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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-jen - In: Economics letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10001967831
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Long memory story of the real interest rate
Tsay, Wen-jen - In: Economics letters 67 (2000) 3, pp. 325-330
Persistent link: https://www.econbiz.de/10001473677
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The Beveridge-Nelson decomposition of Markov-switching processes
Chen, Chao-Chun; Tsay, Wen-jen - In: Economics letters 91 (2006) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003315110
Cover Image
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-Jen - In: Economics letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10006757900
Cover Image
The Beveridge–Nelson decomposition of Markov-switching processes
Chen, Chao-Chun; Tsay, Wen-Jen - In: Economics letters 91 (2006) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10007260369