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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables

Galata, Robert (ed.); Schneeweiß, Hans (honouree); … - 1998

research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …

Persistent link: https://www.econbiz.de/10000655961

Tales of tails : jumps in currency markets

Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012631807

Econometrics in Theory and Practice : Festschrift for Hans Schneeweiß

Galata, Robert (ed.); Küchenhoff, Helmut (ed.) - 1998

excelled and stimulated further research. Econometrics in Theory and Practice is a collection of survey articles and research … papers from the field of theoretical and applied econometrics. It contains articles on errors-in-variables, decision theory …

Persistent link: https://www.econbiz.de/10013522312

Structural analysis of vector error correction models with exogenous I(1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997

Persistent link: https://www.econbiz.de/10000629002

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Rothe, Christoph (contributor); … - 2005

In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...