Blar i Institutt for internasjonal forretningsdrift på tidsskrift "International Journal of Computational Economics and Econometrics"
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Bootstrapped Nonlinear Impulse-Response Analysis: The FTSE100 (UK) and the NDX100 (US) Indices 2012-2021
(Peer reviewed; Journal article, 2021)This paper presents bootstrapped nonlinear impulse response function analyses for general step ahead mean and volatility densities. From strictly (ergodic and) stationary series and BIC optimal non-linear model coefficients ... -
Derivation of econometric estimable functions of intra-trade industry: the case of the Norwegian intra-continental import trade pattern
(Journal article; Peer reviewed, 2017)This paper evaluates the item based Norwegian intra-continental trade pattern. The paper derives the best linear unbiased estimator (BLUE) of estimable functions of the two-stage non-full rank hierarchical linear econometric ...