Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Sign Up to like & getrecommendations! Published in 2017 at "Economics Letters"
DOI: 10.1016/j.econlet.2017.03.021
Abstract: This paper extends the multi-scale serial correlation tests of Gencay and Signori (2015) for observable time series to unobservable errors of unknown forms in a linear dynamic regression model. Our tests directly build on the variance… read more here.
Keywords: serial correlation; tests serial; form dynamic; correlation ... See more keywords
Modeling the impact of Basel III regulations on loan demand
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Financial Economic Policy"
DOI: 10.1108/jfep-06-2017-0057
Abstract: Purpose The purpose of this study is to provide an econometric modeling of demand for bank credit and not only offer useful insights to the decision-makers in the public and private sector but also support… read more here.
Keywords: economic activity; loan demand; loan; study ... See more keywords