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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
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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/10000930379
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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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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The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G. - 1989
Persistent link: https://www.econbiz.de/10000803224
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G. - In: Journal of econometrics 86 (1998) 2, pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
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Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G. - In: Econometric reviews 17 (1998) 3, pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
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Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
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A comparison of tests of linear hypotheses in cointegrated vector autoregressive models
Psaradakis, Zacharias G. - In: Economics letters 45 (1994) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001163982
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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