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Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules
Basu, Deepankar; Jong, Robert M. de - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10009513648
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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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Money demand function estimation by nonlinear cointegration
Bae, Youngsoo; Jong, Robert M. de - In: Journal of applied econometrics 22 (2007) 4, pp. 767-793
Persistent link: https://www.econbiz.de/10003550506
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Note on fully modified estimation for three-regime threshold cointegration model
Wang, Chien-Ho - In: Theoretical economics letters 4 (2014) 6, pp. 506-512
Persistent link: https://www.econbiz.de/10010530796
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Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? : an application of the varying coefficient model
Chu, Chi-Yang; Wang, Chien-Ho; Chen, Wan-Jiun - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 729-758
Persistent link: https://www.econbiz.de/10015193875
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A new dynamic hedging model with futures : the Kalman filter error-correction model
Wang, Chien-Ho; Lin, Chang-Ching; Lin, Shu-Hui; Lai, Hung-Yu - In: Journal of risk 22 (2019/2020) 4, pp. 61-78
Persistent link: https://www.econbiz.de/10012297511