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Social and Behavioral Sciences Commons™
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Full-Text Articles in Social and Behavioral Sciences
Giving Economic Data A Voice, Singapore Management University
Giving Economic Data A Voice, Singapore Management University
Research@SMU: Connecting the Dots
Professor Su Liangjun is developing new techniques in econometrics to provide a more realistic understanding of the economy.
See the papers:
- Testing homogeneity in panel data models with interactive fixed effects
- Identifying latent structures in panel data
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
The Race Against Time, Singapore Management University
The Race Against Time, Singapore Management University
Research@SMU: Connecting the Dots
Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets.
See the papers:
- Estimation of high-frequency volatility: An autoregressive conditional duration approach
- Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation;
- Intraday value-at-risk: An asymmetric autoregressive conditional duration approach