Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 9, doi. 10.3390/econometrics11010009
- By:
- Publication type:
- Article
Works matching IS 22251146 AND DT 2023 AND VI 11 AND IP 1
Results: 9
1
2
Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 8, doi. 10.3390/econometrics11010008
- By:
- Publication type:
- Article
3
Causal Vector Autoregression Enhanced with Covariance and Order Selection.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 7, doi. 10.3390/econometrics11010007
- By:
- Publication type:
- Article
4
Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 6, doi. 10.3390/econometrics11010006
- By:
- Publication type:
- Article
5
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 5, doi. 10.3390/econometrics11010005
- By:
- Publication type:
- Article
6
Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 4, doi. 10.3390/econometrics11010004
- By:
- Publication type:
- Article
7
Acknowledgment to the Reviewers of Econometrics in 2022.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 3, doi. 10.3390/econometrics11010003
- Publication type:
- Article
8
Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 2, doi. 10.3390/econometrics11010002
- By:
- Publication type:
- Article
9
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 1, p. 1, doi. 10.3390/econometrics11010001
- By:
- Publication type:
- Article