Similar Search Results

Unobserved heterogeneity in panel time series models

Coakley, Jerry (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002437135

A non-linear analysis of excess foreign exchange returns

Coakley, Jerry; Fuertes, Ana María - In: The Manchester School 69 (2001) 6, pp. 623-642

Persistent link: https://www.econbiz.de/10001625354

Numerical issues in threshold autoregressive modeling of time series

Coakley, Jerry; Fuertes, Ana María; Pérez, María-Teresa - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2219-2242

Persistent link: https://www.econbiz.de/10001768920

Asymmetries and the forward premium puzzle

Coakley, Jerry; Fuertes, Ana María - 1999

Persistent link: https://www.econbiz.de/10001465704

Numerical issues in threshold autoregressive modelling of time series

Coakley, Jerry; Fuertes, Anna Maria; Perez, Maria-Teresa - 2000

Persistent link: https://www.econbiz.de/10001527684

Cointegration of long span saving and investment

Coakley, Jerry - In: Economics letters 54 (1997) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10001222347

New panel unit root tests of PPP

Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22

Persistent link: https://www.econbiz.de/10001229597

Testing the persistence and structuralist theories of uemployment

Coakley, Jerry; Fuertes, Ana María; Gylfi Zoega - 1999

Persistent link: https://www.econbiz.de/10001451908

Commodity futures returns : more memory than you might think!

Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483

Persistent link: https://www.econbiz.de/10011715477

Small Sample Properties of Panel Time-Series Estimators with I(1) Errors

Fuertes, Ana-Maria; Coakley, Jerry; Smith, Ron - 2001

Monte Carlo simulations are used to explore the small sample properties of a mean group and two pooled panel estimators of a regression coefficient when the regressor is I(1). We compare and contrast the effect of I(0) and I(1) errors and homogeneous and heterogeneous coefficients in a design...

Persistent link: https://www.econbiz.de/10014129429