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Limit theory for an explosive autoregressive process
Wang, XiaoHu; Yu, Jun - In: Economics letters 126 (2015), pp. 176-180
Persistent link: https://www.econbiz.de/10011377248
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki; Ota, Yasushi - In: Computational economics 57 (2021) 4, pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo G. - 1993
Persistent link: https://www.econbiz.de/10000862469
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Business cycle durations
Filardo, Andrew J.; Gordon, Stephen F. - 1993
Persistent link: https://www.econbiz.de/10000876272
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Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P. - 1996
Persistent link: https://www.econbiz.de/10000610231
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Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul - 1998
Persistent link: https://www.econbiz.de/10000680182
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Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1970
Persistent link: https://www.econbiz.de/10000028012