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Markov switching causality and...
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Ravn, Morten O.
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92
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82
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75
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71
On Markov error-correction models, with an application to stock prices and dividends
Psaradakis, Zacharias
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10006965033
Saved in:
72
On detrending and cyclical asymmetry
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of applied econometrics
18
(
2003
)
3
,
pp. 271-290
Persistent link: https://www.econbiz.de/10006968622
Saved in:
73
The expectations model of the term structure : an empirical paradox
Driffill, John
;
Psaradakis, Zacharias
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000137123
Saved in:
74
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009949866
Saved in:
75
Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael J.
;
Psaradakis, Zacharias
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009949986
Saved in:
76
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000593179
Saved in:
77
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael J.
;
Psaradakis, Zacharias
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10008770533
Saved in:
78
A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Economics letters
76
(
2002
)
2
,
pp. 213-221
Persistent link: https://www.econbiz.de/10001690295
Saved in:
79
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
Saved in:
80
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
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