Search Results - isPartOf:"SSE/EFI Working Paper Series in Economics and Finance"

Aggregate savings when individual income varies

Flodén, Martin (contributor) - 2005 - [Elektronische Ressource]

Working Paper Series in Economics and Finance No 591 March, 2005 Abstract This paper examines aggregate savings in a general …Aggregate Savings When Individual Income Varies ∗ Martin Flodén ∗∗ Stockholm School of Economics and CEPR SSE/EFI …

Persistent link: https://www.econbiz.de/10002679474

Reciprocal dumping with Bertrand competition

Friberg, Richard (contributor); … - 2005 - [Elektronische Ressource]

Ganslandtz, The Research Institute of Industrial Economics SSE/EFI Working Paper Series in Economics and Finance No 592 March …

Persistent link: https://www.econbiz.de/10002679500

Univariate nonlinear time series models

Teräsvirta, Timo (contributor) - 2005 - [Elektronische Ressource]

In this paper developments in the analysis of univariate nonlinear time series are considered. First a number of commonly used nonlinear models are presented. The next section is devoted to methods of testing linearity, which is an important part of nonlinear model building. Techniques of...

Persistent link: https://www.econbiz.de/10002679532

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005

Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance, No 578 January 2005 Abstract In this paper …

Persistent link: https://www.econbiz.de/10002535492

Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations

Silvennoinen, Annastiina (contributor); … - 2005 - [Elektronische Ressource], Rev. October 2005

In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The approach adopted here is based on the decomposition of the covariances into correlations and standard deviations. The time-varying conditional correlations change smoothly between two...

Persistent link: https://www.econbiz.de/10002570445

Testing parameter constancy in unit root autoregressive models against continuous change

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 8, 2005

Working Paper Series in Economics and Finance No. 579 January 2005 Abstract In this paper we derive tests for parameter … Sandbergy Department of Economic Statistics, Stockholm School of Economics, P. O. Box 6501, SE-113 83 Stockholm, Sweden SSE/EFI …

Persistent link: https://www.econbiz.de/10002570513

Is neoclassical economics still entrepreneurless?

Bianchi, Milo (contributor); Henrekson, Magnus (contributor) - 2005 - [Elektronische Ressource], Rev. March 29, 2005

SSE/EFI Working Paper Series in Economics and Finance No. 584 Kyklos, forthcoming Is Neoclassical Economics …

Persistent link: https://www.econbiz.de/10002570545

Dickey-Fuller type of tests against nonlinear dynamic models

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]

Statistics, Stockholm School of Economics, P. O. Box 6501, SE-113 83 Stockholm, Sweden SSE/EFI Working Paper Series in Economics … and Finance No. 580 January 2005 Abstract In this paper we introduce several test statistics of testing the null hypothe …

Persistent link: https://www.econbiz.de/10002577830

Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005

Stockholm, Sweden SSE/EFI Working Paper Series in Economics and Finance No. 581 January 2005 Abstract In this paper we derive a …

Persistent link: https://www.econbiz.de/10002577852

Does sovereign risk differ for domestic and foreign investors? : historical evidence from Scandinavian bond markets

Waldenström, Daniel (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005

Markets * February 4, 2005 SSE/EFI Working Paper Series in Economics and Finance No. 585 Daniel Waldenström …

Persistent link: https://www.econbiz.de/10002577962