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person:"Psaradakis, Zacharias G."
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Search: subject_exact:"Markovscher Prozeß"
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Markov chain
17
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17
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10
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4
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Psaradakis, Zacharias G.
Elliott, Robert J.
47
Casarin, Roberto
43
Waggoner, Daniel F.
41
Billio, Monica
40
Siu, Tak Kuen
33
Zha, Tao
33
Dijk, Herman K. van
29
Guidolin, Massimo
28
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28
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27
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27
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26
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25
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25
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24
Paap, Richard
24
Piger, Jeremy Max
24
Rady, Sven
24
Sola, Martin
24
Kaufmann, Sylvia
23
Kim, Chang-jin
23
Lux, Thomas
23
Balbus, Lukasz
22
Chauvet, Marcelle
22
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22
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21
Cui, Zhenyu
21
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21
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21
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20
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20
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19
Leiva-Leon, Danilo
19
D'Amico, Guglielmo
18
Dijk, Dick van
18
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18
Kamihigashi, Takashi
18
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18
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17
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17
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4
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3
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3
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1
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1
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ECONIS (ZBW)
17
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17
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17
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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
Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011610480
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
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
-
2003
Persistent link: https://www.econbiz.de/10013424282
Saved in:
10
Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001717801
Saved in:
11
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:
12
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:
13
Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001583871
Saved in:
14
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.
;
Spagnolo, Nicola
-
1999
Persistent link: https://www.econbiz.de/10001434242
Saved in:
15
Markov cointegration
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
-
1999
Persistent link: https://www.econbiz.de/10001415488
Saved in:
16
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
Saved in:
17
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G.
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
Saved in:
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