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Spatial effects in a common trend model of US city-level CPI
Burridge, Peter; Iacone, Fabrizio; Lazarová, Stěpána - In: Regional science & urban economics 54 (2015), pp. 87-98
Persistent link: https://www.econbiz.de/10011479810
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Modelling asymmetric volatility dynamics by multivariate BL-GARCH models
Storti, Giuseppe - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 2, pp. 251-274
Persistent link: https://www.econbiz.de/10003715420
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When competing momentum hypotheses really do not compete : new the sources of momentum profits change through time
Du, Dingzhu; Watkins, Boyce - In: Journal of economics & business 59 (2007) 2, pp. 130-143
Persistent link: https://www.econbiz.de/10003441147
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Testing for codependence of cointegrated variables
Trenkler, Carsten; Weber, Enzo - In: Applied economics 45 (2013) 13/15, pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
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The determinants of asymmetric volatility
Wu, Guojun - In: The review of financial studies 14 (2001) 3, pp. 837-859
Persistent link: https://www.econbiz.de/10001602980
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Matching, human capital, and the covariance structure of earnings
Parent, Daniel - In: Labour economics : official journal of the European … 9 (2002) 3, pp. 375-404
Persistent link: https://www.econbiz.de/10001682202
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Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - 2009
Persistent link: https://www.econbiz.de/10003889682
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Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates
Cserna, Balázs - 2008
We show by Monte Carlo simulations that the jackknife estimation of QUENOUILLE (1956) provides substantial bias reduction for the estimation of short-term interest rate models applied in CHAN ET AL. (1992) - hereafter CKLS (1992). We find that an alternative estimation based on NOWMAN (1997)...
Persistent link: https://www.econbiz.de/10003747325
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Do higher cigarette prices increase alcohol consumption? : evidence from the US
Ma, Zhen - In: Review of applied economics 11 (2015) 1/2, pp. 109-122
Persistent link: https://www.econbiz.de/10011493007
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498