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C52 - Model Evaluation and Selection
Contributing journals to this collection:
Review of Finance,
European Review of Agriculture Economics,
The World Bank Economic Review,
Journal of Economic Geography,
Cambridge Journal of Regions, Economy and Society,
American Law and Economics Review,
Industrial and Corporate Change,
CESifo Economic Studies,
The Review of Financial Studies,
Contributions to Political Economy,
Journal of Financial Econometrics,
Journal of Law, Economics, and Organization,
Journal of African Economies,
Socio-Economic Review,
Oxford Economic Papers,
The World Bank Research Observer,
Oxford Review of Economic Policy,
Cambridge Journal of Economics,
Journal of Competition Law and Economics,
and Review of Environmental Economics and Policy
Citations 1-10 of 29 total displayed.
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A Simple Test for GARCH Against a Stochastic Volatility Model
- Philip Hans Franses, Marco van der Leij, and Richard Paap
J. Financial Econometrics 2008; 6: 291-306.
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Targets, zones, and asymmetries: a flexible nonlinear model of recent UK monetary policy
- Virginie Boinet and Christopher Martin
Oxf. Econ. Pap. 2008; 60: 423-439.
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Detecting ARCH Effects in Non-Gaussian Time Series
- Burkhard Raunig
J. Financial Econometrics 2008; 6: 271-289.
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Using a Contingent Valuation Approach for Improved Solid Waste Management Facility: Evidence from Enugu State, Nigeria
- William M. Fonta, H. Eme Ichoku, Kanayo K. Ogujiuba, and Jude O. Chukwu
J. Afr. Econ. 2008; 17: 277-304.
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Capturing structural changes in French meat and fish demand over the period 1991–2002
- Olivier Allais and Véronique Nichèle
Eur. Rev. Agric. Econ. 2007; 34: 517-538.
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Stock Return Predictability: Is it There?
- Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707.
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The new economic geography versus urban economics: an evaluation using local wage rates in Great Britain
- Bernard Fingleton
Oxf. Econ. Pap. 2006; 58: 501-530.
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Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns
- David E. Rapach and Mark E. Wohar
J. Financial Econometrics 2006; 4: 238-274.
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The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study
- Guglielmo Maria Caporale, Christos Ntantamis, Theologos Pantelidis, and Nikitas Pittis
J. Financial Econometrics 2005; 3: 282-309.
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Non-linear inflationary dynamics: evidence from the UK
- Michael Arghyrou, Christopher Martin, and Costas Milas
Oxf. Econ. Pap. 2005; 57: 51-69.
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