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Threshold Autoregressions with a Near Unit Root
Caner, Mehmet; Hansen, Bruce E. - İktisat Bölümü, Bilkent Üniversitesi - 1998
Persistent link: https://www.econbiz.de/10011211279
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A Direct test of the Emerging Consensus about Long-Run PPP
Caner, Mehmet; Kilian, Lutz - İktisat Bölümü, Bilkent Üniversitesi - 1998
Persistent link: https://www.econbiz.de/10011211287
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Large Sample Theory for M-Estimators via Empirical Process Methods
Caner, Mehmet - İktisat Bölümü, Bilkent Üniversitesi - 1999
Persistent link: https://www.econbiz.de/10011211314
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Least Absolute Deviation Estimation of a Threshold Model
Caner, Mehmet - İktisat Bölümü, Bilkent Üniversitesi - 1998
Persistent link: https://www.econbiz.de/10011211327
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An Empirical Investigation of Time Varying Betas via Threshold Models
Caner, Mehmet; Akdeniz, Levent; Salih, A. Altay - İktisat Bölümü, Bilkent Üniversitesi - 1999
Persistent link: https://www.econbiz.de/10011211350