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~isPartOf:"Discussion paper / Centre for Economic Forecasting"
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
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1996
Persistent link: https://www.econbiz.de/10000947745
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2
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906274
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
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1995
Persistent link: https://www.econbiz.de/10000906276
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4
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias
;
Sola, Martin
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1996
Persistent link: https://www.econbiz.de/10000593179
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5
The expectations model of the term structure : an empirical paradox
Driffill, John
;
Psaradakis, Zacharias
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000137123
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6
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000142702
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7
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
8
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.
;
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151422
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