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Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan - In: Journal of applied econometrics 10 (1995) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - In: Journal of applied econometrics 31 (2016) 6, pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-174
Persistent link: https://www.econbiz.de/10006955192
Cover Image
Cointegration Tests of Present Value Models with a Time-varying Discount Factor
Timmermann, A. - In: Journal of applied econometrics 10 (1995) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10007007906
Cover Image
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10006955389