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~institution:"Queen Mary College / Department of Economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~source:"econis"
~subject:"Time series analysis"
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Queen Mary College / Department of Economics
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The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
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2
Continuous time regime switching models and applications in estimating processes with stochastic
volatility
and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
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3
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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4
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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5
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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