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Volatility activity : specification and estimation

Todorov, Viktor; Tauchen, George Eugene; Grynkiv, Iaryna - In: Journal of econometrics 178 (2014) 1, pp. 180-193

Persistent link: https://www.econbiz.de/10010255447

Testing a linear dynamic panel data model against nonlinear alternatives

Lee, Yoon-jin - In: Journal of econometrics 178 (2014) 1, pp. 146-166

Persistent link: https://www.econbiz.de/10010255452

Regression discontinuity designs with unknown discontinuity points : testing and estimation

Porter, Jack; Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 132-147

Persistent link: https://www.econbiz.de/10011502510

Partially linear functional-coefficient dynamic panel data models : sieve estimation and specification testing

Zhang, Yonghui; Zhou, Qiankun - In: Econometric reviews 40 (2021) 10, pp. 983-1006

Persistent link: https://www.econbiz.de/10012624569

Model checks for nonlinear cointegrating regression

Wang, Qiying; Wu, Dongsheng; Zhu, Ke - In: Journal of econometrics 207 (2018) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10012116349

Testing identifying assumptions in nonseparable panel data models

Ghanem, Dalia - In: Journal of econometrics 197 (2017) 2, pp. 202-217

Persistent link: https://www.econbiz.de/10011818355

Quantile regression methods for first-price auctions

Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247

Persistent link: https://www.econbiz.de/10013461523

A simple specification test for models with many conditional moment inequalities

Marcoux, Mathieu; Russell, Thomas M.; Wan, Yuanyuan - In: Journal of econometrics 242 (2024) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10015075203

A Chaotic Monetary Model of the Exchange Rate

De Grauwe, Paul; Dewachter, Hans - C.E.P.R. Discussion Papers - 1990

We use a monetary (Dornbusch) model of the exchange rate and introduce speculative dynamics, in which fundamentalists and chartists interact. The resulting non-linearities in the model produce `chaotic' behaviour of the exchange rate. We also analyse the effects of money-stock surprises in such...

Persistent link: https://www.econbiz.de/10005791916

Deterministic Chaos in the Foreign Exchange Markets

De Grauwe, Paul - C.E.P.R. Discussion Papers - 1990

paper we present a non-linear, deterministic model, incorporating concepts from chaos theory, which is capable of producing …

Persistent link: https://www.econbiz.de/10005281331