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Beveridge-Nelson Decomposition...
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.
;
Low, Chin Nam
;
Snyder, Ralph D.
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2004
Persistent link: https://www.econbiz.de/10002474772
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.
;
Low, Chin Nam
;
Snyder, Ralph D.
- In:
Economics letters
91
(
2006
)
1
,
pp. 104-109
Persistent link: https://www.econbiz.de/10003315118
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3
Permanent structural change in the US short-term and long-term interest rates
Chua, Chew Lian
;
Low, Chin Nam
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2007
Persistent link: https://www.econbiz.de/10003524739
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4
Exponential smoothing : a prediction error decomposition principle
Snyder, Ralph D.
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2004
Persistent link: https://www.econbiz.de/10002474548
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5
Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M.
- In:
The journal of economic methodology
6
(
1999
)
1
,
pp. 31-59
Persistent link: https://www.econbiz.de/10001427382
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Market architecture and nonlinear dynamics of Australian stock and future indices
Anderson, Heather M.
;
Vahid, Farshid
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2001
Persistent link: https://www.econbiz.de/10001586610
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7
Treasury bill yield curves and cointegration
Anderson, Heather M.
;
Granger, C. W.
;
Hall, Anthony D.
-
1990
Persistent link: https://www.econbiz.de/10000129170
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8
Market architecture and nonlinear dynamics of Australian stock and futures indices
Anderson, Heather M.
;
Vahid, Farshid
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 541-566
Persistent link: https://www.econbiz.de/10001982968
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9
Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M.
;
Vahid, Farshid
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882038
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10
VARs, cointegration and common cycle restrictions
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008662304
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