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Computational economics
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1
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
Saved in:
2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
4
Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables
Tao, Li
;
Zhang, Yuanjie
;
Tian, Maozai
- In:
Computational economics
53
(
2019
)
3
,
pp. 1033-1069
Persistent link: https://www.econbiz.de/10012135108
Saved in:
5
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
6
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
7
Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang
;
Wei Gao
;
Wang, Weiguo
;
Wang, Shaoping
- In:
Computational economics
51
(
2018
)
3
,
pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
Saved in:
8
Estimation of panel model with spatial autoregressive error and common factors
Qian, J. B.
- In:
Computational economics
47
(
2016
)
3
,
pp. 366-399
Persistent link: https://www.econbiz.de/10011712378
Saved in:
9
Simulation estimation of dynamic panel discrete choice models using the t distributions
Chang, Sheng-kai
- In:
Computational economics
43
(
2014
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10010396262
Saved in:
10
Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots
Otero, Jesús G.
;
Smith, Jeremy
- In:
Computational economics
41
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009705057
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