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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926954
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Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926955
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Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926957
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Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates
Krishnakumar, Jayalakshmi; Neto, David - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 180-202
Persistent link: https://www.econbiz.de/10009526760
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Testing the "Inaction corridor" in a three-regime threshold error correction model with an application to a buffer-stock model for US money demand
Krishnakumar, Jayalakshmi; Neto, David - In: Economic notes : economic review of Banca Monte dei … 40 (2011) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10009299641
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Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003288732
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Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi; Neto, David - In: Computational methods in financial engineering : essays …, (pp. 191-210). 2008
Persistent link: https://www.econbiz.de/10003669639
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A general methodology of robust estimation for panel data models
Krishnakumar, Jayalakshmi - 1995
Persistent link: https://www.econbiz.de/10000913340
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Estimation of simultaneous equation models with error components structure
Krishnakumar, Jayalakshmi - 1988
Persistent link: https://www.econbiz.de/10013278015
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Time invariant variables and panel data models : a generalised Frisch-Vaugh theorem and its implications
Krishnakumar, Jayalakshmi (contributor) - 2003 - [Elektronische Ressource]
Mundlak (1978) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some additional interesting properties of the within estimator in Mundlak's model and go on to...
Persistent link: https://www.econbiz.de/10001890414