A recursive modelling approach to predicting UK stock returns
, 1999 This paper applies an extended and generalized version of the recursive modelling strategy developed in Pesaran and Timmermann (1995) to the UK stock market.
Pesaran, M., Timmermann, Allan
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns [PDF]
, 2005 This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure.
Pesaran, Mohammad Hashem +2 more
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Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns [PDF]
This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure.
George Kapetanios, M. Hashem Pesaran
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A duration model of irreversible oil investment: Theory and empirical evidence
, 1994 The aim of this paper is to analyse the implications of the theory of irreversible investment under uncertainty for investment in oil fields on the United Kingdom Continental Shelf (UKCS).
FAVERO, CARLO AMBROGIO +2 more
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Energy Consumption and Financial Development in NAFTA Countries, 1971–2015
Applied Sciences, 2019 To satisfy human needs and desires, it is necessary to produce goods and services that require the use of some production factors, such as labor, capital, and energy, among others.
Mario Gómez, José Carlos Rodríguez
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Abrasive Properties of Three DifferentToothpastes
Frontiers in Dentistry, 2008 Objective: The main purpose of this study was to develop a simple reproducible system to compare abrasive effects of three different toothpastes. Materials and Methods: A specific mold was used to fabricate 37 samples made of po-lymethylmethacrylate ...
S. Shahabi +2 more
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Pricing-to-market of Brazilian exports: a case of vehicle currency invoicing [PDF]
EconomiAPurpose – Brazil uses the dollar as a vehicle currency to invoice its exports. This fact produces a tendency toward equalizing the prices of products in dollars in the international market and reducing the ability of firms to practice pricing-to-market ...
Sérgio Kannebley Júnior +2 more
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A VECX* model of the Swiss economy [PDF]
This paper applies the modelling strategy of Garratt, Lee, Pesaran and Shin (2003) to the estimation of a structural cointegrated VAR model that relates the core macroeconomic variables of the Swiss economy to current and lagged values of a number of key
Katrin Assenmacher-Wesche +1 more
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An efficient Imprecise 4:2 Compressor Using Gate Diffusion Input Supplemented with Dynamic Threshold
مهندسی مخابرات جنوبApproximate computing is a new design concept that causes a trade-off between circuitry performance and accuracy. The approximate circuits are more useful in error-resilient applications, like image processing.
Forouzan Bahrami +2 more
doaj
Im-Pesaran and Shin unit root tests and autocorrelation test.
Im-Pesaran and Shin unit root tests and autocorrelation test.
Wendy Irena Guerra Castillo (18010694) +3 more
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