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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Aktienmarkt"
~subject:"USA"
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Theorie
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Estimation
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Gupta, Rangan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
1,760
Discussion paper series / IZA
672
Discussion paper / Centre for Economic Policy Research
643
Applied economics
636
NBER working paper series
636
NBER Working Paper
544
CESifo working papers
418
Applied economics letters
408
Economic modelling
360
Working paper
321
Economics letters
300
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
257
Journal of econometrics
251
International review of economics & finance : IREF
242
Journal of international money and finance
236
Applied financial economics
222
The review of economics and statistics
208
Finance research letters
207
Journal of applied econometrics
207
Discussion paper
204
Finance and economics discussion series
204
Journal of banking & finance
194
The American economic review
189
Discussion paper / Tinbergen Institute
183
Energy economics
180
IZA Discussion Paper
180
International review of financial analysis
169
Journal of economic dynamics & control
166
The journal of finance : the journal of the American Finance Association
165
The North American journal of economics and finance : a journal of financial economics studies
162
Journal of macroeconomics
158
Discussion papers / CEPR
155
Journal of empirical finance
154
Europäische Hochschulschriften / 5
150
Journal of financial economics
133
International journal of finance & economics : IJFE
129
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129
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ECONIS (ZBW)
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111
Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
Saved in:
112
The consumption-wealth ratio under asymmetric adjustment
Gabriel, Vasco J.
;
Alexandre, Fernando
;
Bação, Pedro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009513619
Saved in:
113
Fractionally integrated long horizon regressions
Lee, Jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009512622
Saved in:
114
A smooth transition autoregressive conditional duration model
Chiang, Min-Hsien
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009512623
Saved in:
115
A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter
;
Falk, Barry
;
Siklos, Pierre L.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
Saved in:
116
Conditional volatility and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Kiliç, Rehim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513025
Saved in:
117
Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules
Basu, Deepankar
;
Jong, Robert M. de
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009513648
Saved in:
118
Measuring the interaction of wage and price Phillips curves for the U.S. economy
Chen, Pu
(
contributor
);
Flaschel, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003559149
Saved in:
119
Investigating nonlinearity : a note on the estimation of Hamilton's random field regression model
Bond, Dereck
;
Harrison, Michael J.
;
O'Brien, Edward J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003283953
Saved in:
120
Comment on Investigating nonlinearity
Hamilton, James D.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10003283961
Saved in:
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