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person:"Ciccarelli, Matteo"
~person:"Psaradakis, Zacharias G."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markovsche Kette"
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Markov chain
12
Markov-Kette
12
Theorie
7
Theory
7
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3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Ciccarelli, Matteo
Psaradakis, Zacharias G.
Elliott, Robert J.
36
Siu, Tak Kuen
32
Tsionas, Efthymios G.
25
Gupta, Rangan
19
Sola, Martin
16
D'Amico, Guglielmo
15
Guo, Xianping
15
Kim, Chang-jin
15
Ciecka, James E.
13
Reffett, Kevin L.
13
Cavazos-Cadena, Rolando
12
Feinberg, Eugene A.
12
Jaśkiewicz, Anna
12
Balbus, Lukasz
11
Chan, Leunglung
11
Nowak, Andrzej S.
11
Piger, Jeremy Max
11
Serletis, Apostolos
11
Balcilar, Mehmet
10
Casarin, Roberto
10
Cavicchioli, Maddalena
10
Li, Yong
10
Shi, Yanlin
10
Skoog, Gary R.
10
Billio, Monica
9
Chauvet, Marcelle
9
Chen, Cathy W. S.
9
Chevallier, Julien
9
Chib, Siddhartha
9
Cui, Zhenyu
9
Goutte, Stéphane
9
Holmes, Mark J.
9
Jain, Madhu
9
Krolzig, Hans-Martin
9
Lee, Hsiang-Tai
9
Maheu, John M.
9
Spagnolo, Nicola
9
Woźny, Łukasz
9
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9
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Journal of applied econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of econometrics
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ECONIS (ZBW)
12
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1
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
Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
Saved in:
3
Estimating multicountry VAR models
Canova, Fabio
;
Ciccarelli, Matteo
- In:
International economic review
50
(
2009
)
3
,
pp. 929-959
Persistent link: https://www.econbiz.de/10003876345
Saved in:
4
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:
5
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
6
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Saved in:
7
Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
Saved in:
8
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
9
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
Saved in:
10
Markov level shifts and the unit-root hypothesis
Psaradakis, Zacharias G.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001651355
Saved in:
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