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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
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Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Dueker, Michael - In: The review of economics and statistics 80 (1998) 3, pp. 420-426
Persistent link: https://www.econbiz.de/10001245211
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Improved recession dating using stock market volatility
Huang, Yu-Fan; Startz, Richard - In: International journal of forecasting 36 (2020) 2, pp. 507-514
Persistent link: https://www.econbiz.de/10012415194
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Measuring persistent global economic factors with output, commodity price, and commodity currency data
Basistha, Arabinda; Startz, Richard - In: Journal of forecasting 43 (2024) 7, pp. 2860-2885
Persistent link: https://www.econbiz.de/10015110570
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Monetary shock measurement and stock markets
Basistha, Arabinda; Startz, Richard - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 685-706
Persistent link: https://www.econbiz.de/10013167526
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An unobserved components model of the yield curve
Startz, Richard; Tsang, Kwok Ping - In: Journal of money, credit and banking : JMCB 42 (2010) 8, pp. 1613-1640
Persistent link: https://www.econbiz.de/10008823662
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883