دانلود مقالات ISI درباره C12 + ترجمه فارسی

Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania

Keywords: Likelihood ratio test; Marcellus; Model evaluation; Natural gas; Structural change; VAR; C12; C32; C52; L95;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

A weak instrument F-test in linear IV models with multiple endogenous variables

Keywords: C12; C36; Weak instruments; Multiple endogenous variables; F-test;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

Solving the SRI puzzle? A note on the mainstreaming of ethical investment

Keywords: Ethical investment; Sharpe ratios; volatility analysis; A13; C12; G11; G15; M14;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2016 سفارش ترجمه

Testing for Granger causality in large mixed-frequency VARs

Keywords: C11; C12; C32; Granger causality; Mixed frequency VAR; Bayesian VAR; Reduced rank model; Bootstrap test;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه

Testing for monotonicity in unobservables under unconfoundedness

Keywords: C12; C14; C21; C26; Control variables; Conditional exogeneity; Endogenous variables; Monotonicity; Nonparametrics; Nonseparable; Specification test; Unobserved heterogeneity;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2016 سفارش ترجمه

The global EKCs

Keywords: C12; F18; H23; N50; O13; Q50; Environmental Kuznets Curve; Inverted U-shape; Leakage;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2016 سفارش ترجمه

Sieve instrumental variable quantile regression estimation of functional coefficient models

Keywords: C12; C13; C14; C21; C23; C26; Endogeneity; Functional coefficient; Heterogeneity; Instrumental variable; Panel data; Sieve estimation; Specification test; Structural quantile function;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2016 سفارش ترجمه

Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks

Keywords: Trading volume; Realized volatility; Asymmetric information; Jumps; C12; C34; G10; G12;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2016 سفارش ترجمه

On the properties of the constrained Hansen-Jagannathan distance

Keywords: No-arbitrage; Constrained Hansen-Jagannathan distance; Asset-pricing models; Linear SDFs; Equity pricing; C12; C13; G12;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2016 سفارش ترجمه

Restoring monotonic power in Wald/LM-type tests

Keywords: C12; C22; Long-run variance; Nonmonotonic power; Wald/LM-type tests;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2015 سفارش ترجمه

Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions

Keywords: Asian stock markets; Mean reversion; Unit root test; Stationary test; Fourier function; C12; C22; G12;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2015 سفارش ترجمه

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

Keywords: C12; C18; C23; C26; IV; MLE; GMM; Asymptotic bias; Large N, T;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Do federal reserve bank presidents have a regional bias?

Keywords: Individual Taylor-type rules; Regional bias; Real-time data; Interest rate preferences; C12; C30; D72; E58;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data

Keywords: C12; C33; C35; Generalized linear models; Longitudinal data; Fixed-effects; Hausman-type tests; Self-reported health; Health and Retirement Study;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Value at Risk of the main stock market indexes in the European Union (2000–2012)

Keywords: C12; C13; C22; G01; G11; G15; G32Value-at-Risk; Extreme value theory; Heavy tails; Stock market indexes; Eurozone

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Improved likelihood ratio tests for cointegration rank in the VAR model

Keywords: C12; C32; Cointegration rank; Efficiency; Likelihood ratio test; Vector autoregression;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

The power of PANIC

Keywords: C12; C13; C33; Unit root test; Panel data; Incidental trends; Common factors; Local asymptotic power;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Detecting structural changes using wavelets

Keywords: C1; C5; C12; C22; Structural change tests; Structural break tests; Wavelets; Maximum overlap discrete wavelet transformation;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

A new method of measuring herding in stock market and its empirical results in Chinese A-share market

Keywords: Herding; Chinese A-share market; APT; Fama-French Three-Factor Model; Cross-sectional dispersion; C12; C21; G02; G14;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

A bootstrapped spectral test for adequacy in weak ARMA models

Keywords: C01; C12; C22; Block-wise random weighting method; Diagnostic checking; Least squares estimation; Spectral test; Weak ARMA models; Wild bootstrap;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Model-free volatility indexes in the financial literature: A review

Keywords: Volatility indices; Leverage effect; Forecast volatility; Variance risk premium; Volatility derivatives; G10; C12; G13; G14;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2015 سفارش ترجمه

On the bootstrap for Moran's I test for spatial dependence

Keywords: C12; C15; C21; R15; Bootstrap; Spatial; Moran's I; Consistency; Asymptotic refinement; Linear-quadratic form;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2015 سفارش ترجمه

Large sample properties of the matrix exponential spatial specification with an application to FDI

Keywords: C12; C13; C21; F14; F21; Spatial autocorrelation; MESS; QML; GMM; Heteroskedasticity; Delta method; FDI;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2015 سفارش ترجمه

Nonparametric specification tests for stochastic volatility models based on volatility density

Keywords: C58; C12; C14; Nonparametric tests; Kernel deconvolution estimator; Stochastic volatility model;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

Robust inference in nonlinear models with mixed identification strength

Keywords: C12; C15; Mixed rates; Nonlinear regression; Robust inference; Uniformity; Weak identification;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

Select the valid and relevant moments: An information-based LASSO for GMM with many moments

Keywords: C12; C13; C36; Adaptive penalty; GMM; Many moments; Moment selection; Oracle properties; Shrinkage estimation;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model

Keywords: Inflation; Inflation uncertainty; Seasonality; Long memory; Time-varying causality; Markov switching model; C12; C32; E31;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2015 سفارش ترجمه

Sieve semiparametric two-step GMM under weak dependence

Keywords: C12; C22; C32; C140; Sieve two-step GMM; Weakly dependent data; Auto-correlation robust inference; Semiparametric over-identification test; Numerical equivalence; Random perturbation derivative estimator;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2015 سفارش ترجمه

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Keywords: C12; C13; C23; Dynamic panels; Cross-sectional heteroskedasticity; Monte Carlo simulation; Transformed MLE; GMM estimation;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2015 سفارش ترجمه

LM tests of spatial dependence based on bootstrap critical values

Keywords: C12; C15; C18; C21; Asymptotic refinements; Bootstrap; Edgeworth expansion; LM tests; Spatial dependence; Size; Power; Local misspecification; Heteroskedasticity; Wild bootstrap;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2015 سفارش ترجمه

Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets

Keywords: C12; C22; C58; G13; G14; Bootstrap; Efficient market hypothesis; Fractional integration; Score tests; Spot and futures commodity prices; Time-varying volatility;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2015 سفارش ترجمه

A residual-based ADF test for stationary cointegration in I(2) settings

Keywords: C12; C22; C32; I(2) systems; Stationary cointegration; Multicointegration; Residual-based tests;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2015 سفارش ترجمه

Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV

Keywords: C12; C13; C14; C22; C52; C58; G1; Nonparametric; Realized volatility; HAR; Heterogeneous; Autoregressive;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2014 سفارش ترجمه

The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break

Keywords: C12; C15; C22; Time-varying cointegration; Chebyshev time polynomials; Structural break; FMLS-based CUSUM test;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2014 سفارش ترجمه

A fast resample method for parametric and semiparametric models

Keywords: C12; C15; C22; C52; Score function; Bootstrap; Subsampling; Nonlinear models;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2014 سفارش ترجمه

Small-sample inference with spatial HAC estimators

Keywords: C12; C14; Spatial econometrics; HAC estimation; Robust estimation;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2014 سفارش ترجمه

Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application

Keywords: Spatial econometrics; Nonlinearity; Autoregressive smooth transition; C12; C21; C51; O18; R11;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2014 سفارش ترجمه

Testing for heteroskedasticity in fixed effects models

Keywords: C12; C23; Heteroskedasticity; Panel data;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2014 سفارش ترجمه

Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity

Keywords: C10; C12; C22; C50; (Nonlinear) unit root test; Heteroskedasticity; Wild bootstrapping; Purchasing power parity;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2014 سفارش ترجمه

The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi

Keywords: C12; G14; Q42; Renewable energy; Nuclear energy; Event study; Cross-sectional analysis; Fukushima Daiichi; 4-Factor model; Idiosyncratic volatility; Model parameters;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Enhancing the local power of IVX-based tests in predictive regressions

Keywords: C12; C22; Predictive power; Unknown persistence; IV estimation; Lag augmentation; Variable addition;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Spurious regressions and near-multicollinearity, with an application to aid, policies and growth

Keywords: C12; O19; P45Spurious regressions; Parameter identification problem; Hypothesis testing; Unstable conditional independence; Near-multicollinearity; Aid-growth relationship

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Comparing the accuracy of multivariate density forecasts in selected regions of the copula support

Keywords: C12; C14; C32; C52; C53; Copula; Density forecast evaluation; Kullback-Leibler Information Criterion; Out-of-sample forecast evaluation;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2014 سفارش ترجمه

Cojumps in stock prices: Empirical evidence

Keywords: C12; C58; G10; High-frequency stock prices; Non-parametric jump tests; Realised volatility; Macroeconomic news;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

Sieve M inference on irregular parameters

Keywords: C12; C14; Irregular functional; Sieve M estimation; Sieve t statistic; Sieve likelihood ratio; Zero information; Semiparametric duration model;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

Diagnosing the distribution of GARCH innovations

Keywords: GARCH(1,1); Extreme value theory; Hill estimator; Dynamic risk management; C12; C58;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

The origins of the public debt of Italy: Geographically dispersed interests?

Keywords: Italian public deficit; Italian public debt; Common Pool; Pork Barrel; Geographically dispersed interestsE62; R50; C22; C12

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Integrated modified OLS estimation and fixed-b inference for cointegrating regressions

Keywords: C12; C13; C32; Bandwidth; Cointegration; Fixed-b asymptotics; FM-OLS; IM-OLS; Kernel;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Tests based on t-statistics for IV regression with weak instruments

Keywords: C12; C30; Instrumental variables regression; Invariant tests; Optimal tests; Similar tests; Unbiased tests; Weak instruments;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2014 سفارش ترجمه

GLS-based unit root tests for bounded processes

Keywords: C12; C22; Unit root; Bounded process; Quasi-GLS-detrending;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه