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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001583871
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A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2000
Persistent link: https://www.econbiz.de/10001583873
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Markov cointegration
Psaradakis, Zacharias G.; Spagnolo, Fabio - 1999
Persistent link: https://www.econbiz.de/10001415488
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Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
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Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999
Persistent link: https://www.econbiz.de/10001434242