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Do real exchange rates have autoregressive unit roots? : A test under the alternative of long memory and breaks
Dueker, Michael; Serletis, Apostolos - 2000
Persistent link: https://www.econbiz.de/10001591349
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Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael (contributor);  … - 2001 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
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Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
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Mean reversion in stock market volatility
Dueker, Michael - 1994
Persistent link: https://www.econbiz.de/10000897039
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Conditional heteroscedasticity in qualitative response models of time series : a Gibbs-sampling approach to the bank prime rate
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 466-472
Persistent link: https://www.econbiz.de/10001412861
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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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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
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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