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Testing for the Lucas critique : a quantitative investigation
Lindé, Jesper - In: The American economic review 91 (2001) 4, pp. 986-1005
Persistent link: https://www.econbiz.de/10001612505
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Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs; Panopulu, Aikaterinē - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
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The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter; Zhou, Zhong-guo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
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Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica; Casarin, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
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Labor and the market value of the firm
Merz, Monika; Yashiv, Eran - In: The American economic review 97 (2007) 4, pp. 1419-1431
Persistent link: https://www.econbiz.de/10003586409
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A nonlinear model of asset returns with multiple shocks
Kahra, Hannu; Martin, Vance; Sarkar, Saikat - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
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Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
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Nonstationary autoregressive conditional duration models
Mishra, Anuj; Ramanathan, Thekke Variyam - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011743716