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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
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2
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
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3
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003262868
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