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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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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910635
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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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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772