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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Nijman, Theodore E."
~person:"Pesaran, M. Hashem"
~subject:"Germany"
~subject:"Theory"
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Nijman, Theodore E.
Pesaran, M. Hashem
Cheung, Yin-Wong
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
DAE working paper
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Journal of econometrics
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The economic journal : the journal of the Royal Economic Society
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
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2
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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3
Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 361-365
Persistent link: https://www.econbiz.de/10001146824
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