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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003425995
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A semiparametric characterization of income uncertainty over the life cycle
Feigenbaum, James A.; Li, Geng - 2010
Persistent link: https://www.econbiz.de/10008655794
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Non-linearity in the inflation-growth relationship in developing economies : evidence from a semiparametric panel model
Baglan, Deniz; Yoldas, Emre - 2014
Persistent link: https://www.econbiz.de/10010434073
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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Efficiency of financial institutions : international survey and directions for future research
Berger, Allen N. - 1997
Persistent link: https://www.econbiz.de/10000959205
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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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Reconciling micro and macro estimates of the Frisch labor supply elasticity
Peterman, William B. - 2012
Persistent link: https://www.econbiz.de/10009715501
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Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy - 2007
Persistent link: https://www.econbiz.de/10003827127