The following pages link to Microfit (Q27678):
Displaying 37 items.
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Optimization of power production and costs in microgrids (Q519767) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- The Asian crisis and calendar effects on stock returns in Thailand (Q704088) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (Q929682) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (Q1038771) (← links)
- Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
- Recursive estimation and generated regressors (Q1195084) (← links)
- Stochastic growth models and their econometric implications (Q1304785) (← links)
- Unit root hypothesis, new classical and Keynesian models (Q1311251) (← links)
- A generalization of the non-parametric Henriksson-Merton test of market timing (Q1327874) (← links)
- The Carlson-Parkin method applied to NZ price expectations using QSBO survey data (Q1351115) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- German monetary unification and the stability of the German M3 money demand function (Q1606429) (← links)
- Economic growth and technological catching up by Singapore to the USA (Q1614009) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
- The misspecification of dynamic regression models (Q1918127) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price (Q2227455) (← links)
- A dollar or yen currency union in East Asia (Q2486197) (← links)
- Capital Flows, Interest Payments and the Balance‐of‐Payments Constrained Growth Model: A Theoretical and Empirical Analysis (Q4440668) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- The use of the ARDL approach in estimating virtual exchange rates in India (Q4540888) (← links)
- Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
- Review of Microfit5 (Q5080147) (← links)
- OPTIMAL LISTING POLICY FOR IPOs IN THE GERMAN FINANCIAL MARKET (Q5696850) (← links)
- Are currency devaluations effective? A panel unit root test (Q5941115) (← links)
- Do nominal devaluations lead to real devaluations in LDCs? (Q5958534) (← links)
