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Applied Econometrics

Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel con...

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Salvato in:
Autore principale: Chang, Chia-Lin
Natura: Online
Lingua:inglese
Pubblicazione: MDPI - Multidisciplinary Digital Publishing Institute 2021
Soggetti:
QA1-939
Q1-390
FHA loan
E42
Misery Index
economic development
managing of financial health
duration models
system GMM
maximum likelihood estimator
FMOLS
market microstructure
foreclosure
company performance
vector error correction model (VECM)
earnings forecasts
multivariate regression models
competing risks
social network model
price recovery
trading behavior
efficiency
prediction methods
panel data
nonlinearity
control environment
earnings announcements
economic freedom
E58
risk of bankruptcy
foreign direct investment
Granger causality test
budgetary system and strategies
denomination range
heavy-tailed data
unemployment
exploratory diagnostics
EGARCH
historical time series
home mortgage
economic growth
abnormal returns
uncorrelated multivariate Student distribution
post-communist countries
nonparametric time series modeling
inflation
unified time series algorithm
unobserved heterogeneity
JEL Classification
Fama-French factor model
oil price
risk spillover
exchange rate
Nigeria
financial markets
middle income countries
trade balance
independent multivariate Student distribution
panel data factor model
Mahalanobis distances
derivatives market
operational control
Okun’s law
default and prepayment
DOLS
income inequality
frequency domain causality
Granger-causality tests
cointegration
financial analysts
postage stamps
cash payments
Probit and Logit models
bic Book Industry Communication::P Mathematics & science
Accesso online:33638
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