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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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Comparisons of stationary distributions of linear models
Zhu, Shenghao - In: Economics letters 119 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10009745737
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios; Louka, Alexandros - In: Economics letters 161 (2017), pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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Normality test for multivariate conditional heteroskedastic dynamic
Lee, Sangyeol; Ng, Chi Tim - In: Economics letters 111 (2011) 1, pp. 75-77
Persistent link: https://www.econbiz.de/10009241338
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The pan-European population distribution across consistently defined functional urban areas
Schmidheiny, Kurt; Südekum, Jens - In: Economics letters 133 (2015), pp. 10-13
Persistent link: https://www.econbiz.de/10011431795
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Power laws, CEO compensation and inequality
Blackwell, Calvin; Graefe-Anderson, Rachel; Hefner, … - In: Economics letters 126 (2015), pp. 78-80
Persistent link: https://www.econbiz.de/10011376412
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On GMM estimation of distributions from grouped data
Griffiths, William E.; Hajargasht, Gholamreza - In: Economics letters 126 (2015), pp. 122-126
Persistent link: https://www.econbiz.de/10011376440
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On the characteristic function for asymmetric Student distributions
Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel - In: Economics letters 121 (2013) 2, pp. 271-274
Persistent link: https://www.econbiz.de/10010347125