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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
~subject:"Nonlinear regression"
~subject:"USA"
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Stambaugh, Robert F.
Tauchen, George Eugene
Teräsvirta, Timo
Berry, Steven
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
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