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Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis; Guillén, Ángel; Rodriguez, Gabriel - 2016
Persistent link: https://www.econbiz.de/10011538601
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Data-dependent methods for the lag length selection in unit root tests with structural change
Quineche Uribe, Ricardo; Rodriguez, Gabriel - 2015
Persistent link: https://www.econbiz.de/10011415370
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Stability analysis for random dynamical systems in economics
Kamihigashi, Takashi; Stachurski, John - 2014
Persistent link: https://www.econbiz.de/10010434426
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A note on monotone Markov processes
Kamihigashi, Takashi; Stachurski, John - 2010
Persistent link: https://www.econbiz.de/10003976476
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Stochastic stability in monotone economies
Kamihigashi, Takashi; Stachurski, John - 2010
Persistent link: https://www.econbiz.de/10003976482
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Stochastic optimal growth with risky labor supply
Cai, Yiyong; Kamihigashi, Takashi; Stachurski, John - 2012
Persistent link: https://www.econbiz.de/10009631846
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An order-theoretic mixing condition for monotone Markov chains
Kamihigashi, Takashi; Stachurski, John - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009312083
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Exact sampling from the stationary distribution of entry-exit models
Kamihigashi, Takashi; Stachurski, John - 2013
Persistent link: https://www.econbiz.de/10009715087
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Stochastic stability in monotone economies
Kamihigashi, Takashi; Stachurski, John - 2013
Persistent link: https://www.econbiz.de/10009715089