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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - 2017
Persistent link: https://www.econbiz.de/10011751367
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Gaussian mixture vector autoregression
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2014
Persistent link: https://www.econbiz.de/10010438222
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Autoregression-based estimation of the new Keynesian Phillips Curve
Lanne, Markku; Luoto, Jani - 2011
Persistent link: https://www.econbiz.de/10008905450
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Forecasting US macroeconomic and financial time series with noncausal AR models : a comparison
Lanne, Markku; Nyberg, Henri; Saarinen, Erkka - 2011
Persistent link: https://www.econbiz.de/10008905455
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Heterogeneity in stock pricing : a STAR model with multivariate transition functions
Lof, Matthijs - 2010
Persistent link: https://www.econbiz.de/10003991882
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Rational speculators, contrarians and excess volatility
Matthijs, Lof - 2012
Persistent link: https://www.econbiz.de/10009680660
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Competition in store complexity takes us halfway between Diamond and Bertrand
Hämäläinen, Saara - 2016
Persistent link: https://www.econbiz.de/10011422472
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Macroeconomic impact of the risk-taking channel : evidence from SVAR with nonnormal residuals
Puonti, Päivi - 2015
Persistent link: https://www.econbiz.de/10010507696