Studies in Nonlinear Dynamics and Econometrics

Papers
(The TQCC of Studies in Nonlinear Dynamics and Econometrics is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-04-01 to 2025-04-01.)
ArticleCitations
Impact of Disaggregated External Debt on Economic Growth: Evidence from Asian Developing Economies9
Bayesian inference for order determination of double threshold variables autoregressive models2
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Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach1
To Bag is to Prune1
Divisia Monetary Aggregates for India1
Monetary Policy and Growth at Risk: The Role of Financial Conditions0
Determination of the Number of Breaks in Heterogeneous Panel Data Models0
Non-Linear Impact of Income Inequality on Mental Health: Evidence from Low and Middle-Income Countries0
Diversified Reward-Risk Parity in Portfolio Construction0
Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications0
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method0
Approximate Bayesian inference for agent-based models in economics: a case study0
Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models0
Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles0
Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies0
A Regression-based Method for Estimating Generalised Entropy and Atkinson Inequality Indices and their Standard Errors0
Factor Modeling for High-Dimensional Interval-Valued Data0
Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods0
Multiscale SUR Estimation of Systematic Risk0
A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective0
The impact of forward guidance and large-scale asset purchase programs on commodity markets0
Quasi-Maximum Likelihood for Estimating Structural Models0
Middle-income traps and complexity in economic development0
Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility0
Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies0
Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas0
A Nonparametric Model for High-Frequency Energy Prices0
Asymptotic Properties of ReLU FFN Sieve Estimators0
Dynamic Panel Threshold Spatial Durbin Model with an Application to the Relationship between Financial Development and Green Growth0
Likelihood-Ratio-Based Confidence Intervals for Multiple Threshold Parameters0
Multivariate Stochastic Volatility with Co-Heteroscedasticity0
Time-Varying Parameter Four-Equation DSGE Model0
A Time-Based Pricing Game Considering Echelon Utilization in the Battery Leasing Market0
Introducing sspaneltvp: A Code to Estimating State-Space Time-Varying Parameter Models in Panels. An Application to Okun’s Law0
Anticipating extreme losses using score-driven shape filters0
Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness0
Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions?0
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution0
Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data0
Realized Probability Index is a Better Market Timing Indicator0
Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility0
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