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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Taxes, capital structure and corporate risk tolerance
Lindgren, Ragnar - 1994
Persistent link: https://www.econbiz.de/10000881789
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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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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
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Expropriation risk, governance control and equilibrium financial contract
Kang, Yeongjae - 1997
Persistent link: https://www.econbiz.de/10000959379