1

Testing for two-regime threshold cointegration in vector error-correction models

Year:
2002
Language:
english
File:
PDF, 239 KB
english, 2002
2

Nonlinear mean reversion in the term structure of interest rates

Year:
2003
Language:
english
File:
PDF, 370 KB
english, 2003
3

Asymmetric dividend smoothing in the aggregate stock market

Year:
2010
Language:
english
File:
PDF, 384 KB
english, 2010
7

Distribution theory for unit root tests with conditional heteroskedasticity

Year:
1999
Language:
english
File:
PDF, 202 KB
english, 1999
10

Tests for Structural Change in Cointegrated Systems

Year:
1998
Language:
english
File:
PDF, 2.65 MB
english, 1998
11

TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS

Year:
1998
Language:
english
File:
PDF, 287 KB
english, 1998