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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910635
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On the role of pricing exports in a third currency
Friberg, Richard - 1996
Persistent link: https://www.econbiz.de/10000951392
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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Bartlett corrections in cointegration testing
Jacobson, Tor; Larsson, Rolf - 1996
Persistent link: https://www.econbiz.de/10000953744
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
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Computationally efficient double bootstrap variance estimation
Karlsson, Sune; Löthgren, Mickael - 1997
Persistent link: https://www.econbiz.de/10000958068
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Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
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Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000961922
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648