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A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886
Persistent link: https://www.econbiz.de/10007287899
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Combining forecasts with nonparametric kernel regressions
Li, Fuchun; Tkacz, Greg - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10009949829
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A Consistent Test for Multivariate Conditional Distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10008844949
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Financial stress, monetary policy, and economic activity
Li, Fuchun - In: Bank of Canada review (2009/10) 4, pp. 9-18
Persistent link: https://www.econbiz.de/10009904374
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An uncertain past : data revisions and monetary policy in Canada
Tkacz, Greg - In: Bank of Canada review (2009/10) 2, pp. 41-51
Persistent link: https://www.econbiz.de/10009904365
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Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Tkacz, Greg - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 19-32
Persistent link: https://www.econbiz.de/10009949759
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Measuring systemic importance of financial institutions: An extreme value theory approach
Gravelle, Toni; Li, Fuchun - In: Journal of banking & finance 37 (2013) 7, pp. 2196-2209
Persistent link: https://www.econbiz.de/10010112259
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TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS
Li, Fuchun - In: Econometric theory 23 (2007) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10007614047
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Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework
Lam, Jean-Paul; Tkacz, Greg - In: Swiss journal of economics and statistics 140 (2004) 1, pp. 89-126
Persistent link: https://www.econbiz.de/10006504612
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Testing for asymmetry in the link between the yield spread and output in the G-7 countries
Galbraith, John W.; Tkacz, Greg - In: Journal of international money and finance 19 (2000) 5, pp. 657-672
Persistent link: https://www.econbiz.de/10006906444