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isPartOf:"The review of economics and statistics"
~isPartOf:"Journal of econometrics"
~person:"Dijk, Dick van"
~person:"Ermini, Luigi"
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Dijk, Dick van
Ermini, Luigi
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
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11
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10
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The review of economics and statistics
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ECONIS (ZBW)
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1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo
;
Kohn, Robert
;
Dijk, Dick van
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
Saved in:
3
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
4
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
5
Some new evidence on the timing of consumption decisions and on their generating process
Ermini, Luigi
- In:
The review of economics and statistics
71
(
1989
)
4
,
pp. 643-650
Persistent link: https://www.econbiz.de/10001079486
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