Theory and inference for a Markov switching GARCH model.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 218, doi. 10.1111/j.1368-423X.2009.00307.x
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2010 AND VI 13 AND IP 2
Results: 6
1
2
Specification and estimation of social interaction models with network structures.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 145, doi. 10.1111/j.1368-423X.2010.00310.x
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- Publication type:
- Article
3
Testing the adequacy of conventional asymptotics in GMM.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 205, doi. 10.1111/j.1368-423X.2010.00312.x
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- Publication type:
- Article
4
Improving robust model selection tests for dynamic models.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 177, doi. 10.1111/j.1368-423X.2010.00313.x
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- Publication type:
- Article
5
Bimodal t-ratios: the impact of thick tails on inference.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 271, doi. 10.1111/j.1368-423X.2010.00315.x
- By:
- Publication type:
- Article
6
ECF estimation of Markov models where the transition density is unknown.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 245, doi. 10.1111/j.1368-423X.2010.00316.x
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- Publication type:
- Article