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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - In: Journal of applied econometrics 32 (2017) 3, pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - In: Journal of applied econometrics 22 (2007) 1, pp. 63-87
Persistent link: https://www.econbiz.de/10003448509
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On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - In: Journal of applied econometrics 22 (2007) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10007613979