Chang, Chia-Lin

Applied Econometrics


English[eng]


FHA loan||E42||Misery Index||economic development||managing of financial health||duration models||system GMM||maximum likelihood estimator||FMOLS||market microstructure||foreclosure||company performance||vector error correction model (VECM)||earnings forecasts||multivariate regression models||competing risks||social network model||price recovery||trading behavior||efficiency||prediction methods||panel data||nonlinearity||control environment||earnings announcements||economic freedom||E58||risk of bankruptcy||foreign direct investment||Granger causality test||budgetary system and strategies||denomination range||heavy-tailed data||unemployment||exploratory diagnostics||EGARCH||historical time series||home mortgage||economic growth||abnormal returns||uncorrelated multivariate Student distribution||post-communist countries||nonparametric time series modeling||inflation||unified time series algorithm||unobserved heterogeneity||JEL Classification||Fama-French factor model||oil price||risk spillover||exchange rate||Nigeria||financial markets||middle income countries||trade balance||independent multivariate Student distribution||panel data factor model||Mahalanobis distances||derivatives market||operational control||Okun’s law||default and prepayment||DOLS||income inequality||frequency domain causality||Granger-causality tests||cointegration||financial analysts||postage stamps||cash payments||Probit and Logit models