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Mobility measurement, transition matrices and statistical inference

Formby, John P.; Smith, W. James; Zheng, Buhong - In: Journal of econometrics 120 (2004) 1, pp. 181-205

Persistent link: https://www.econbiz.de/10001998954

Adaptive consistent unit-root test based on autoregressive threshold model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133

Persistent link: https://www.econbiz.de/10003608129

Wages and the Demand for Health - A Life Cycle Analysis

Dustmann, Christian; Windmeijer, Frank - 2000

This paper presents a life cycle model for the demand for health, and derives empirical specifications that distinguish … between permanent and transitory wage responses. Using panel data, we estimate dynamic health and health input demand …

Persistent link: https://www.econbiz.de/10010262380

Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363

Persistent link: https://www.econbiz.de/10003782998

A semiparametric GARCH model for foreign exchange volatility

Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10003277973

Estimating stochastic volatility diffusion using conditional moments of integrated volatility

Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 109 (2002) 1, pp. 33-65

Persistent link: https://www.econbiz.de/10001663892

Market efficiency, asset returns, and the size of the risk premium in global equity markets

Bansal, Ravi; Lundblad, Christian - In: Journal of econometrics 109 (2002) 2, pp. 195-237

Persistent link: https://www.econbiz.de/10001689009

Strong rules for detecting the number of breaks in a time series

Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244

Persistent link: https://www.econbiz.de/10001799064

Nonparametric estimation of structural models for high-frequency currency market data

Bansal, Ravi (contributor) - In: Journal of econometrics 66 (1995) 1, pp. 251-287

Persistent link: https://www.econbiz.de/10001174116

Foreign exchange rates : a multiple currency and maturity analysis

Havenner, Arthur - In: Journal of econometrics 2 (1988), pp. 251-264

Persistent link: https://www.econbiz.de/10001040086

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