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On Markov Error-Correction Mod...
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Spagnolo, Fabio
180
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123
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115
Psaradakis, Zacharias
99
Caporale, Guglielmo Maria
89
Psaradakis, Zacharias G.
74
Al-Maadid, Alanoud
20
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20
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18
Dueker, Michael
15
Kang, Woo-Young
14
Ali, Faek Menla
10
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10
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9
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7
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6
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6
Kenc, Turalay
6
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6
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5
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5
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5
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Hevia, Constantino
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ECONIS (ZBW)
179
RePEc
92
OLC EcoSci
25
EconStor
24
Other ZBW resources
4
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91
Assessing the credibility of a target zone : evidence from EMS countries
Tronzano, Marco
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
International journal of finance & economics : IJFE
5
(
2000
)
2
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001519412
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92
An analysis of seasonality in the UK equity market
Clare, Andrew D.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
429
,
pp. 398-409
Persistent link: https://www.econbiz.de/10001179118
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93
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
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94
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
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95
Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.
- In:
Economic modelling
14
(
1997
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10001238063
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96
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
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97
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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98
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
99
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/10000947745
Saved in:
100
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906274
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