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Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo, (2023)
Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Uche, Emmanuel, (2023)
A multivariate autoregressive distributed lag unit root test
McNown, Robert F., (2023)
A mixed-frequency smooth measure for business conditions
Chen, Yi-ting, (2021)
Testing for misspecification in binary response models with competing distributions
Chen, Yi-ting, (2007)
Moment-based copula tests for financial returns