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Asymmetries in the conditional mean dynamics of real GNP : robust evidence

Bidarkota, Prasad V. - In: The review of economics and statistics 82 (2000) 1, pp. 153-157

Persistent link: https://www.econbiz.de/10001456395

Sectoral investigation of asymmetries in the conditional mean dynamics of the real U.S. GDP

Bidarkota, Prasad V. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 191-200

Persistent link: https://www.econbiz.de/10001769719

Time-varying risk and risk premiums in frontier markets

Todorov, Galin; Bidarkota, Prasad V. - In: Journal of emerging markets 18 (2013) 3, pp. 18-35

Persistent link: https://www.econbiz.de/10010519779

Time-varying financial spillovers from the US to frontier markets

Todorov, Galin; Bidarkota, Prasad V. - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 246-283

Persistent link: https://www.econbiz.de/10010436255

Signal extraction can generate volatility clusters from IID shocks

Bidarkota, Prasad V. (contributor); … - 2002

Persistent link: https://www.econbiz.de/10003113682

Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP

Bidarkota, Prasad V. - 2011

We investigate asymmetries in the conditional mean dynamics of four sectors of the U.S. GDP data. Since the statistical evidence on nonlinearities in the conditional mean could be influenced by the presence of outliers, or by a failure to model conditional heteroskedasticity, we explicitly...

Persistent link: https://www.econbiz.de/10013119274