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A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert - In: Economics letters 84 (2004) 3, pp. 341-347
Persistent link: https://www.econbiz.de/10002139378
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Compensating wage differentials and shift work preferences
Lanfranchi, Joseph; Ohlsson, Henry; Skalli, Ali - In: Economics letters 74 (2002) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001654106
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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James - 1992
Persistent link: https://www.econbiz.de/10000122460
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008
Persistent link: https://www.econbiz.de/10003739119
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Small-sample inference in rational expectations models with persistent data
Li, Hong - In: Economics letters 95 (2007) 2, pp. 203-210
Persistent link: https://www.econbiz.de/10003460417
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Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan; Wong, Soon Yip - 2006
Persistent link: https://www.econbiz.de/10003408454
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Spot variance path estimation and its application to high frequency jump testing
Bos, Charles S.; Pawel, Janus; Koopman, Siem Jan - 2009
Persistent link: https://www.econbiz.de/10003913191
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Purchasing power parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João - In: Economics letters 110 (2011) 3, pp. 182-185
Persistent link: https://www.econbiz.de/10009241553