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A consistency test for a two-step estimator of an expectations model
Higgins, Matthew Lawrence - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10001177301
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Specification testing of ARCH and nonlinear time series models
Higgins, Matthew Lawrence - 1989
Persistent link: https://www.econbiz.de/10000804277
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ARCH models : properties, estimation and testing
Bera, Anil K. - In: Journal of economic surveys 7 (1993) 4, pp. 305-366
Persistent link: https://www.econbiz.de/10001153314
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ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
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Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
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A joint test for arch and bilinearity in the regression model
Higgins, Matthew Lawrence - In: Econometric reviews 7 (1988) 2, pp. 171-181
Persistent link: https://www.econbiz.de/10001064634
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A class of nonlinear ARCH models
Higgins, Matthew Lawrence - In: International economic review 33 (1992) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10001119787
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Exchange-rate uncertainty and workers' remittances
Higgins, Matthew Lawrence; Hysenbegasi, Alketa; Pozo, Susan - In: Applied financial economics 14 (2004) 6, pp. 403-411
Persistent link: https://www.econbiz.de/10001971150
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Inflation uncertainty and money demand
Higgins, Matthew Lawrence; Majin, Shohreh - In: Applied economics letters 16 (2009) 13/15, pp. 1323-1328
Persistent link: https://www.econbiz.de/10003894204
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A Markov regime-switching model with time-varying transition probabilities for identifying asset price bubbles
Higgins, Matthew Lawrence; Ofori-Acheampong, Frank - In: International journal of economics and finance 10 (2018) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10011859905