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...

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Bibliographic Details
Format:	eBook
Language:	English
Published:	MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:	abnormal returns budgetary system and strategies cash payments cointegration company performance competing risks control environment default and prepayment denomination range derivatives market DOLS duration models E42 E58 earnings announcements earnings forecasts economic development economic freedom economic growth efficiency EGARCH exchange rate exploratory diagnostics Fama-French factor model FHA loan financial analysts financial markets FMOLS foreclosure foreign direct investment frequency domain causality Granger causality test Granger-causality tests heavy-tailed data historical time series home mortgage income inequality independent multivariate Student distribution inflation JEL Classification Mahalanobis distances managing of financial health market microstructure maximum likelihood estimator middle income countries Misery Index multivariate regression models Nigeria nonlinearity nonparametric time series modeling oil price Okun's law operational control panel data panel data factor model post-communist countries postage stamps prediction methods price recovery Probit and Logit models risk of bankruptcy risk spillover social network model system GMM trade balance trading behavior uncorrelated multivariate Student distribution unemployment unified time series algorithm unobserved heterogeneity vector error correction model (VECM)
Online Access:	Open Access: DOAB: description of the publication Open Access: DOAB, download the publication

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Open Access: DOAB: description of the publication
Open Access: DOAB, download the publication

Applied Econometrics

Internet

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