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Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Annals of economics and statistics 99/100 (2010), pp. 395-427
Persistent link: https://www.econbiz.de/10009241795
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Efficient estimation using regularized Jackknife IV estimator
Carrasco, Marine; Doukali, Mohamed - In: Annals of economics and statistics 128 (2017), pp. 109-149
Persistent link: https://www.econbiz.de/10011776889
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Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Bec, Frédérique; Ben Salem, Mélika; Carrasco, Marine - In: Annals of economics and statistics (2010) 99, pp. 395-429
Persistent link: https://www.econbiz.de/10009187301