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Bootstrap-Based Inference in Models With a Nearly Noninvertible Moving Average Component
Gospodinov, Nikolay - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10008216404
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FISCAL DECENTRALIZATION AND THE BUSINESS CYCLE: AN EMPIRICAL STUDY OF SEVEN FEDERATIONS
Gospodinov, Nikolay - In: Economics & politics 22 (2010) 1, pp. 37-68
Persistent link: https://www.econbiz.de/10008371893
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Modeling Financial Return Dynamics via Decomposition
Anatolyev, Stanislav; Gospodinov, Nikolay - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 232-246
Persistent link: https://www.econbiz.de/10008399653
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolay - In: Journal of econometrics 146 (2008) 1, pp. 146-162
Persistent link: https://www.econbiz.de/10008881129
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
Anatolyev, Stanislav; Gospodinov, Nikolay - In: Econometric theory 27 (2010) 2, pp. 427-442
Persistent link: https://www.econbiz.de/10008881749
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ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
Gospodinov, Nikolay - In: Econometric reviews 24 (2005) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10006877236
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolay - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10008109077
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Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
Gospodinov, Nikolay; Maynard, Alex; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 455-468
Persistent link: https://www.econbiz.de/10009796505
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Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10010069897
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Further Results on the Limiting Distribution of GMM Sample Moment Conditions
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 494-505
Persistent link: https://www.econbiz.de/10010033527