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Markov switching causality and the money-output relationship
Psaradakis, Zacharias G. - 2003
Persistent link: https://www.econbiz.de/10013424282
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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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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000593179
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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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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151421
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Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.; Psaradakis, Zacharias; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151422
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624