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Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011610480
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2
Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.
;
Vávra, Márian
-
2018
Persistent link: https://www.econbiz.de/10011903680
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3
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
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4
A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350566
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5
Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.
;
Vávra, Marián
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2017
Persistent link: https://www.econbiz.de/10011751320
Saved in:
6
Markov-switching models with state-dependent time-varying transition probabilities
Psaradakis, Zacharias G.
;
Sola, Martin
-
2017
Persistent link: https://www.econbiz.de/10011705600
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