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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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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
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A Monte Carlo study to compare two recent modifications of the KPSS test for near integration
Ayuda Bosque, María Isabel; Aznar Grasa, Antonio - In: Applied economics letters 18 (2011) 16/18, pp. 1759-1764
Persistent link: https://www.econbiz.de/10009383296
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Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis; Jones, Callum - In: Applied economics letters 20 (2013) 13/15, pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Elias, Christopher J. - In: Applied economics letters 30 (2023) 9, pp. 1218-1221
Persistent link: https://www.econbiz.de/10014303846
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How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin; Yan, Lipeng - In: Applied economics letters 30 (2023) 11, pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
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Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - In: Applied economics letters 23 (2016) 7/9, pp. 486-493
Persistent link: https://www.econbiz.de/10011627706
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568