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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of Econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10005192779
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A Bayesian analysis of the unit root in real exchange rates
Schotman, Peter; Dijk, Herman K. van - In: Journal of Econometrics 49 (1991) 1-2, pp. 195-238
Persistent link: https://www.econbiz.de/10005239071
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A Bayesian approach to the empirical valuation of bond options
Schotman, Peter - In: Journal of Econometrics 75 (1996) 1, pp. 183-215
Persistent link: https://www.econbiz.de/10005285321
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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Bams, Dennis; Schotman, Peter C. - In: Journal of Econometrics 117 (2003) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10005228810
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Editor's introduction: Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon; Escribano, Alvaro; Pfann, Gerard - In: Journal of Econometrics 74 (1996) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10005192301
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Sources of asymmetry in production factor dynamics
Palm, Franz C.; Pfann, Gerard A. - In: Journal of Econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10005239009