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A video interview of James Stock
Mizrach, Bruce Marshall - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 393-395
Persistent link: https://www.econbiz.de/10011339411
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A test of martingale hypothesis
Park, Joon Y. (contributor); Wang, Yoon-Jae (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
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Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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Output and inflation responses to credit shocks : are threshold effects in the euro area?
Calza, Alessandro (contributor); Sousa, João (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003558953
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Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam (contributor); Trueck, Stefan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10003559010
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Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen (contributor); Penzer, Jeremy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
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Issues of aggregation over time of conditional heteroscedastic volatility models : what kind of diffusion do we recover?
Trifi, Amine (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10003559185
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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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Extracting the cyclical component in hours worked
Bernardi, Mauro; Della Corte, Giuseppe; Proietti, Tommaso - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009521861
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Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022