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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Heteroscedasticity
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Peel, David
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Pavlidis, Efthymios G.
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Payá, Ivan
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Nguyen, Anh D. M.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working Papers / Department of Economics, Management School
150
Economics letters
50
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27
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of Economic Studies
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Recherches économiques de Louvain
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The economic journal : the journal of the Royal Economic Society
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International economic review
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Oxford Bulletin of Economics and Statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
2
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
3
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
Saved in:
4
Support for governments and leaders : fractional cointegration analysis of poll evidence from the UK, 1960-2004
Davidson, James E. H.
(
contributor
);
Peel, David
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003286553
Saved in:
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