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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group"
~person:"Sola, Martin"
~subject:"Markov-Kette"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
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ECONIS (ZBW)
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On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
;
Spagnolo, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
Saved in:
3
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
4
Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John
(
contributor
);
Raybaudi, Marzia
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004094
Saved in:
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