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~subject:"Estimation theory"
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The economics of wage controls
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Peel, David
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ECONIS (ZBW)
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1
Co-integration : new wine in old bottles
Holden, Kenneth
- In:
The Business economist
25
(
1994
)
2
,
pp. 36-50
Persistent link: https://www.econbiz.de/10001161952
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2
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
Saved in:
3
Purchasing power parity adjustment speeds in high frequency data when the equilibrium real exchange rate is proxied by a deterministic trend
Payá, Ivan
;
Peel, David
- In:
Papers in money, macroeconomics and finance : …
71
(
2003
),
pp. 39-53
Persistent link: https://www.econbiz.de/10003361478
Saved in:
4
Another example of a non-linear time series with misleading linear properties
Byers, J. David
;
Peel, David
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 47-51
Persistent link: https://www.econbiz.de/10001725693
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5
Transactions costs and nonlinear adjustment in real exchange rates : an empirical investigation
Michael, Panos
- In:
Journal of political economy
105
(
1997
)
4
,
pp. 862-879
Persistent link: https://www.econbiz.de/10001225251
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6
A non-linear error correction mechanism based on the bilinear model
Peel, David
- In:
Economics letters
58
(
1998
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
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7
Modelling business cycle nonlinearity in conditional mean and conditional variance : some international and sectoral evidence
Peel, David
- In:
Economica
65
(
1998
)
258
,
pp. 211-229
Persistent link: https://www.econbiz.de/10001242307
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8
Rationality testing under asymmetric loss
Batchelor, Roy A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001250905
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9
Critical bounds for MA(2) and MA(3) processes
Lane, J. A.
- In:
Economics letters
2
(
1988
),
pp. 133-140
Persistent link: https://www.econbiz.de/10001051289
Saved in:
10
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
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