//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Cahiers du Département d'Econométrie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Neto, David"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
6
Kointegration
6
Yield curve
4
Zinsstruktur
4
Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
Zeitreihenanalyse
3
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Threshold cointegration
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Autocovariance function
1
Benzin
1
Crude oil price and retail price of gasoline
1
Estimation
1
Estimation theory
1
FM Wald test
1
FMLS
1
FMLS-based CUSUM test
1
Forecasting model
1
GARCH
1
Gasoline
1
Interest rate parity
1
Laplace innovation
1
Markov chain
1
Markov random field
1
Markov-Kette
1
Oil price
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Ranking method
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
8
Author
All
Neto, David
8
Krishnakumar, Jayalakshmi
5
Sardy, Sylvain
2
Tseng, Paul
1
Published in...
All
Cahiers du Département d'Econométrie
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
6
Annales d'économie et de statistique
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Economics letters
2
Energy economics
2
Financial stability review : FSR
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Oxford bulletin of economics and statistics
2
Annales d'Economie et de Statistique
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Economic Notes
1
Economics Letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Finance research letters
1
Health and socio-economic status over the life course : first results from SHARE Waves 6 and 7
1
Oxford Bulletin of Economics and Statistics
1
Quality & Quantity: International Journal of Methodology
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Saved in:
2
Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926954
Saved in:
3
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926955
Saved in:
4
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926957
Saved in:
5
Moments structure of l 1-stochastic volatility models
Neto, David
;
Sardy, Sylvain
-
2009
Persistent link: https://www.econbiz.de/10003926961
Saved in:
6
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
7
Partial cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003598669
Saved in:
8
Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003288732
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->