Keywords: C22; C13; C14; C50; Markov switching model; Long memory; Changes in mean;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: C13; C14; C22; Specification test; Spurious regression; Varying coefficient; Kernel estimation;
Keywords: C13; C26; E21; Consumption; Measurement error; Instrumental variables; Consumer Expenditure Survey; Panel Study of Income Dynamics; Income shocks;
Keywords: C2; C13; Autoregressive process; Aggregation; Heterogeneity;
Keywords: C13; C25; C51; F11; F14; Bounded data; Estimation of trade models; Number of sectors;
Keywords: C13; C21; C25; Quasi-maximum likelihood; Control function; Linear exponential family; Average structural function; Variable addition test;
Keywords: C13; C22; D83; D92; Robustness; Location estimators; Heavy-tailed distributions; Demand-driven innovation; Spatial competition; Firm growth; Signals; Investment; Information; Sample mean; Sample median; Majorization;
Keywords: C13; C14; C22; C53; G17; Volatility forecasting; HAR model; Realized range; Overnight returns; Trading volume; Number of trades;
Keywords: Dominant team; Cartels; Censored regression; Heckman selection model; Random coefficients model; C13; C23; C34; L52; L83;
Keywords: Z11; L83; J22; J16; C13; Sports practice; Cultural events attendance; Count data models; Gender;
Keywords: Realized correlation; High-frequency data; ICE crude oil; Gasoil; Gas futures; G1; G13; C13; C58;
Keywords: C12; C13; C21; G12; Coefficient of determination; α-stable distributions; Signal to noise ratio; Density transformation theorem; Monte Carlo simulation; Fama-MacBeth regression; CAPM;
Keywords: C13; C32; C33; C53; G22; 60G10; 60G25; 60J20; 62H10; 62H20; 62J02; 62P05; IM10; IM11; IM20; IM40; Claims reserving; Reserve distribution; Dependency modeling; Copula; Conditional least squares;
Keywords: G14; K22; C12; C13; Event study; Dollar return; Statistical significance;
Keywords: C13; L94; F15; Q41; Q48; Market structure; Spatial market delineation; Time series econometrics; Empirical industrial organization; Energy markets; Electricity; Europe;
Keywords: C12; C13; C14; C15; G01; Sovereign risk; Eurozone; Nonparametric stochastic dominance;
Keywords: G32; C13; Quantile regressions; Capital structure; High-debt companies;
Keywords: E32; C13; C22; Expected returns; Level shifts; Large shocks; State space model; Regime-shifts; Threshold models;
Keywords: G10; G13; G14; C13; D82; Cross-section of equity returns; Volatility spreads; Equity options; Information flow; Put-call parity;
Keywords: G15; G17; Q41; Q47; C13; C52; Volatility forecasting; Intraday range; Realized GARCH; Electricity;
Keywords: E24; J21; J64; C13; Frictional; Cyclical; Structural unemployment; Stochastic frontier;
Keywords: Estimation of risk; Profit function; Financial institutions; Banks; Endogenous risk; US banking sector; C13; C33; E47; G21; G32;
Keywords: C13; D01; I12; Child care choices; Soft drinks and fast food consumption; Panel data; Childhood obesity;
Keywords: C13; C14; G10; G12; Market risk; Options; Risk-neutral distributions; Jumps; Time-varying jump tails; Extreme value theory;
Keywords: C10; C13; G20; G28; Emerging markets; Financial engineering; Financial risk management; GCC financial markets; Liquidity-Adjusted Value-at-Risk; Optimization; Portfolio management; Stress testing;
Keywords: C13; C61; G12; G14; Probability of informed trading; PIN-return relationship; Quality of PIN estimates;
Keywords: C13; L24; L65; R&D portfolios; Licensing; Pharmaceutical industry; Drug pipelines;
Keywords: C10; C13; G12; G21; Asset pricing models; Horse races; Predictability; Bank credit; Business cycle; Labor income;
Keywords: C13; C22; Group fused Lasso; Multiple breaks; Penalized least squares; Penalized GMM; Structural change;
Keywords: C13; C30; GMM; GEL; Unconditional moments; Conditional moments; Score and LM tests; Information matrix equality;
Keywords: C13; C52; F31; F47; Trade intensity; Deviations from PPP; Exchange rate volatility; Carry trades; Mean reversion;
Keywords: C13; C14; C21; Ill-posed inverse problem; Regularization; Series estimation; Nonparametric estimation;
Keywords: C13; C22; C51; High frequency data; Integrated covariance matrix; Microstructure noises; Quasi-maximum likelihood;
Keywords: C13; G01; G21; G28; Systemic bubble; Financial crisis; Cyclicality; Early warning signal; Markov regime-switching model;
Keywords: C13; C14; C21; D24; Semiparametric regression; Semiparametric residuals; Nonparametric residuals; Uniform-in-bandwidth; Sample selection models; Empirical process theory; Limited dependent variables;
Keywords: C13; C32; C68; E32; O3; Cycles; Technology shocks; Investment-specific shocks; R&D; VAR;
Keywords: Consumption-based capital asset pricing model; Time-varying risk aversion; Two-stage local linear regression; Consistency; Local-stationarity; Counter-cyclicality; C13; C14; G12;
Keywords: C58; C13; C14; Spot volatility; Market microstructure noise; Subsampling; Scale selection; Bandwidth selection;
Keywords: Herding; Individual investor; Institutional investor; Equity fundsC12; C13; G14; G2
Keywords: C3; C13; C30; Violation of exogeneity; Anderson-Rubin test; Asymptotic size;
Keywords: C22; C13; C53; G12; Credit spreads; Corporate bonds; Real interest rates; Reduced-form models; Structural models;
Keywords: C22; C13; C14; Long memory process; Random level shifts; Short memory dynamics; Additive noise; Local-Whittle estimators;
Keywords: C13; C53; Q40; Commodity forward curves; Multivariate GARCH; Hierarchical Archimedean copula; Value-at-risk;
Keywords: C13; C14; C30; C31; C36; Nonparametric regression; Nonlinear inverse problems; Iterative regularization; Instrumental regression;
Keywords: C12; C13; C14; C15; Moment inequalities; Many weak moments; Partial identification; Conditional moment inequalities; Set estimation;
Keywords: C13; C22; C53; Markov chain; Time-varying transition probabilities; Discrete autoregressive model; Stochastic volatility; Realized volatility;
Keywords: C13; C21; Social networks; Local-average models; Local-aggregate models; Sampling of networks; Weak instruments;
Keywords: C12; C13; C33; Representation; Panel cointegration; Error correction; Common factors;
Keywords: C12; C13; C33; Factor-augmented panel regressions; Common factor models; Cross-sectional averages; Cross-sectional dependence;
Keywords: C13; C22; G12; Threshold model; Flexible threshold variable; Stock returns;