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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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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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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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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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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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A multivariate discrete choice method based on inequality restrictions
Ahn, Dae-Yong - In: Economics letters 115 (2012) 3, pp. 516-518
Persistent link: https://www.econbiz.de/10009632888
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A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun - In: Economics letters 140 (2016), pp. 48-52
Persistent link: https://www.econbiz.de/10011615965