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- Article
Mean group tests for stationarity in heterogeneous panels.
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- Econometrics Journal, 2006, v. 9, n. 1, p. 123, doi. 10.1111/j.1368-423X.2006.00179.x
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- Article
Nonlinear limits to arbitrage.
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- Journal of Futures Markets, 2022, v. 42, n. 6, p. 1084, doi. 10.1002/fut.22320
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- Article