Keyphrases
Error Correction Model
100%
Conditional Heteroskedasticity
92%
Asymptotic Distribution
89%
Nonlinear Mean Reversion
61%
Cointegrating Vector
61%
Transaction Costs
61%
Threshold Effect
56%
Threshold Cointegration
47%
Market Efficiency
43%
Vector Error Correction Model
41%
Robustness Testing
30%
Foreign Exchange Market
30%
Foreign Exchange Market Efficiency
30%
Central Bank
30%
Central Bank Preferences
30%
Monetary Policy Response
30%
Stationary Covariates
30%
Term Structure of Interest Rates
30%
Cointegration Rank
30%
Cointegrated System
30%
Nonparametric Testing
30%
Spatial Panel Model
30%
European Union Emissions Trading System (EU ETS)
30%
Unit Root Test
30%
Asian Financial Crisis
30%
Cointegration
30%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
30%
East Asian Countries
30%
Evaluation Model
30%
Test Statistic
30%
Health Risk
30%
Ambient Air Pollution
30%
Asian Countries
30%
Pneumonia
30%
Maximum Likelihood Estimation
30%
Structural Change
30%
Bivariate
30%
Inflation Gap
30%
Distribution Theory
30%
Statistical Inference
30%
Spatial Panel Analysis
30%
Panel VAR Analysis
30%
Global Value Chain Participation
30%
Monte Carlo Simulation
25%
Cointegration Model
25%
Interest Rates
25%
Asymptotic Critical Values
23%
Evidence-based
21%
Nonlinear Reaction
20%
Canonical Correlation
20%
Economics, Econometrics and Finance
Conditional Heteroskedasticity
92%
Mean Reversion
61%
Transaction Costs
61%
Yield Curve
61%
Interest Rate
47%
Efficient Market Hypothesis
43%
Central Bank
30%
Nonlinearity
30%
Structural Change
30%
Spillover Effect
30%
Monte Carlo Simulation
30%
Foreign Exchange Market
30%
Panel Study
30%
Unit Root
30%
EU Emissions Trading
30%
Financial Crisis
30%
Monetary Policy
30%
Greenhouse Gas Emissions
30%
Global Value Chains
30%
Inflation
24%
Volatility
20%
Arbitrage
20%
Exchange Rate
18%
Generalized Autoregressive Conditional Heteroskedasticity
15%
Emission Trading
12%
Potential Output
12%
Financial Market
10%
Investors
10%
Kurtosis
7%
Sustainable Development
6%
Theory of Distribution
6%
Keynesian Economics
6%
Derivatives Market
6%
Inflation Targeting
6%
Mathematics
Conditionals
92%
Error Correction
92%
Cointegration
92%
Asymptotic Distribution
54%
Vector Error
30%
Unit Root Test
30%
Maximum Likelihood Estimator
30%
Distribution Theory
30%
Covariate
30%
Inferential Statistics
30%
Maximum Likelihood
16%
Wald Test
15%
Canonical Correlation
15%
Statistics
13%
Null
10%
Monte Carlo
10%
Term Structure
10%
Strong Evidence
10%
Correction Term
10%
Bivariate Case
10%
Bootstrap Approximation
10%
Asymptotics
10%
Nonlinear Model
10%
Test Statistic
7%
Stylized Fact
7%
Rank Test
7%
Chi-Squared Distribution
7%
Kurtosis
7%
Autoregressive Model
7%
Asymptotic Property
7%
Gaussian Distribution
7%
Likelihood Ratio
7%
Regression Estimator
7%
Equation Error
7%
Likelihood Ratio Statistic
7%
Asymptotic Distribution Theory
6%
Relative Weight
6%
