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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906276
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G. - In: Economic modelling 14 (1997) 4, pp. 517-527
Persistent link: https://www.econbiz.de/10001238063
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Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G. - In: Journal of applied econometrics 12 (1997) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
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A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151421