ON A DOUBLE-THRESHOLD AUTOREGRESSIVE HETEROSCEDASTIC TIME SERIES MODEL.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 253, doi. 10.1002/(SICI)1099-1255(199605)11:3<253::AID-JAE393>3.0.CO;2-8
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 1996 AND VI 11 AND IP 3
Results: 5
1
2
PARAMETRIC AND SEMI-PARAMETRIC ESTIMATION OF THE BINARY RESPONSE MODEL OF LABOUR MARKET PARTICIPATION.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 321, doi. 10.1002/(SICI)1099-1255(199605)11:3<321::AID-JAE391>3.0.CO;2-K
- By:
- Publication type:
- Article
3
THE EXCESS CO-MOVEMENT OF COMMODITY PRICES RECONSIDERED.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 275, doi. 10.1002/(SICI)1099-1255(199605)11:3<275::AID-JAE392>3.0.CO;2-3
- By:
- Publication type:
- Article
4
OCCUPATIONAL PENSIONS AND JOB MOBILITY IN BRITAIN: ESTIMATION OF A RANDOM-EFFECTS COMPETING RISKS MODEL.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 293, doi. 10.1002/(SICI)1099-1255(199605)11:3<293::AID-JAE399>3.0.CO;2-N
- By:
- Publication type:
- Article
5
REGIME SWITCHING AS A TEST FOR EXCHANGE RATE BUBBLES.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 3, p. 219, doi. 10.1002/(SICI)1099-1255(199605)11:3<219::AID-JAE394>3.0.CO;2-S
- By:
- Publication type:
- Article