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Asymmetric volatility impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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A Lagrange multiplier test for causality in variance
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
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An ARCH model without intercept
Hafner, Christian M.; Preminger, Arie - In: Economics letters 129 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
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A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.; Preminger, Arie - In: Economics letters 126 (2015), pp. 47-50
Persistent link: https://www.econbiz.de/10011376392
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Testing for causality in variance in the presence of breaks
Dijk, Dick van; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199
Persistent link: https://www.econbiz.de/10003172055
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Testing for seasonality
Franses, Philip Hans - In: Economics letters 38 (1992) 3, pp. 259-262
Persistent link: https://www.econbiz.de/10001123560
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A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
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Moving average filters and unit roots
Franses, Philip Hans - In: Economics letters 37 (1991) 4, pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
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Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans - In: Economics letters 120 (2013) 2, pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
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Testing for causality in variance in the presence of breaks
van Dijk, Dick; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199
Persistent link: https://www.econbiz.de/10006750376