Keywords: Market liquidity; Stock returns; Stocks; Survivor bias free; Predictability; C01; C10; C22; C23; G1; G12; G14;
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Keywords: Temperature; Economic growth; Subnational data; Quadratic model; Fixed effects regression; C01; C33; O44; Q51; Q54;
Keywords: Sukuk; Buy and hold effect; Investment strategy; Rebalancing; Secondary market; C01; C49; C52; D49; G11; G15;
Keywords: C01; C35; C38; Binary choice model; Interactive effects; Projection method; Partition regression; Special regressor;
Keywords: C01; G12; G14; Bitcoin; Tether; Cryptocurrency;
Keywords: Energy systems models; Consumer behavior; Vehicle choice; Transportation; Light-duty vehicles; C01; C35; C44; C54; C61; D12;
Keywords: C01; C13; C23; Dynamic panel models; Individual effects; Initial values; Projection method; Conditional or unconditional likelihood approach;
Keywords: C01; C02; C13; C14; C80; ItoË semimartingale; High frequency data; Multiple transactions; Realized power variations; Microstructure noise; Central limit theorem;
Keywords: C01; H5; H20; Fiscal policy; Asymmetric effects; Deleveraging process; Financial cycle; TVAR; GIRFs;
Keywords: C01; G12; G14; Bitcoin; Cryptocurrency; Market efficiency; Market liquidity;
Keywords: Hedonic; Discrete choice; Sorting; Demand; C01; R21; J23;
Keywords: C01; C12; C52; Matrix equality; Trace; Determinant; Arithmetic mean; Geometric mean; Harmonic mean; Sandwich covariance matrix; Eigenvalues;
Keywords: C01; C32; O13; P28; C5; Q02; Natural gas; Driving factors; Cointegration; Causal relationship; Directed acyclic graph;
Keywords: C01; C12; C22; Continuous-time factor model; Factor loading matrix; High dimensional itô process;
Keywords: C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: C01; C13; C23; Interactive effects; Static and dynamic models; Initial observations; Asymptotic bias;
Keywords: Teacher value-added; Precision; Stability; Student achievement; Teacher accountability; I2; I21; I28; J3; C01; C33;
Keywords: K41; K42; O31; O32; O34; C01; learning effect; patenting behavior; patent litigation; patent strategy; patent insurance;
Keywords: C01; R21; R31; Rent explosiveness; Real estate bubbles; Housing market; Explosive behavior;
Keywords: Shale gas; Natural gas; Crude oil; Cointegration; Vector Error Correction Models; C01; C32; Q40; Q41;
Keywords: Regional natural gas market; Crude oil market; Ensemble empirical mode decomposition; Nonlinear Granger causality test; Multi-scale analysis; C01; C32; C58; Q40; Q41; Q47;
Keywords: C01; C12; D63; G15; Inequality; Gini coefficient; Financial reform; Unit root; Panel; Fractional integration;
Keywords: O11; O13; L16; Q02; C01; C33; Dutch disease; Natural resources; Structural transformation; Panel-VAR;
Keywords: Oil prices; Rigs; Oil production; SVAR; D40; D00; C80; C58; C01; D40;
Keywords: C01; C02; C13; C14; C22; C32; C58; Asymptotic bias; Asynchronous times; Endogenous model; Hayashi-Yoshida estimator; High-frequency data; Quadratic covariation; Time endogeneity;
Keywords: Q54; R5; R10; R12; D22; L10; L25; M13; C01; Natural disaster; Firms; Japan; Earthquake;
Keywords: E32; E37; C01; C22; Chinese business cycles; Latent real business condition; Mixed-frequency model;
Keywords: Bootstrapping; Regressor classification; DWH orthogonality tests; Test implementation; Test performance; Simulation design; C01; C12; C15; C50;
Keywords: G10; C01; C14; G14; Structural changes; Nonstationary volatility; Wild bootstrap;
Keywords: Q35; C01; Oil reserves; Oil production; Crude oil prices; Reserve life; Time series analysis; Persistence;
Keywords: C01; C05; C34; H1; H5; Time series; Nonlinearity; Threshold Vector Error Correction; Public spending; Economic growth; Wagner's Law;
Keywords: C01; C33; 013; Q43; Economic growth; Fossil fuel consumption; Non-fossil fuel consumption; Granger causality; Pool Mean Group estimation;
Keywords: C01; C02; C13; C14; C22; G11; Consistency; Cumulants; Contiguity; Continuity; Discrete observation; Efficiency; Equivalent martingale measure; High frequency data; Jumps; Leverage effect; M-estimation; Medianisation; Microstructure; Pre-averaging; Realise
Keywords: C01; C10; C23; Panel data; Lasso; Oracle inequality; Sup-norm bounds; High-dimensional models; Weak sparsity; Correlated random effects; Mundlak-Chamberlain; Variable selection; Uniform inference;
Keywords: C01; C12; C21; Poverty Gap Profile; Poverty Gap Profile dominance; Hypothesis testing; Poverty line;
Keywords: C01; C30; C32; Panel dynamic simultaneous equations; Maximum likelihood; Instrumental variable; Generalized method of moments; Multi-dimensional asymptotics;
Keywords: C01; C13; C15; C53; C58; Hidden Markov model; Long-run risk; Learning; Value at risk; Indirect inference; Particle filters;
Keywords: G01; C01; C11; C58Time-varying parameters; On-line Kalman filter; Simulation-based inference; Predictive likelihood; Volatility factors
Keywords: C01; C14; Least squares series; Strong approximations; Uniform confidence bands;
Keywords: C01; C12; C15; Partial identification; Moment inequalities; Specification tests; Hypothesis testing;
Keywords: Volatility function; Diffusion models; Nonparametric estimation; Two-step estimation; High-frequency data; C01; C14; C15; C22;
Keywords: Bivariate empirical mode decomposition; Nonlinear Granger causality test; Multi-scale analysis; Carbon market; Crude oil market; C01; C32; E30; Q41; Q43; Q56;
Keywords: C0; C01; E0; Generalized dynamic factor models; Vector processes with singular spectral density; One-sided representations for dynamic factor models;
Keywords: C01; C21; C51; E52; G12; Quantile regression; Monetary policy; Stock markets;
Keywords: C01; C32; C58; G1; G13; G17; Markov-switching models; Cointegration; Error correction models; Natural gas; Crude oil;
Keywords: C01; C22; Co-integration; Co-summability; Integrated processes; Non-linear balanced relationships; Non-linear processes; Summability;
Keywords: Religious beliefs; Economic growth; Provincial panel data; O11; Z12; C01;
Keywords: F31; C58; C51; C01; Markov regime switching; Expectation-Maximization algorithm; Mean-reverting; Local volatilityEconomic data; 91G70; 60J05; 91G30;
Keywords: C01; C12; C21; Hypothesis testing; Stochastic dominance; Treatment effects; Propensity score;
Keywords: C01; C02; C14; C22; C53; Q4; Component estimation; Filtering procedures; Electricity prices; Long-term dynamics; Nonparametric methods;