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The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan; Chen, Zhenlong - In: Economics letters 146 (2016), pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G. - In: Economics letters 165 (2018), pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144