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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000874063
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The expectations model of the term structure : an empirical paradox
Driffill, John; Psaradakis, Zacharias; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000137123
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
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Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2002
Persistent link: https://www.econbiz.de/10001717801
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On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - 2003
Persistent link: https://www.econbiz.de/10001903065
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Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
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A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001223732