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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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Time varying price discovery
Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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A robust test for multivariate normality
Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
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Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models
Abay, Kibrom A. - In: Economics letters 126 (2015), pp. 51-56
Persistent link: https://www.econbiz.de/10011376393
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A latent class model for obesity
Greene, William H.; Harris, Mark N.; Hollingsworth, Bruce; … - In: Economics letters 123 (2014) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10010396571
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On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Economics letters 125 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
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The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Lee, Oesook; Lee, Jungwha - In: Economics letters 125 (2014) 3, pp. 331-335
Persistent link: https://www.econbiz.de/10010506097
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea; Kapetanios, George - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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A multivariate conditional autoregressive range model
Fernandes, Marcelo; Mota, Bernardo de Sá; Rocha, Guilherme - In: Economics letters 86 (2005) 3, pp. 435-440
Persistent link: https://www.econbiz.de/10002680736