On stationarity and the existence of moments in the periodic asymmetric power GARCH model
Ahmed Ghezal (2023). On stationarity and the existence of moments in the periodic asymmetric power GARCH model. Journal of Econometrics and Statistics. 3(2), 121-128.
In-Person vs Online Teaching: Empirical Analysis based on Bootstrap for Matching Estimators
Lorenzo Camponovo, Emanuele Delucchi, Matteo Garzoni, Slobodan Krstic, Stefano Scaravaggi, Oliver Villa (2023). In-Person vs Online Teaching: Empirical Analysis based on Bootstrap for Matching Estimators. Journal of Econometrics and Statistics. 3(2), 129-139.
A Reduced Form Approach for Modeling Credit Risk Sensitivity to Excessive CO2 Emissions
Djibril Gueye (2023). A Reduced Form Approach for Modeling Credit Risk Sensitivity to Excessive CO2 Emissions. Journal of Econometrics and Statistics. 3(2), 141-156.
Bayesian Quantile Stochastic Frontier Models
Angel Arroyo Hinostroza, Ralph dos Santos Silva, Helio dos Santos Migon (2023). Bayesian Quantile Stochastic Frontier Models. Journal of Econometrics and Statistics. 3(2), 157-184.
Modelling Daily New Cases of COVID-19 in Lagos State Nigeria. ARIMA or ARFIMA?
Oluwagbenga Tobi Babatunde, Chinaza Orji & Abimibola Victoria Oladugba (2023). Modelling Daily New Cases of COVID-19 in Lagos State Nigeria. ARIMA or ARFIMA?. Journal of Econometrics and Statistics. 3(2), 185-200.
FORECASTING DIGITAL TRANSACTIONS (NEFT AND RTGS) IN INDIA: ANALYZING COMPOUND ANNUAL GROWTH RATE AND EVALUATING THE INFLUENCE OF DEMONETIZATION AND COVID-19 USING R STUDIO AND PYTHON
Prince Gyan, Shrikant Kokane, Apurva Bote, Dharmesh Pravinkumar Raykundaliya (2023). Forecasting Digital Transactions (NEFT and RTGS) in India: Analyzing Compound Annual Growth Rate and Evaluating the Influence of Demonetization and Covid-19 Using R Studio and Python. Journal of Econometrics and Statistics. 3(2), 201-270.