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1

Modeling dependence dynamics through copulas with regime switching

Osvaldo Candido da Silva Filho, Flavio Augusto Ziegelmann, Michael J. Dueker

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 1.03 MB

english, 2012

2

Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility

Dueker, Michael J.

Journal:

Journal of Business and Economic Statistics

Year:

1997

Language:

english

File:

PDF, 1.63 MB

english, 1997

3

Can Markov switching models predict excess foreign exchange returns?

Michael Dueker, Christopher J. Neely

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 230 KB

english, 2007

4

Does foreign innovation affect domestic wage inequality?

Alison Butler, Michael Dueker

Journal:

Journal of International Economics

Year:

1999

Language:

english

File:

PDF, 227 KB

english, 1999

5

Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)

Silva Filho, Osvaldo C., Ziegelmann, Flavio A., Dueker, Michael J.

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 651 KB

english, 2014

6

Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 1.29 MB

english, 2005

7

849 CHOLECYSTECTOMY CONTRIBUTES TO FUNCTIONAL ABDOMINAL SYMPTOMS IN CRONH'S DISEASE PATIENTS: A TREATABLE FORM OF IBS IN IBD?

Koutroumpakis, Filippos, Ahsan, Maaz, Lodhi, Maham, Rivers, Claudia Ramos, Johnston, Elyse, Proksell, Siobhan, Dueker, Jeffrey, Tang, Gong, Jana, Hashash, Babichenko, Dmitriy, Dunn, Michael A., Binion

Journal:

Gastroenterology

Year:

2020

File:

PDF, 505 KB

2020

8

Contemporaneous threshold autoregressive models: Estimation, testing and forecasting

Michael J. Dueker, Martin Sola, Fabio Spagnolo

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 880 KB

english, 2007

9

Indeterminacy, change points and the price puzzle in an estimated DSGE model

Anatoliy Belaygorod, Michael Dueker

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 1.09 MB

english, 2009

10

AGGREGATE PRICE SHOCKS AND FINANCIAL INSTABILITY: A HISTORICAL ANALYSIS

Michael D. Bordo, Michael J. Dueker, David C. Wheelock

Journal:

Economic Inquiry

Year:

2002

Language:

english

File:

PDF, 260 KB

english, 2002

11

Molecular Regulation of Histone H3 Trimethylation by COMPASS and the Regulation of Gene Expression

Jessica Schneider, Adam Wood, Jung-Shin Lee, Rebecca Schuster, Jeff Dueker, Courtney Maguire, Selene K. Swanson, Laurence Florens, Michael P. Washburn, Ali Shilatifard

Journal:

Year:

2005

Language:

english

File:

PDF, 384 KB

english, 2005

12

Aggregate price shocks and financial stability: the United Kingdom 1796–1999

Michael D Bordo, Michael J Dueker, David C Wheelock

Journal:

Explorations in Economic History

Year:

2003

Language:

english

File:

PDF, 518 KB

english, 2003

13

State-Dependent Threshold Smooth Transition Autoregressive Models

Michael J. Dueker, Zacharias Psaradakis, Martin Sola, Fabio Spagnolo

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2012

Language:

english

File:

PDF, 1.75 MB

english, 2012

14

Forecasting macro variables with a Qual VAR business cycle turning point index

Dueker, Michael, Assenmacher-Wesche, Katrin

Journal:

Applied Economics

Year:

2010

Language:

english

File:

PDF, 181 KB

english, 2010

15

Dynamic Forecasts of Qualitative Variables

Dueker, Michael

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 546 KB

english, 2005

16

Targeted massively parallel sequencing of autism spectrum disorder-associated genes in a case control cohort reveals rare loss-of-function risk variants

Griswold, Anthony J., Dueker, Nicole D., Van Booven, Derek, Rantus, Joseph A., Jaworski, James M., Slifer, Susan H., Schmidt, Michael A., Hulme, William, Konidari, Ioanna, Whitehead, Patrice L., Cucca

Journal:

Molecular Autism

Year:

2015

Language:

english

File:

PDF, 889 KB

english, 2015

17

BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX

DUEKER, MICHAEL, NELSON, CHARLES R.

Journal:

Macroeconomic Dynamics

Year:

2006

Language:

english

File:

PDF, 419 KB

english, 2006

18

Inflation, Monetary Policy and Stock Market Conditions: Quantitative Evidence from a Hybrid Latent-Variable VAR

Bordo, Michael D., Dueker, Michael, Wheelock, David C.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 233 KB

english, 2009

19

25 ASSOCIATION OF ADDED DIETARY SUGAR AND WORSE MENTAL HEALTH STATUS IN INFLAMMATORY BOWEL DISEASE

Ahsan, Maaz, Koutroumpakis, Filippos, Rivers, Claudia Ramos, Szigethy, Eva, Levinthal, David J., Proksell, Siobhan, Dueker, Jeffrey, Johnston, Elyse, Jana, Hashash, Schwartz, Marc, Kingsley, Michael J

Journal:

Gastroenterology

Year:

2020

File:

PDF, 617 KB

2020

20

Family History of Eating Disorder and the Broad Autism Phenotype in Autism

Barrionuevo, Bianca A., Chowdhury, Aneesa R., Lee, Joycelyn M., Dueker, Nicole D., Martin, Eden R., PericakâVance, Margaret A., Cuccaro, Michael

Journal:

Autism Research

Year:

2020

File:

PDF, 397 KB

2020

21

Directly measuring early exercise premiums using American and European S&P 500 Index options

Michael Dueker, Thomas W. Miller Jr.

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 210 KB

english, 2003

22

Use of accelerator mass spectrometry to measure the pharmacokinetics and peripheral blood mononuclear cell concentrations of zidovudine

Le T. Vuong, Jon L. Ruckle, Arlin B. Blood, Michael J. Reid, Richard D. Wasnich, Hans-Arno Synal, Stephen R. Dueker

Journal:

Journal of Pharmaceutical Sciences

Year:

2008

Language:

english

File:

PDF, 159 KB

english, 2008

23

Multivariate contemporaneous-threshold autoregressive models

Michael J. Dueker, Zacharias Psaradakis, Martin Sola, Fabio Spagnolo

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 560 KB

english, 2011

24

The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis

Michael J. Dueker, Ada K. Jacox, David E. Kalist, Stephen J. Spurr

Journal:

Journal of Regulatory Economics

Year:

2005

Language:

english

File:

PDF, 154 KB

english, 2005

25

Phytochemical Research Using Accelerator Mass Spectrometry

Le T. Vuong, Bruce A. Buchholz, Michael W. Lame, Stephen R. Dueker

Journal:

Nutrition Reviews

Year:

2004

Language:

english

File:

PDF, 2.51 MB

english, 2004

26

European Business Cycles: New Indices and Their Synchronicity

Michael Dueker, Katrin Wesche

Journal:

Economic Inquiry

Year:

2003

Language:

english

File:

PDF, 378 KB

english, 2003

27

Hydrolysis of pyrrolizidine alkaloids by guinea pig hepatic carboxylesterases

Stephen R. Dueker, Michael W. Lamé, H.J. Segall

Journal:

Toxicology and Applied Pharmacology

Year:

1992

Language:

english

File:

PDF, 1.44 MB

english, 1992

28

Inflation targeting in a small open economy: Empirical results for Switzerland

Michael Dueker, Andreas M. Fischer

Journal:

Journal of Monetary Economics

Year:

1996

Language:

english

File:

PDF, 681 KB

english, 1996

29

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Journal:

Economics Letters

Year:

2006

Language:

english

File:

PDF, 105 KB

english, 2006

30

Traditional and accelerator mass spectrometry for quantitation of human folate pools

Stephen R. Dueker, Michael Lamé, Yumei Lin, Andrew J. Clifford, Bruce A. Buchholz, John S. Vogel

Journal:

Trends in Food Science & Technology

Year:

2005

Language:

english

File:

PDF, 300 KB

english, 2005

31

Fixing Swiss potholes: The importance and cyclical nature of improvements

Michael J. Dueker, Andreas M. Fischer

Journal:

Economics Letters

Year:

2003

Language:

english

File:

PDF, 132 KB

english, 2003

32

A monetary policy feedback rule in Korea's fast-growing economy

Michael Dueker, Gyuhan Kim

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

1999

Language:

english

File:

PDF, 223 KB

english, 1999

33

Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

Dueker, Michael, Startz, Richard

Journal:

Review of Economics and Statistics

Year:

1998

Language:

english

File:

PDF, 133 KB

english, 1998

34

Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate

Journal:

Journal of Business and Economic Statistics

Year:

1999

Language:

english

File:

PDF, 358 KB

english, 1999

35

Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility

Michael J. Dueker

Journal:

Journal of Business and Economic Statistics

Year:

1997

Language:

english

File:

PDF, 390 KB

english, 1997

36

Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

Michael Dueker and Richard Startz

Journal:

Review of Economics and Statistics

Year:

1998

Language:

english

File:

PDF, 314 KB

english, 1998

37

Anterior Polar Cataracts

Jampol, Lee M., Kass, Michael, Dueker, David, Albert, Daniel M.

Journal:

American Journal of Ophthalmology

Year:

1974

Language:

english

File:

PDF, 634 KB

english, 1974

38

Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate

Dueker, Michael

Journal:

Journal of Business and Economic Statistics

Year:

1999

Language:

english

File:

PDF, 1.02 MB

english, 1999

39

Genetic testing and corresponding services among individuals with autism spectrum disorder (ASD)

Cuccaro, Michael L., Czape, Kayla, Alessandri, Michael, Lee, Joycelyn, Deppen, Abigail Rupchock, Bendik, Elise, Dueker, Nicole, Nations, Laura, Pericak-Vance, Margaret, Hahn, Susan

Journal:

American Journal of Medical Genetics Part A

Year:

2014

Language:

english

File:

PDF, 333 KB

english, 2014

40

Stochastic Capital Depreciation and the Co-movement of Hours and Productivity

Dueker, Michael, Fischer, Andreas, Dittmar, Robert

Journal:

The B E Journal of Macroeconomics

Year:

2007

Language:

english

File:

PDF, 417 KB

english, 2007

41

Contemporaneous-Threshold Smooth Transition GARCH Models

Dueker, Michael J., Psaradakis, Zacharias, Sola, Martin, Spagnolo, Fabio

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2011

Language:

english

File:

PDF, 752 KB

english, 2011

42

Phytochemical Research Using Accelerator Mass Spectrometry

Vuong, Le T., Buchholz, Bruce A., Lamé, Michael W., Dueker, Stephen R.

Journal:

Nutrition Reviews

Year:

2004

Language:

english

File:

PDF, 2.52 MB

english, 2004

43

Statistical Analysis Software Package: NCSS from a Teacher's Viewpoint

Review by: Marilynn S. Dueker and Michael Nabel

Journal:

The American Statistician

Year:

1992

Language:

english

File:

PDF, 577 KB

english, 1992

44

Sa1037 RISK OF UNRECOGNIZED ENDOSCOPIST FACIAL SPLASH DURING ENDOSCOPY

Johnston, Elyse, HabibBein, Nadia F., Dueker, Jeffrey, Quiroz, Barbara, Corsaro, Enrico, Ambrogio, Megan, Kingsley, Michael, Papachristou, Georgios I., Kreiss, Christianna, Khalid, Asif

Journal:

Gastrointestinal Endoscopy

Year:

2018

Language:

english

File:

PDF, 669 KB

english, 2018

45

Multivariate Contemporaneous Threshold Autoregressive Models

Dueker, Michael, Psaradakis, Zacharias, Sola, Martin, Spagnolo, Fabio

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 1.08 MB

english, 2007

46

Review of external ocular compression: clinical applications of the ocular pressure estimator

Korenfeld, Michael, Dueker, David

Journal:

Clinical Ophthalmology

Year:

2016

Language:

english

File:

PDF, 2.38 MB

english, 2016

47

Can Markov Switching Models Predict Excess Foreign Exchange Returns?

Dueker, Michael, Neely, Christopher J.

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 591 KB

english, 2006

48

Nanotracing and cavity-ring down spectroscopy: A new ultrasensitive approach in large molecule drug disposition studies

Kratochwil, Nicole A., Dueker, Stephen R., Muri, Dieter, Senn, Claudia, Yoon, HyeJin, Yu, Byung-Yong, Lee, Gwan-Ho, Dong, Feng, Otteneder, Michael B., Rutherford, Suzannah

Journal:

Year:

2018

Language:

english

File:

PDF, 1.59 MB

english, 2018

49

A new device to noninvasively estimate the intraocular pressure produced during ocular compression

Korenfeld, Michael, Dueker, David

Journal:

Clinical Ophthalmology

Year:

2016

Language:

english

File:

PDF, 2.45 MB

english, 2016

50

Monetary Policy and Stock Market Booms and Busts in the 20th Century

Bordo, Michael D., Dueker, Michael, Wheelock, David C.

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 724 KB

english, 2007

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