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Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10007387230
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-Feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10008931511
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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Real exchange rate dynamics in sticky wage models
Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - In: Economics letters 123 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010400306
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Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Adjusted-range self-normalized confidence interval construction for censored dependent data
Sun, Jiajing; Hong, Yongmiao; Linton, Oliver; Zhao, Xiaolu - In: Economics letters 220 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013473110