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Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric

Rothman, Philip - Department of Economics, East Carolina University - 1999

Persistent link: https://www.econbiz.de/10005623673

Independence and Changes in the Size Distribution of Income

Rothman, Philip - Department of Economics, East Carolina University

Persistent link: https://www.econbiz.de/10005623674

Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry

Rothman, Philip - Department of Economics, East Carolina University - 2000

Persistent link: https://www.econbiz.de/10005623675

Time Irreversible Unemployment Rates

Rothman, Philip - Department of Economics, East Carolina University - 1999

Persistent link: https://www.econbiz.de/10005623677

Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test

Rothman, Philip - Department of Economics, East Carolina University

Persistent link: https://www.econbiz.de/10005791125

A Frequency Domain Test of Time Reversibility

Hinich, Melvin J.; Rothman, Philip - Department of Economics, East Carolina University

Persistent link: https://www.econbiz.de/10005791134

Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited

Rothman, Philip - Department of Economics, East Carolina University

Persistent link: https://www.econbiz.de/10005791154

A Multivariate STAR Analysis of the Relationship Between Money and Output

Rothman, Philip; Dijk, Dick van; Franses, Philip Hans - Department of Economics, East Carolina University - 1999

Persistent link: https://www.econbiz.de/10005791168

The Current Depth of Recession and Unemployment Rate Forecasts

Parker, Randall E.; Rothman, Philip - Department of Economics, East Carolina University

Persistent link: https://www.econbiz.de/10005260388

An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa

Cheng, Ai-ru; Jahan-Parvar, Mohammad R.; Rothman, Philip - 2009

This paper studies excess market returns in the relatively understudied nancial markets of nine Middle Eastern and North African (MENA) countries within the context of three variants of the Capital Asset Pricing Model: the static international CAPM; the constant-parameter intertemporal CAPM; and...

Persistent link: https://www.econbiz.de/10015215679