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Modeling Financial Return Dynamics via Decomposition
Anatolyev, Stanislav; Gospodinov, Nikolay - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 232-246
Persistent link: https://www.econbiz.de/10008399653
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
Anatolyev, Stanislav; Gospodinov, Nikolay - In: Econometric theory 27 (2010) 2, pp. 427-442
Persistent link: https://www.econbiz.de/10008881749
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Multi-market direction-of-change modeling using dependence ratios
Anatolyev, Stanislav - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009949942
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ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
Gospodinov, Nikolay - In: Econometric reviews 24 (2005) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10006877236
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Bootstrap-Based Inference in Models With a Nearly Noninvertible Moving Average Component
Gospodinov, Nikolay - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10008216404
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Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
Gospodinov, Nikolay; Maynard, Alex; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 455-468
Persistent link: https://www.econbiz.de/10009796505
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A 'long march' perspective on tobacco use in Canada
Gospodinov, Nikolay; Irvine, Ian - In: The Canadian journal of economics 38 (2005) 2, pp. 366-393
Persistent link: https://www.econbiz.de/10005881556
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Asymptotic confidence intervals for impulse responses of near-integrated processes
Gospodinov, Nikolay - In: The econometrics journal 7 (2004) 2, pp. 505-527
Persistent link: https://www.econbiz.de/10007442929
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FISCAL DECENTRALIZATION AND THE BUSINESS CYCLE: AN EMPIRICAL STUDY OF SEVEN FEDERATIONS
Gospodinov, Nikolay - In: Economics & politics 22 (2010) 1, pp. 37-68
Persistent link: https://www.econbiz.de/10008371893
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolay - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10008109077