Moment approximation for least-squares estimators in dynamic regression models with a unit root.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 115, doi. 10.1111/j.1368-423X.2005.00156.x
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2005 AND VI 8 AND IP 2
Results: 8
1
2
Non-linear GARCH models for highly persistent volatility.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 251, doi. 10.1111/j.1368-423X.2005.00163.x
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- Publication type:
- Article
3
Robust modelling of DTARCH models.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 143, doi. 10.1111/j.1368-423X.2005.00157.x
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- Publication type:
- Article
4
Simultaneous equations in ordered discrete responses with regressor-dependent thresholds.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 176, doi. 10.1111/j.1368-423X.2005.00159.x
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- Publication type:
- Article
5
Functional-coefficient models under unit root behaviour.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 197, doi. 10.1111/j.1368-423X.2005.00160.x
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- Publication type:
- Article
6
Temporal disaggregation using multivariate structural time series models.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 214, doi. 10.1111/j.1368-423X.2005.00161.x
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- Publication type:
- Article
7
Adaptive MCMC methods for inference on affine stochastic volatility models with jumps.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 235, doi. 10.1111/j.1368-423X.2005.00162.x
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- Publication type:
- Article
8
Breaking the panels: An application to the GDP per capita.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 2, p. 159, doi. 10.1111/j.1368-423X.2005.00158.x
- By:
- Publication type:
- Article