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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias; Sola, Martin - In: Journal of econometrics 72 (1996) 1-2, pp. 151-176
Persistent link: https://www.econbiz.de/10006794100
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G. - In: Journal of econometrics 86 (1998) 2, pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G. - In: Journal of econometrics 72 (1996) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael J.; Psaradakis, Zacharias; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10008770533
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Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
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Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Dueker, Michael J.; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10007859779
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Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10003571319