IDEAS home Printed from https://ideas.repec.org/r/eee/ecolet/v7y1981i4p313-318.html
   My bibliography  Save this item

Efficient tests for normality, homoscedasticity and serial independence of regression residuals : Monte Carlo Evidence

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Semei Coronado & Jose N. Martinez & Victor Gualajara & Rafael Romero-Meza & Omar Rojas, 2023. "Time-Varying Granger Causality of COVID-19 News on Emerging Financial Markets: The Latin American Case," Mathematics, MDPI, vol. 11(2), pages 1-18, January.
  2. Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  3. Chu, Lan Khanh & Ghosh, Sudeshna & Doğan, Buhari & Nguyen, Nam Hoai & Shahbaz, Muhammad, 2023. "Energy security as new determinant of renewable energy: The role of economic complexity in top energy users," Energy, Elsevier, vol. 263(PC).
  4. Stephen Lee & Peter Byrne, 1999. "Some implications of the lack of a consensus view of UK property's future risk and return," Journal of Property Research, Taylor & Francis Journals, vol. 16(3), pages 257-270, January.
  5. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
  6. Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price (Extended version)," MPRA Paper 17960, University Library of Munich, Germany.
  7. Niaz Morshed & Mohammad Razib Hossain, 2022. "Causality analysis of the determinants of FDI in Bangladesh: fresh evidence from VAR, VECM and Granger causality approach," SN Business & Economics, Springer, vol. 2(7), pages 1-28, July.
  8. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 308-320.
  9. Derya Topdag & Tuğçe Acar & İsmail Erkan Celik, 2020. "Estimation of the Global-Scale Ecological Footprint within the Framework of STIRPAT Models: The Quantile Regression Approach," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 70(2), pages 339-358, December.
  10. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
  11. Vijay Varadi & C. Vanlalramsanga, 2012. "Assessment of the Impact of Fiscal Policy on Economic Growth: An Empirical Analysis," EERI Research Paper Series EERI_RP_2012_06, Economics and Econometrics Research Institute (EERI), Brussels.
  12. Montserrat Costa†Font & Cesar Revoredo†Giha, 2018. "An empirical analysis of U.K. milk contract prices 2004–2016," Agribusiness, John Wiley & Sons, Ltd., vol. 34(1), pages 112-141, December.
  13. Irina M. DRAGAN & Alexandru ISAIC-MANIU, 2012. "Newly Created Enterprises’ Effect on the Gross Domestic Product," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 13(4), pages 511-521, October.
  14. Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie, 2020. "Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?," Resources Policy, Elsevier, vol. 69(C).
  15. Pavol Durana & Katarina Valaskova & Darina Chlebikova & Vladislav Krastev & Irina Atanasova, 2020. "Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries," Risks, MDPI, vol. 8(2), pages 1-20, June.
  16. Juliane Proelss & Denis Schweizer, 2014. "Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 1-28, February.
  17. Ahmad M. Talafha & Emmanuel Thompson, 2017. "On Valuing European Option: VAR-COVAR Approach," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 6(3), pages 1-1.
  18. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
  19. Melina Dritsaki & Chaido Dritsaki, 2023. "R&D Expenditures on Innovation: A Panel Cointegration Study of the E.U. Countries," Sustainability, MDPI, vol. 15(8), pages 1-35, April.
  20. Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
  21. repec:rim:rimwps:24-07 is not listed on IDEAS
  22. Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany.
  23. K. Lebedeva, 2015. "An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 3(3), pages 5-31.
  24. Dumitru-Iulian NASTAC & Alexandru ISAIC-MANIU & Irina-Maria DRAGAN, 2017. "Analyzing the Profitability Performance of SMEs Using a Neural Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 55-71.
  25. Marc Lavoie & Gabriel Rodriguez & Mario Seccareccia, 2004. "Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 127-149.
  26. Mohammad Razib Hossain, 2021. "Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?," SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
  27. Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013. "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 407-424, November.
  28. Cifter, Atilla & Yilmazer, Sait & Cifter, Elif, 2009. "Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey," Economic Modelling, Elsevier, vol. 26(6), pages 1382-1388, November.
  29. Korbinian von Blanckenburg, Gerrit Reher, "undated". "Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen," Working Papers 201154, Institute of Spatial and Housing Economics, Munster Universitary.
  30. Nedved, Martin & Kristoufek, Ladislav, 2023. "Safe havens for Bitcoin," Finance Research Letters, Elsevier, vol. 51(C).
  31. Sugra Humbatova & Afag Huseyn & Natig Gadim-Oglu Hajiyev, 2023. "Impact of Oil Factor on Investment: The Case of Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 129-148, March.
  32. Lorentz Jäntschi & Sorana D. Bolboacă, 2018. "Computation of Probability Associated with Anderson–Darling Statistic," Mathematics, MDPI, vol. 6(6), pages 1-17, May.
  33. Samih Antoine Azar, 2013. "The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 99-109, November.
  34. Kristoufek, Ladislav, 2009. "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 [Long-term memory and its evolution in returns of PX between 1999 and 2009]," MPRA Paper 16435, University Library of Munich, Germany.
  35. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2010. "On the distributional properties of household consumption expenditures: the case of Italy," Empirical Economics, Springer, vol. 38(3), pages 717-741, June.
  36. Torbjørn Lorentzen, 2020. "Climate change and winter road maintenance," Climatic Change, Springer, vol. 161(1), pages 225-242, July.
  37. Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers 0402, Department of Economics, University of Victoria.
  38. Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019. "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 1030-1043, April.
  39. Liu Zhentao & Kazumi Asako, 2009. "Transfiguration of the foreign exchange market since the Euro introduction," Applied Financial Economics, Taylor & Francis Journals, vol. 19(22), pages 1803-1812.
  40. Lee, Sangyeol, 2013. "A maximum entropy type test of fit: Composite hypothesis case," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 59-67.
  41. Mohammed A Aljebrin, 2017. "Impact of Non-oil Export on Non-oil Economic Growth in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 389-397.
  42. Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
  43. M. Beatriz Mota Aragón & Faviola Hernández Jiménez, 2011. "Un modelo para evaluar el VPN mediante modelos autoregresivos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 66-87.
  44. Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023. "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, vol. 262(PB).
  45. Jahanger, Atif & Hossain, Mohammad Razib & Usman, Muhammad & Chukwuma Onwe, Joshua, 2023. "Recent scenario and nexus between natural resource dependence, energy use and pollution cycles in BRICS region: Does the mediating role of human capital exist?," Resources Policy, Elsevier, vol. 81(C).
  46. Mr. Kenji Moriyama & Abdul Naseer, 2009. "Forecasting Inflation in Sudan," IMF Working Papers 2009/132, International Monetary Fund.
  47. Wen, Danyan & Wang, Yudong, 2021. "Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications," Resources Policy, Elsevier, vol. 74(C).
  48. Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2016. "Recovering the real-world density and liquidity premia from option data," Quantitative Finance, Taylor & Francis Journals, vol. 16(7), pages 1147-1164, July.
  49. Kucherov, Dmitry G. & Tsybova, Victoria S. & Yu. Lisovskaia, Antonina & Alkanova, Olga N., 2022. "Brand orientation, employer branding and internal branding: Do they effect on recruitment during the COVID-19 pandemic?," Journal of Business Research, Elsevier, vol. 151(C), pages 126-137.
  50. Lee, Taewook, 2013. "On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models," Economics Letters, Elsevier, vol. 119(1), pages 50-54.
  51. Mabelle Sayah, 2016. "Analyzing and Comparing Basel's III Sensitivity Based Approach for the interest rate risk in the trading book," Post-Print hal-01217928, HAL.
  52. Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2019. "Food versus fuel: An updated and expanded evidence," Energy Economics, Elsevier, vol. 82(C), pages 152-166.
  53. Ladislav Krištoufek, 2010. "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 471-487.
  54. Celso-Arellano, Pedro & Gualajara, Victor & Coronado, Semei & Martinez, Jose N. & Venegas-Martínez, Francisco, 2023. "Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer ," MPRA Paper 117138, University Library of Munich, Germany, revised 06 Feb 2023.
  55. Heman D. Lohano & Robert P. King, 2009. "A Stochastic Dynamic Programming Analysis of Farmland Investment and Financial Management," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(4), pages 575-600, December.
  56. Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price," MPRA Paper 18663, University Library of Munich, Germany.
  57. Reberte, J. Carlos & Kaiser, Harry M. & Lenz, John E. & Forker, Olan D., 1996. "Generic Advertising Wearout: The Case Of The New York City Fluid Milk Campaign," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-11, December.
  58. Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
  59. Alemayehu Geda & Atnafu Meskel, 2008. "China and India's Growth Surge: Is it a curse or blessing for Africa? The Case of Manufactured Exports," African Development Review, African Development Bank, vol. 20(2), pages 247-272.
  60. Rehman, Mobeen Ur, 2020. "Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis," Resources Policy, Elsevier, vol. 68(C).
  61. Magdalena Mikolajek-Gocejna, 2022. "Systematic Risk of ESG Companies Listed on the Polish Capital Market in 2019-2022," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 597-615.
  62. Ding Chen & Umar Muhammad Gummi & Junping Wang, 2024. "Does Renminbi internationalization matter for petroleum security in China? Evidence from a disaggregate analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 961-974, January.
  63. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  64. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
  65. Dhaoui, Elwardi, 2013. "Human Capital and Economic Growth in Tunisia: Macroeconomic Findings," MPRA Paper 63689, University Library of Munich, Germany.
  66. Edward G. Anderson Jr. & Aravind Chandrasekaran & Alison Davis-Blake & Geoffrey G. Parker, 2018. "Managing Distributed Product Development Projects: Integration Strategies for Time-Zone and Language Barriers," Information Systems Research, INFORMS, vol. 29(1), pages 42-69, March.
  67. Irina M. DRAGAN & Alexandru ISAIC-MANIU, 2013. "A Barometer Of Entrepreneurial Dynamics Above The Crisis," Romanian Statistical Review, Romanian Statistical Review, vol. 61(7), pages 53-64, August.
  68. Olalekan Charles Okunlola, 2019. "Political Regime Types and Economic Development in Nigeria: Significance of Conflict and Corruption," Journal of Interdisciplinary Economics, , vol. 31(2), pages 183-216, July.
  69. Khan, Zeeshan & Hossain, Mohammad Razib & Badeeb, Ramez Abubakr & Zhang, Changyong, 2023. "Aggregate and disaggregate impact of natural resources on economic performance: Role of green growth and human capital," Resources Policy, Elsevier, vol. 80(C).
  70. Barrera, Carlos R., 2011. "Impacto amplificador del ajuste de inventarios ante choques de demanda según especificaciones flexibles," Working Papers 2011-009, Banco Central de Reserva del Perú.
  71. Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers 0401, Department of Economics, University of Victoria.
  72. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
  73. Subrata Roy, 2020. "Gold & Stock Relation: Investors’ Reaction During Covid-19 Outbreak," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 26, pages 29-52, December.
  74. De Girolamo, Anna Maria & Barca, Emanuele & Pappagallo, Giuseppe & Lo Porto, Antonio, 2017. "Simulating ecologically relevant hydrological indicators in a temporary river system," Agricultural Water Management, Elsevier, vol. 180(PB), pages 194-204.
  75. Jaime de Jesus Filho & Paulo Matos & Ronald Fonseca, 2023. "The Role of Contagion and Integration in Risk Management Measures," Global Business Review, International Management Institute, vol. 24(5), pages 1111-1128, October.
  76. Francisco J. Pallares & Adam G. Walke & Thomas M., 2014. "Are Online Pharmacy Prices Really Lower in Mexico?," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(4), pages 416-431, April.
  77. Cao, Guangxi & Cao, Jie & Xu, Longbing, 2013. "Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 797-807.
  78. Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2012. "The distribution of household consumption-expenditure budget shares," Structural Change and Economic Dynamics, Elsevier, vol. 23(1), pages 69-91.
  79. Cao, Guangxi & Xu, Longbing & Cao, Jie, 2012. "Multifractal detrended cross-correlations between the Chinese exchange market and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4855-4866.
  80. Mohamed Abbas Ibrahim, 2017. "An Examination of the Merchandise Imports Demand Function for Egypt," Applied Economics and Finance, Redfame publishing, vol. 4(2), pages 101-112, March.
  81. Samih Antoine Azar & Vera Karaguezian-Haddad, 2014. "Simulating the market coefficient of relative risk aversion," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-7, December.
  82. Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
  83. T.H. Abebe, 2021. "Using Models of the GARCH Family to Estimate the Level of Food and Non-Food Inflation in Ethiopia," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 20(4), pages 726-749.
  84. David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu, 2020. "Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange," Papers 2011.03339, arXiv.org.
  85. Diego J Pedregal, 2019. "Time series analysis and forecasting with ECOTOOL," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-23, October.
  86. repec:hal:wpaper:hal-01217928 is not listed on IDEAS
  87. Munir Ahmad & Heng Li & Muhammad Khalid Anser & Abdul Rehman & Zeeshan Fareed & Qingyou Yan & Gul Jabeen, 2021. "Are the intensity of energy use, land agglomeration, CO2 emissions, and economic progress dynamically interlinked across development levels?," Energy & Environment, , vol. 32(4), pages 690-721, June.
  88. Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
  89. Kaul, Aditya & Kayacetin, Nuri Volkan, 2017. "Flight-to-quality, economic fundamentals, and stock returns," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 162-175.
  90. Haque, Mahfuzul & Varela, Oscar & Hassan, M. Kabir, 2007. "Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 449-469, July.
  91. J. Francisco Rubio & Neal Maroney & M. Kabir Hassan, 2018. "Can Efficiency of Returns Be Considered as a Pricing Factor?," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 25-54, June.
  92. Joao Martines-Filho, 2006. "The Performance of Agricultural Market Advisory Services in Corn and Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 162-181.
  93. Wen, Danyan & Liu, Li & Ma, Chaoqun & Wang, Yudong, 2020. "Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries," Energy, Elsevier, vol. 212(C).
  94. Tiwari, Sunil & Si Mohammed, Kamel & Guesmi, Khaled, 2023. "A way forward to end energy poverty in China: Role of carbon-cutting targets and net-zero commitments," Energy Policy, Elsevier, vol. 180(C).
  95. Sugra Humbatova & Ibrahim Guliyev Gadim & Sabuhi Tanriverdiyev Mileddin & Natig Gadim-Oglu Hajiyev, 2023. "Impact of Oil Factor on Consumer Market: The Case of Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 202-215, July.
  96. Ching-Chih Chang & Tin-Chia Lai, 2011. "Nonlinear model for Panamax secondhand ship," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2193-2198.
  97. Mensah, Jones Odei & Premaratne, Gamini, 2018. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
  98. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
  99. Lan Khanh Chu, 2023. "Environmentally related technologies and environmental regulations in promoting renewable energy: evidence from OECD countries," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 13(1), pages 177-197, March.
  100. Murad Moqbel & Barbara Hewitt & Fiona Fui-Hoon Nah & Rosann M. McLean, 2022. "Sustaining Patient Portal Continuous Use Intention and Enhancing Deep Structure Usage: Cognitive Dissonance Effects of Health Professional Encouragement and Security Concerns," Information Systems Frontiers, Springer, vol. 24(5), pages 1483-1496, October.
  101. Sangyeol Lee & Hiroki Masuda, 2010. "Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE," Statistical Inference for Stochastic Processes, Springer, vol. 13(2), pages 147-161, June.
  102. King, Robert P. & Lohano, Heman D., 2006. "Accuracy of Numerical Solution to Dynamic Programming Models," Staff Papers 14230, University of Minnesota, Department of Applied Economics.
  103. Pfaff, Bernhard, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i04).
  104. Wang, Yizhi, 2022. "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  105. Arvid Oskar Ivar Hoffmann & Wander Jager & J. H. Von Eije, 2007. "Social Simulation of Stock Markets: Taking It to the Next Level," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 10(2), pages 1-7.
  106. Asmawi Hashim & Norimah Rambeli & Norasibah Abdul Jalil & Normala Zulkifli & Emilda Hashim & Noor Al-Huda Abdul Karim, 2019. "Does Export Led Growth Hypothesis Hold Under World Crisis Recovery Regime in Malaysia?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(5), pages 9-19, December.
  107. Xu Gong & Keqin Guan & Qiyang Chen, 2022. "The role of textual analysis in oil futures price forecasting based on machine learning approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1987-2017, October.
  108. Zebende, G.F. & da Silva, M.F. & Machado Filho, A., 2013. "DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1756-1761.
  109. Yamile Díaz Torres & Paride Gullo & Hernán Hernández Herrera & Migdalia Torres del Toro & Mario A. Álvarez Guerra & Jorge Iván Silva Ortega & Arne Speerforck, 2022. "Statistical Analysis of Design Variables in a Chiller Plant and Their Influence on Energy Consumption and Life Cycle Cost," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
  110. Elyas Elyasiani & Iqbal Mansur & Jill Wetmore, 2010. "Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 89-107, January.
  111. Zheng, Xinye & Wang, Jing & Li, Xilu & Yu, Yihua, 2013. "On the supply of China's healthcare resources in a decentralized healthcare system," MPRA Paper 56030, University Library of Munich, Germany.
  112. Lubos Briatka, 2006. "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers wp308, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  113. Mahfuzul Haque & Oscar Varela, 2010. "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 171-197, August.
  114. Mahmut GÜNAY & Cengiz CIHAN & Seref SAYGILI & Mesut SAYGILI & Azim ÖZDEMIER, 2008. "Trade Block of Quarterly Macroeconometric Model of Turkey," EcoMod2008 23800048, EcoMod.
  115. Gabriel Okasa, 2022. "Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance," Papers 2201.12692, arXiv.org.
  116. Khatai Aliyev & Sugra Humbatova & Natig Hajiyev Gadim-Oglu, 2023. "How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan," Sustainability, MDPI, vol. 15(7), pages 1-11, March.
  117. repec:jss:jstsof:27:i04 is not listed on IDEAS
  118. Jian Zhang & Lee W. Sanning & Sherrill Shaffer, 2010. "Market Efficiency Test in the VIX Futures Market," CAMA Working Papers 2010-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  119. Jeyhun Mikayilov & Vusal Shukurov & Shahriyar Mukhtarov & Sabuhi Yusifov, 2017. "Does Urbanization Boost Pollution from Transport?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(5), pages 1709-1718.
  120. Necati Berk & Nurbek Madmarov, 2021. "Traditional Values and Institutional Quality," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 38-58.
  121. Luis Fernando Melo & Héctor Núñez, 2004. "Combinación de Pronósticos de la Inflación en Presencia de cambios Estructurales," Borradores de Economia 286, Banco de la Republica de Colombia.
  122. Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," Borradores de Economia 2153, Banco de la Republica.
  123. Thomas Fullerton & Osvaldo Miranda, 2009. "Borderplex brand name medicine price differences," Applied Economics, Taylor & Francis Journals, vol. 43(8), pages 929-939.
  124. Wang, Mengxia & Hossain, Mohammad Razib & Si Mohammed, Kamel & Cifuentes-Faura, Javier & Cai, Xiaotong, 2023. "Heterogenous Effects of Circular Economy, Green energy and Globalization on CO2 emissions: Policy based analysis for sustainable development," Renewable Energy, Elsevier, vol. 211(C), pages 789-801.
  125. Mumin Atalay Cetin & Ibrahim Bakirtas, 2020. "The long-run environmental impacts of economic growth, financial development, and energy consumption: Evidence from emerging markets," Energy & Environment, , vol. 31(4), pages 634-655, June.
  126. Sugra Humbatova, 2023. "The Impact of Oil Prices on State Budget Income and Expenses: Case of Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 189-212, January.
  127. Quatto, Piero & Vacca, Gianmarco & Zoia, Maria Grazia, 2021. "A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  128. Felix Kimtai Kiminyei, 2019. "Empirical Investigation on the Relationship among Kenyan Public Debt, Tax Revenue and Government Expenditure," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(1), pages 142-159, March.
  129. Abdullah Mohammad Ghazi Al khatib & Bayan Mohamad Alshaib & Ali Mohamad Kanaan, 2023. "The Interaction Between Financial Development and Economic Growth: A Novel Application of Transfer Entropy and Nonlinear Approach in Algeria," SAGE Open, , vol. 13(4), pages 21582440231, December.
  130. ROY Subrata, 2020. "Gold & Stock Relation: Investors Reaction During Covid-19 Outbreak," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 103-126, November.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.