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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~language:"eng"
~person:"Slottje, Daniel Jonathan"
~person:"Timmermann, Allan"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Slottje, Daniel Jonathan
Timmermann, Allan
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Estimating worklife expectancy : an econometric approach
Millimet, Daniel L.
;
Nieswiadomy, Michael L.
;
Ryu, Hang-keun
- In:
Journal of econometrics
113
(
2003
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001739285
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2
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
3
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
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