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Normality tests for dependent...
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Markov chain
Theorie
46
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45
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29
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29
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29
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28
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20
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Psaradakis, Zacharias G.
17
Sola, Martin
11
Spagnolo, Fabio
9
Psaradakis, Zacharias
5
Spagnolo, Nicola
4
Pouzo, Demian
3
Ravn, Morten O.
2
Sola, Martín
2
Morita, Rubens
1
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Discussion papers in economics
4
Journal of applied econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Studies in Nonlinear Dynamics & Econometrics
2
Birkbeck working papers in economics and finance : BWPEF
1
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ECONIS (ZBW)
20
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1
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G.
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
Saved in:
2
Markov level shifts and the unit-root hypothesis
Psaradakis, Zacharias G.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001651355
Saved in:
3
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
4
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
5
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Saved in:
6
Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
Saved in:
7
Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001717801
Saved in:
8
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
Saved in:
9
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
10
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.
;
Spagnolo, Nicola
-
1999
Persistent link: https://www.econbiz.de/10001434242
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