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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
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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
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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
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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
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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
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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
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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
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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
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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
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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