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Local GMM estimation of time s...
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ECONIS (ZBW)
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1
Local GMM estimation of time series models with conditional moment restrictions
Gospodinov, Nikolaj
;
Otsu, Taisuke
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 476-490
Persistent link: https://www.econbiz.de/10009686775
Saved in:
2
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
Saved in:
3
A new look at the forward premium puzzle
Gospodinov, Nikolaj
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 312-338
Persistent link: https://www.econbiz.de/10003884194
Saved in:
4
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003992783
Saved in:
5
Testing for threshold nonlinearity in short-term interest rates
Gospodinov, Nikolaj
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 344-371
Persistent link: https://www.econbiz.de/10002989086
Saved in:
6
Asymptotic confidence intervals for impulse responses of near-integrated processes
Gospodinov, Nikolaj
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 505-527
Persistent link: https://www.econbiz.de/10002463591
Saved in:
7
Robust asymptotic inference in autoregressive models with martingale difference errors
Gospodinov, Nikolaj
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10002655592
Saved in:
8
Median unbiased forecasts for highly persistent autoregressive processes
Gospodinov, Nikolaj
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10001703563
Saved in:
9
Bootstrap-based inference in models with a nearly noninvertible moving average component
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10001660381
Saved in:
10
Politique monétaire et tentatives de stabilisation en Bulgarie
Gospodinov, Nikolaj
- In:
International economics : a journal published by CEPII …
(
1995
),
pp. 103-116
Persistent link: https://www.econbiz.de/10001183716
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