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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
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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
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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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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
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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
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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
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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
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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
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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
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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