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A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar, (2022)
The difference, system and 'double-d GMM panel estimators in the presence of structural breaks
Chowdhury, Rosen Azad, (2012)
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan, (2014)
GDP growth and the composite leading index : a nonlinear causality analysis for eleven countires
Huh, Hyeon-seung, (2002)
Estimating asymmetric output cost of lowering inflation for Australia
Testing the uncorrelatedness of aggregate supply and aggregate demand shocks in VAR models
Huh, Hyeon-seung, (2011)