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GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
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A Gaussian mixture autoregressive model for univariate time series
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009627445
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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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Comparison of misspecification tests designed for non-linear time series models
Kalliovirta, Leena - 2010
Persistent link: https://www.econbiz.de/10008772845
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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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Residual-based diagnostic tests for noninvertible ARMA models
Nyholm, Juho - 2017
Persistent link: https://www.econbiz.de/10011721434