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Goodness-of-fit test in multivariate jump diffusion models
Zhang, Shulin; Zhou, Qian M.; Zhu, Dongming; Song, … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10012176627
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Inference for optimal split point in conditional quantiles
Fan, Yanqin; Liu, Ruixuan; Zhu, Dongming - In: Frontiers of economics in China : selected publications … 11 (2016) 1, pp. 40-59
Persistent link: https://www.econbiz.de/10011473564
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Credit rationing and threshold effects in the relation between money and output
Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001202515
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Estimating Euler equations with integrated series
Dolado, Juan J.; Galbraith, John W.; Banerjee, Anindya - 1990
Persistent link: https://www.econbiz.de/10000842054
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Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted
Persistent link: https://www.econbiz.de/10000592333
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Orthogonality tests with de-trended data: interpreting Monte Carlo results using Nagar expansions
Banerjee, Anindya; Dolado, Juan; Galbraith, John W. - 1988
Persistent link: https://www.econbiz.de/10000124591
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Dimension reduction and model averaging for estimation of artists' age-valuation profiles
Galbraith, John W.; Hodgson, Douglas J. - In: European economic review : EER 56 (2012) 3, pp. 422-435
Persistent link: https://www.econbiz.de/10009657511
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
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Circuit breakers and the tail index of equity returns
Galbraith, John W.; Zernov, Serguei - In: Journal of financial econometrics : official journal of … 2 (2004) 1, pp. 109-129
Persistent link: https://www.econbiz.de/10002214214
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Testing the link between inflation and growth
Ambler, Steve; Van Norden, Simon - In: Price stability, inflation targets, and monetary policy …, (pp. 89-116). 1998
Persistent link: https://www.econbiz.de/10001304069