Narrow search
Showing 1 - 10 of 29
Cover Image
Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
Cover Image
Bartlett corrections in cointegration testing
Jacobson, Tor; Larsson, Rolf - 1996
Persistent link: https://www.econbiz.de/10000953744
Cover Image
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
Cover Image
A latent factor model of European exchange rate risk premia
Alexius, Annika; Sellin, Peter - 1997
Persistent link: https://www.econbiz.de/10000958083
Cover Image
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
Cover Image
Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
Cover Image
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
Cover Image
Economic efficiency and mixed public private insurance
Blomqvist, Åke G.; Johansson, Per-Olov - 1996
Persistent link: https://www.econbiz.de/10000935386
Cover Image
A dynamic discrete choice model of blue collar worker absenteeism in Sweden 1991
Cassel, Claes-M.; Johansson, Per-Olov; Palme, Mårten - 1996
Persistent link: https://www.econbiz.de/10000950737
Cover Image
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637