Affiliated Institutions
Related Publications
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
AbstractFinancial institutions are ultimately exposed to macroeconomic fluctuations in the global economy. This article proposes and builds a compact global model capable of gen...
Co-Integration and Error Correction: Representation, Estimation, and Testing
The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and em...
An ordered probit analysis of transaction stock prices
We estimate the conditional distribution of trade-to-trade price changes using ordered probit, a statistical model for discrete random variables. This approach recognizes that t...
A Nonlinear Model of Security Price Responses to Unexpected Earnings
This study presents evidence that the marginal response of stock price to unexpected earnings declines as the absolute magnitude of unexpected earnings increases. Most previous ...
Mixed‐effects models in psychophysiology
The current methodological policy in Psychophysiology stipulates that repeated‐measures designs be analyzed using either multivariate analysis of variance (ANOVA) or repeated‐me...
Publication Info
- Year
- 2025
- Type
- article
- Volume
- 12
- Issue
- 1
- Citations
- 0
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1080/21665095.2025.2597252