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A consistency test for a two-step estimator of an expectations model
Higgins, Matthew Lawrence - In: Journal of quantitative economics : journal of the … 10 (1994) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009927206
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RANDOM COEFFICIENT FORMULATION OF CONDITIONAL HETEROSKEDASTICITY AND AUGMENTED ARCH MODELS
Bera, Anil K.; Higgins, Matthew L.; Lee, Sangkyu - In: Sankhya / B : the Indian journal of statistics 58 (1996) 2, pp. 199-220
Persistent link: https://www.econbiz.de/10006530050
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Capacity Constraints and the Dynamics of Underwriting Profits
Higgins, Matthew L.; Thistle, Paul D. - In: Economic inquiry : journal of the Western Economic … 38 (2000) 3, pp. 442-457
Persistent link: https://www.econbiz.de/10006286424
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ARCH and Bilinearity as Competing Models for Nonlinear Dependence
Bera, Anil K.; Higgins, Matthew L. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10008220220
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Fractional cointegration analysis of EU convergence
Beliu, Sonila; Higgins, Matthew L. - In: Applied economics 36 (2004) 14, pp. 1607-1612
Persistent link: https://www.econbiz.de/10007645935
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Exchange-rate uncertainty and workers' remittances
Higgins, Matthew L.; Hysenbegasi, Alketa; Pozo, Susan - In: Applied financial economics 14 (2004) 6, pp. 403-412
Persistent link: https://www.econbiz.de/10007650773
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Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression
Higgins, Matthew L.; Mishra, Sagarika - In: Journal of quantitative economics : journal of the … 7 (2009) 2, pp. 59-72
Persistent link: https://www.econbiz.de/10009927485