Pages that link to "Item:Q75802"

The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):

Displaying 50 items.

• Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
• Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules (Q3574705) (← links)
• Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models (Q3574706) (← links)
• The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? (Q3574708) (← links)
• Rank-based Entropy Tests for Serial Independence (Q3574710) (← links)
• Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
• Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem (Q3574712) (← links)
• Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
• On the Robustness of Symmetry Tests for Stock Returns (Q3574715) (← links)
• Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
• Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps (Q3574717) (← links)
• Option Valuation with Normal Mixture GARCH Models (Q3574718) (← links)
• Unemployment and Economic Growth Cycles (Q3574720) (← links)
• Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? (Q3574721) (← links)
• A Powerful Test for Linearity When the Order of Integration is Unknown (Q3574722) (← links)
• Optimal Test for Markov Switching GARCH Models (Q3574723) (← links)
• Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths (Q3574725) (← links)
• Is the Backward-Looking Component Important in a New Keynesian Phillips Curve? (Q3574726) (← links)
• Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728) (← links)
• Threshold Adjustment of Deviations from the Law of One Price (Q3574730) (← links)
• Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components (Q3574732) (← links)
• The Consumption-Wealth Ratio under Asymmetric Adjustment (Q3574733) (← links)
• Happiness due to Consumption and its Increases, Wealth and Status (Q3574734) (← links)
• Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life (Q3574735) (← links)
• The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing (Q3574736) (← links)
• Modelling Good and Bad Volatility (Q3574737) (← links)
• (Un)anticipated Technological Change in an Endogenous Growth Model (Q3574738) (← links)
• Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate (Q3574739) (← links)
• Multi-Market Direction-of-Change Modeling Using Dependence Ratios (Q3574740) (← links)
• A Component GARCH Model with Time Varying Weights (Q3574741) (← links)
• The J2 Status of "Chaos" in Period Macroeconomic Models (Q3574742) (← links)
• Testing for Conditional Heteroscedasticity in the Components of Inflation (Q3574743) (← links)
• Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes (Q3574744) (← links)
• Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation (Q3574745) (← links)
• Asymmetry in Stochastic Volatility Models: Threshold or Correlation? (Q3574746) (← links)
• Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (Q3574747) (← links)
• Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization (Q3574748) (← links)
• Modeling Jump and Continuous Components in the Volatility of Oil Futures (Q3574751) (← links)
• A Non-Parametric Investigation of Risk Premia (Q3574753) (← links)
• Threshold Effects of Dismissal Protection Regulation and the Emergence of Temporary Work Agencies (Q3574754) (← links)
• Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis (Q3574755) (← links)
• Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model (Q3574761) (← links)
• Testing for Asymmetric Dependence (Q3574762) (← links)
• Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763) (← links)
• Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors (Q3574765) (← links)
• Synchronization and On-Off Intermittency Phenomena in a Market Model with Complementary Goods and Adaptive Expectations (Q3574766) (← links)
• Estimation of Parameters in the Presence of Model Misspecification and Measurement Error (Q3574767) (← links)
• An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns (Q3574769) (← links)
• Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (Q3574770) (← links)
• First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator (Q3574771) (← links)