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Robust Estimation in Nonlinear...
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1
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
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2
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
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3
Time series properties of ARCH processes with persistent covariates
Han, Heejoon
;
Park, Joon Y.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10003782974
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4
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.
;
Kapetanios, George
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 472-488
Persistent link: https://www.econbiz.de/10003441933
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7
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 77-124
Persistent link: https://www.econbiz.de/10003376079
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8
Large shocks vs. small shocks : (or does size matter? May be so.)
Gonzalo, Jesús
;
Martínez, Oscar
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 311-347
Persistent link: https://www.econbiz.de/10003376086
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9
Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis
;
Rahbek, Anders
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
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10
Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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