Similar Search Results

International consumption risk sharing

Canova, Fabio; Ravn, Morten O. - 1993

Persistent link: https://www.econbiz.de/10000889861

Price smoothing policies : a welfare analysis

Canova, Fabio - 1992

Persistent link: https://www.econbiz.de/10000860997

Predicting excess returns in financial markets

Canova, Fabio; Marrinan, Jane Ellen - 1993

Persistent link: https://www.econbiz.de/10000865568

Statistical inference in calibrated models

Canova, Fabio - 1993

Persistent link: https://www.econbiz.de/10000877153

Evaluating a real business cycle model

Canova, Fabio; Finn, M.; Pagan, Adrian R. - 1993

Persistent link: https://www.econbiz.de/10000877155

Sources and propagation of international business cycles : common shocks or transmisson?

Canova, Fabio - 1993

Persistent link: https://www.econbiz.de/10000877157

Real effects of budget deficits : theory and evidence

Becker, Torbjörn; Paalzow, Anders - 1997

Persistent link: https://www.econbiz.de/10000959522

Fourth moment structure of the GARCH (p, q) process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000960148

The stock market as a screening device and the decision to go public

Ellingsen, Tore; Rydqvist, Kristian - 1997

Persistent link: https://www.econbiz.de/10000962234

Testing for unit roots in nonlinear dynamic heterogeneous panels

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]

In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section modelled as an LSTAR model. All parameters are viewed as cross section specific. We allow for serially correlated residuals over time and heterogenous variance among cross sections....

Persistent link: https://www.econbiz.de/10002595402