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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Applied economics letters 15 (2008) 4/6, pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
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The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics letters 15 (2008) 7/9, pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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The applied economics of economic growth : introduction and overview
Taylor, Mark P. - In: Applied economics 41 (2009) 13/15, pp. 1575-1577
Persistent link: https://www.econbiz.de/10003862155
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Long-run purchasing power parity and real exchange rates : introduction and overview
Taylor, Mark P. - In: Applied economics letters 16 (2009) 1/3, pp. 1-4
Persistent link: https://www.econbiz.de/10003822526
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The applied economics of transport : introdution and overview
Taylor, Mark P. - In: Applied economics 41 (2009) 22/24, pp. 2789-2791
Persistent link: https://www.econbiz.de/10003894868
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A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 44 (2012) 10/12, pp. 1443-1448
Persistent link: https://www.econbiz.de/10009525262
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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 46 (2014) 7/9, pp. 790-795
Persistent link: https://www.econbiz.de/10010398935
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The applied economics of fiscal policy : introduction and overview
Taylor, Mark P. - In: Applied economics 41 (2009) 7/9, pp. 811-813
Persistent link: https://www.econbiz.de/10003842225
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Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
Hatemi-J, Abdulnasser; Hacker, R. Scott - In: Applied economics 41 (2009) 7/9, pp. 1121-1125
Persistent link: https://www.econbiz.de/10003842340