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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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Real exchange rate determination : empirical oberservations from East-Asian countries
Miyakoshi, Tatsuyoshi - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 173-180
Persistent link: https://www.econbiz.de/10001724143
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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
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Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 617-640
Persistent link: https://www.econbiz.de/10012019348
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A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
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Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
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Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Zincenko, Federico; Sosa Escudero, Walter; … - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1365-1387
Persistent link: https://www.econbiz.de/10010461109
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Sustainability of European fiscal balances : just a statistical artifact?
Rengel, Malte - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1681-1712
Persistent link: https://www.econbiz.de/10012219682
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Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716