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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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The expectations model of the term structure : an empirical paradox
Driffill, John; Psaradakis, Zacharias; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000137123
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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State-dependent threshold smooth transition autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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An empirical reassessment of target-zone ninlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of international money and finance 20 (2001) 4, pp. 533-548
Persistent link: https://www.econbiz.de/10001598626
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A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Economics letters 72 (2001) 3, pp. 317-323
Persistent link: https://www.econbiz.de/10001602347
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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