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A test of debt sustainability and intertemporal budget balance in New Zealand
McNelis, Paul D.; Siddiqui, Anjum - 1993
Persistent link: https://www.econbiz.de/10000878160
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Neural networks in finance : gaining predictive edge in the market
McNelis, Paul D. - 2005
Persistent link: https://www.econbiz.de/10002237395
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A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N. - In: Economics letters 33 (1990) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
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The distribution of exchange rate returns : an international comparison
Lim, Guay C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000883954
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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000884605
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Weighted monetary aggregates : empirical evidence for Australia
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000896427
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Is the demand for money cointegrated or disintegrated? : the case of Australia
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832849
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Efficient estimation of long-run relationships : a comparison of alternative cointegration estimators with an application
Lim, Guay C.; Martin, Vance - 1992
Persistent link: https://www.econbiz.de/10000837416
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Jump models anfd higher moments
Lim, Guay C. (contributor) - In: Nonlinear economic models : cross-sectional, times …, (pp. 161-175). 1997
Persistent link: https://www.econbiz.de/10001302941
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Regression-based cointegration estimators with applications
Lim, Guay C. - In: Journal of economic studies 22 (1995) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001177546