CATS IN RATS: COINTEGRATION ANALYSIS OF TIME SERIES: VERSION 1.01.
- Published in:
- 1998
- By:
- Publication type:
- Product Review
Works matching IS 08837252 AND DT 1998 AND VI 13 AND IP 3
Results: 6
1
2
IDENTIFYING THE SOURCE OF DYNAMICS IN DISAGGREGATED IMPORT DATA.
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 3, p. 305, doi. 10.1002/(SICI)1099-1255(199805/06)13:3<305::AID-JAE468>3.0.CO;2-U
- By:
- Publication type:
- Article
3
SUBSTITUTION, RISK AVERSION, TASTE SHOCKS AND EQUITY PREMIA.
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 3, p. 265, doi. 10.1002/(SICI)1099-1255(199805/06)13:3<265::AID-JAE475>3.0.CO;2-Z
- By:
- Publication type:
- Article
4
A THRESHOLD ERROR-CORRECTION MODEL FOR INTRADAY FUTURES AND INDEX RETURNS.
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 3, p. 245, doi. 10.1002/(SICI)1099-1255(199805/06)13:3<245::AID-JAE480>3.0.CO;2-E
- By:
- Publication type:
- Article
5
UNEMPLOYMENT PERSISTENCE: DOES THE SIZE OF THE SHOCK MATTER?
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 3, p. 283, doi. 10.1002/(SICI)1099-1255(199805/06)13:3<283::AID-JAE469>3.0.CO;2-S
- By:
- Publication type:
- Article
6
STYLIZED FACTS OF DAILY RETURN SERIES AND THE HIDDEN MARKOV MODEL.
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 3, p. 217, doi. 10.1002/(SICI)1099-1255(199805/06)13:3<217::AID-JAE476>3.0.CO;2-V
- By:
- Publication type:
- Article