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The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone
Higgins, Richard S.; Johnson, Paul A. - In: Economics letters 80 (2003) 2, pp. 255-259
Persistent link: https://www.econbiz.de/10001774200
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A robust algorithm for parameter estimation in smooth transition autoregressive models
Bekiros, Stelios D. - In: Economics letters 103 (2009) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10003838928
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The spectral representation of Markov switching ARMA models
Pataracchia, Beatrice - In: Economics letters 112 (2011) 1, pp. 11-15
Persistent link: https://www.econbiz.de/10009242191
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Inflationary expectations and rationaly revisited
Grant, Alan P.; Thomas, Lloyd Brewster - In: Economics letters 62 (1999) 3, pp. 331-338
Persistent link: https://www.econbiz.de/10001398744
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The policy anticipation hypothesis and the expected inflation hypothesis : some new evidence using index linked bonds
Peel, David - In: Economics letters 34 (1990) 2, pp. 121-125
Persistent link: https://www.econbiz.de/10001096994
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Are survey forecasts trusted? : American trade account deficit and Yen-Dollar rate
Wakita, Shigeru - In: Economics letters 4 (1989), pp. 339-344
Persistent link: https://www.econbiz.de/10001065364
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The predictive power of January returns in foreign and domestic markets
Chang, Eric Chieh - In: Economics letters 35 (1991) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10001102098
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Forecasting the exchange rate PPP versus a random walk
Fritsche, Charmaine Pereira - In: Economics letters 54 (1997) 1, pp. 69-74
Persistent link: https://www.econbiz.de/10001222333
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467