Search Results

The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests

Authors: Aggarwal, Raj; Lucey, Brian M.; Mohanty, Sunil K.

Source: The Financial Review, Volume 44, Number 4, November 2009 , pp. 625-645(21)

Publisher: Blackwell Publishing

Assessing the mean reversion behaviour of fiscal policy: the perspective of Asian countries

Authors: Lau, Evan; Baharumshah, Ahmad Zubaidi

Source: Applied Economics, Volume 41, Number 15, June 2009 , pp. 1939-1949(11)

Publisher: Routledge, part of the Taylor & Francis Group

Asymptotic normality of the Nadaraya-Watson estimator for nonstationary functional data and applications to telecommunications

Authors: Aspirot, Laura; Bertin, Karine; Perera, Gonzalo

Source: Journal of Nonparametric Statistics, Volume 21, Number 5, July 2009 , pp. 535-551(17)

Publisher: Taylor and Francis Ltd

The Global Side of the Investment-Saving Puzzle

Authors: BYRNE, JOSEPH P.; FAZIO, GIORGIO; FIESS, NORBERT

Source: Journal of Money, Credit and Banking, Volume 41, Number 5, August 2009 , pp. 1033-1040(8)

Publisher: Blackwell Publishing

Effect of Noise on T-Wave Alternans Measurement in Ambulatory ECGs Using Modified Moving Average versus Spectral Method

Authors: SELVARAJ, RAJA J.; CHAUHAN, VIJAY S.

Source: Pacing and Clinical Electrophysiology, Volume 32, Number 5, May 2009 , pp. 632-641(10)

Publisher: Blackwell Publishing

Does cointegration of prices of North American softwood lumber species imply nearly perfectly substitutable products?

Authors: Shook, Steven R.; Plesha, Nataliya; Nalle, Darek J.

Source: Canadian Journal of Forest Research, Volume 39, Number 3, 1 March 2009 , pp. 553-565(13)

Publisher: NRC Research Press

Modelling the longitudinal properties of financial ratios

Authors: McLeay, Stuart; Stevenson, Maxwell

Source: Applied Financial Economics, Volume 19, Number 4, February 2009 , pp. 305-318(14)

Publisher: Routledge, part of the Taylor & Francis Group

Are real exchange rates mean reverting? Evidence from a panel of OECD countries

Authors: Aslan, Ozgur; Korap, Levent

Source: Applied Economics Letters, Volume 16, Number 1, January 2009 , pp. 23-27(5)

Publisher: Routledge, part of the Taylor & Francis Group

Bias-Reduced Estimation of Long-Memory Stochastic Volatility

Authors: Frederiksen, Per; Nielsen, Morten rregaard

Source: Journal of Financial Econometrics, Volume 6, Number 4, 23 July 2008 , pp. 496-512(17)

Publisher: Oxford University Press

Surplus production dynamics in declining and recovering fish populations

Authors: Walters, Carl J.; Hilborn, Ray; Christensen, Villy

Source: Canadian Journal of Fisheries and Aquatic Sciences, Volume 65, Number 11, 1 November 2008 , pp. 2536-2551(16)

Publisher: NRC Research Press

The pattern of international patenting and technology diffusion

Author: Hafner, Kurt

Source: Applied Economics, Volume 40, Number 21, November 2008 , pp. 2819-2837(19)

Publisher: Routledge, part of the Taylor & Francis Group

Double unit root tests for cross-sectionally dependent panel data

Authors: Shin, Dong Wan; Jung, Yoon Young; Oh, Man-Suk

Source: Journal of Applied Statistics, Volume 35, Number 11, 2008 , pp. 1305-1321(17)

Publisher: Routledge, part of the Taylor & Francis Group

Historical trends in productivity of 120 Pacific pink, chum, and sockeye salmon stocks reconstructed by using a Kalman filter

Authors: Dorner, Brigitte; Peterman, Randall M.; Haeseker, Steven L.

Source: Canadian Journal of Fisheries and Aquatic Sciences, Volume 65, Number 9, 1 September 2008 , pp. 1842-1866(25)

Publisher: NRC Research Press

An Ecosim Model for Exploring Gulf of Mexico Ecosystem Management Options: Implications of Including Multistanza Life-History Models for Policy Predictions

Authors: Walters, Carl; Martell, Steven J.D.; Christensen, Villy; Mahmoudi, Behzad

Source: Bulletin of Marine Science, Volume 83, Number 1, July 2008 , pp. 251-271(21)

Publisher: University of Miami - Rosenstiel School of Marine and Atmospheric Science

Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective

Authors: Koutris, Andreas; Heracleous, Maria; Spanos, Aris

Source: Econometric Reviews, Volume 27, Numbers 4-6, July 2008 , pp. 363-384(22)

Publisher: Taylor and Francis Ltd

Modeling Longitudinal Spatial Periodontal Data: A Spatially Adaptive Model with Tools for Specifying Priors and Checking Fit

Authors: Reich, Brian J.; Hodges, James S.

Source: Biometrics, Volume 64, Number 3, September 2008 , pp. 790-799(10)

Publisher: Blackwell Publishing

A KPSS Test for Stationarity for Spatial Point Processes

Author: Guan, Yongtao

Source: Biometrics, Volume 64, Number 3, September 2008 , pp. 800-806(7)

Publisher: Blackwell Publishing

Modelling profit series: nonstationarity and long memory

Authors: Gschwandtner, Adelina; Hauser, Michael

Source: Applied Economics, Volume 40, Number 11, June 2008 , pp. 1475-1482(8)

Publisher: Routledge, part of the Taylor & Francis Group

A confirmatory analysis of the unit root hypothesis for OECD consumption-income ratios

Author: Romero-Avila, Diego

Source: Applied Economics, Volume 40, Number 17, September 2008 , pp. 2271-2278(8)

Publisher: Routledge, part of the Taylor & Francis Group

Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity

Author: Rao, SuhasiniSubba

Source: Journal of Time Series Analysis, Volume 29, Number 4, July 2008 , pp. 673-694(22)

Publisher: Blackwell Publishing