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Works matching IS 08837252 AND DT 1999 AND VI 14 AND IP 2

Results: 6

1

THE TIME-VARYING BEHAVIOUR OF REAL INTEREST RATES: A RE-EVALUATION OF THE RECENT EVIDENCE.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 171, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<171::AID-JAE502>3.0.CO;2-U

By:

Bekdache, Basma

Publication type:

Article

2

ECONOMETRIC SOFTWARE RELIABILITY: EViews, LIMDEP, SHAZAM AND TSP.

Published in:

1999

By:

McCullough, B. D.

Publication type:

Product Review

3

ESTIMATING THE LQAC MODEL WITH I(2) VARIABLES.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 155, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<155::AID-JAE497>3.0.CO;2-#

By:

Engsted, Tom;
Haldrup, Niels

Publication type:

Article

4

DETECTING PERIODICALLY COLLAPSING BUBBLES: A MARKOV-SWITCHING UNIT ROOT TEST.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 143, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<143::AID-JAE500>3.0.CO;2-X

By:

Hall, Stephen G.;
Psaradakis, Zacharias

Publication type:

Article

5

A MONTE CARLO STUDY OF THE FORECASTING PERFORMANCE OF EMPIRICAL SETAR MODELS.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 123, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K

By:

Clements, Michael P.;
Smith, Jeremy

Publication type:

Article

6

A NON-LINEAR FILTERING APPROACH TO STOCHASTIC VOLATILITY MODELS WITH AN APPLICATION TO DAILY STOCK RETURNS.

Published in:

Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 101, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<101::AID-JAE499>3.0.CO;2-A

By:

Watanabe, Toshiake

Publication type:

Article