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The Exact Bias of the Log-Periodogram Regression Estimator
Lieberman, O. - In: Econometric reviews 20 (2001) 3, pp. 369
Persistent link: https://www.econbiz.de/10006900053
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A characterization of the price behavior of international dual stocks: An error correction approach
Lieberman, O.; Ben-Zion, U.; Hauser, S. - In: Journal of international money and finance 18 (1999) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10006914513
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Structural change and asset pricing in emerging markets
Garcia, R.; Ghysels, E. - In: Journal of international money and finance 17 (1998) 3, pp. 455-474
Persistent link: https://www.econbiz.de/10006918335
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Bayesian Inference for Periodic Regime-switching Models
Ghysels, E.; McCulloch, R.E.; Tsay, R.S. - In: Journal of applied econometrics 13 (1998) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10006993750
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On Scoring Asymmetric Periodic Probability Models of Turning-point Forecasts
Ghysels, E. - In: Journal of forecasting 12 (1993) 3-4, pp. 227-238
Persistent link: https://www.econbiz.de/10006954475