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On the multivariate EGARCH model
Jane, Ten-Der; Ding, Cherng G. - In: Applied economics letters 16 (2009) 16/18, pp. 1757-1761
Persistent link: https://www.econbiz.de/10003932399
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A note on a simplified and general approach to simulating from multivariate copula functions
Goodwin, Barry K. - In: Applied economics letters 20 (2013) 7/9, pp. 910-915
Persistent link: https://www.econbiz.de/10009763255
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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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A test for multivariate ARCH effects
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 7, pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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Forecasting household debt with latent transition modelling
Białowolski, Piotr - In: Applied economics letters 24 (2017) 13/15, pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
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Modelling insurgent-incumbent dynamics : vector autoregressions, multivariate Markov chains, and the nature of technological competition
Damásio, Bruno; Mendonça, Sandro - In: Applied economics letters 26 (2019) 10, pp. 843-849
Persistent link: https://www.econbiz.de/10012204398
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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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Multivariate filter estimation and ARDL model analysis of China's potential output
Dong, Qi; Liu, Xiangbo - In: Applied economics letters 25 (2018) 18, pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401