Keywords: F34; F36; G32; C12; Macroeconomic; Institutional; Bank debt; Firm-specific factors;
مقالات ISI (ترجمه نشده)
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Keywords: C12; C14; Self-excitation; Jumps; Semimartingale; Spot jump intensity; Discrete sampling; High frequency data; Financial crisis;
Keywords: C12; C14; C31; C33; Increasingly many parameters; Central limit theorem; Lagrange Multiplier test; Wald test; Likelihood Ratio test; Nonparametric specification testing; Series estimation; Adaptive estimation; Spatial autoregression;
Keywords: C12; C14; C23; Local smoothing; Panel data; Parameter constancy; Smooth structural changes;
Keywords: Corporate hedging; Corporate governance (CG); Agency problem; Under/overinvestment; Logistic regression; G32; G33; G34; C12; C35;
Keywords: G01; G12; G15; C12; C14; C58; Flight-to-safety; Flight-to-quality; Mutual excitation in jumps; High frequency data; Stock-bond comovement;
Keywords: C12; C13; C14; Nonparametric regression; Threshold variable; Threshold value; Significance test;
Keywords: C12; Structural break test; Factor-augmented regression model; Asymptotic null distribution;
Keywords: C12; Nonstationary panel logit; Serial correlation; Significance test;
Keywords: C4; C12; GARCH-type models; AGARCH models; Monitoring a parameter change; CUSUM method based on score functions;
Keywords: C12; C15; C26; Bootstrap; J test; Anderson-Rubin test; Many instruments; Weak instruments;
Keywords: C12; C13; C15; Panel data; Fixed effects; Kink regression; Unknown threshold; Testing for kink effect;
Keywords: C12; C14; C21; Distance covariance; Integrated conditional moment test; Martingale difference divergence; Martingale difference correlation; Specification test;
Keywords: C12; C22; Linear trend; Time-varying variance; Unit root; Robust test;
Keywords: C12; C15; Structural break; Fourier approximation; Unit root test;
Keywords: Bayes factor; Ï2 test; Markov Chain Monte Carlo (MCMC); Short-term interest rate models; Hypothesis testing; C11; C12; G12;
Keywords: C1; C2; C12; C22; C26; Dynamic least squares regression; Serial correlation; Conditional heteroscedasticity; Maximum overlap discrete wavelet transformation;
Keywords: C12; C13; C14; C21; Partially linear varying coefficient model; Spatial autoregressive models; Local linear method; Profile quasi-maximum likelihood approach; Generalized likelihood ratio test;
Keywords: Causal inference; Accounting research; Quasi-experimental methods; Generalizability; C12; C51; M40; M41;
Keywords: C12; C58; G10; Gold; Gold mining stocks; Quantile regression; Granger non-causality;
Keywords: C12; C52; J18; Traffic safety; Economic analysis; Louisiana; Motor vehicle; Negative binomial model;
Keywords: °C; degrees Celsius; ANOVA; analysis of variance; AUC; area under the curve; BBB; blood brain barrier; Boc; tert-butyloxycarbonyl; C12; 2-amino-d,l-dodecanoic acid; CSS; charcoal stripped serum; DHT; dihydrotestosterone; DMEM; Dulbecco's modified Eagle
Keywords: C12; C51; R31; E31; Speculative bubbles; Housing market; Fundamentals; Macroeconomic conditions; Regional;
Keywords: C12; C23; Q02; Gradual shifts; Fourier approximation; Stationarity test; Panel data; Commodity prices;
Keywords: C12; C22; F31; Purchasing power parity; Quantile unit root; Quantile cointegration;
Keywords: C60; C61; C12; C22; G10; G11; L94; N75; Q41; Financial optimization; Portfolio optimization in electricity markets; Mean-variance optimization; Down-side; Semi-variance; Risk management; Electricity market;
Keywords: C12; C13; C30; Tests of rank; Cointegration; Plug-in principle; Null space estimation; Reduced-rank approximation; Local power; Misspecification;
Keywords: C12; C13; C14; Bid-ask spread; Roll model; Semiparametric identification; Latent variables;
Keywords: Change-point tests; Correlation breaks; Dynamic conditional correlation (DCC); Multivariate GARCH models; Spurious conditional correlation; C12; C52; G01; G11;
Keywords: C01; C12; D63; G15; Inequality; Gini coefficient; Financial reform; Unit root; Panel; Fractional integration;
Sequential monitoring of the tail behavior of dependent data
Keywords: C12; C14; C22; Sequential monitoring; Change point; β-mixing; Tail index; Extreme quantiles; Functional central limit theorem;
Keywords: C58; C12; C14; Nonparametric test; Stochastic volatility models;
Keywords: C12; C14; Conditional moment equalities; Identified set; Sieve space; Bootstrap;
Keywords: Panel cointegration; p-value; Common factors; Rank test; Cross-sectional dependence; C12; C15; C33;
Keywords: C12; C14; C32; C58; Deterministic trends; Factor models; Fractional cointegration; Long memory; Realized variance; Semiparametric estimation; Structural change;
Keywords: C12; D03; I20; J30; I21; J24; Birth month effect; Life earnings; Relative age;
Keywords: C12; C13; C33; C52; G10; Large threshold factor model; Least squares estimation; Model selection; Linearity testing; Connectedness;
Keywords: Oil price; Inflation; Asymmetry; Heterogenous panels; C12; C22; E31;
Keywords: C12; C14; C22; Cointegration; Endogeneity; Nonparametric kernel estimation; Parametric model specification; Time series;
Keywords: Balance tests; Experimental auctions; Randomization to treatment; Placebo tests; Projection bias; Mood induction; C12; C90; D91;
Keywords: C12; C21; C24; C41; Discrete time duration model; Heaping; Measurement error; Parameters on the boundary; Neonatal mortality;
Keywords: C12; C13; C23; Large dynamic panel data models; Cross-sectional strong-dependence; Central limit theorems; Homogeneity; Bootstrap algorithms;
Keywords: G13; C12; Time-varying risk aversion; Return predictability; S&P 500 index returns;
Keywords: C12; C14; C30; GMM; Generalised empirical likelihood; Series approximations; Restricted tests; Unrestricted tests; Local power;
Keywords: C10; C12; C15; Bootstrap; Bootstrap iteration; Unit root; MA(1);
Keywords: C12; C15; Asymptotic size; Asymptotic power; Conditional moment inequalities; Confidence set; Cramér-von Mises; Kolmogorov-Smirnov; Moment inequalities;
Keywords: C12; C26; C36; C18; Indirect least squares; Inverse test; Fieller method; Anderson and Rubin test; Delta method;
Keywords: C12; C32; G10; Dynamic hedge ratios; Conditional correlation; Commodity market; Equity index; Risk management;
Keywords: C12; C14; C33; C38; Factor model; Information criterion; Local principal component; Local smoothing; Structural change; Test; Time-varying parameter;
Keywords: C12; C13; C58; Cointegrated system; Explosive process; Moderate deviations from unity; Double asymptotics; Real estate market;