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Capacity constraints and the dynamics of underwriting profits
Higgins, Matthew Lawrence; Thistle, Paul D. - In: Economic inquiry : journal of the Western Economic … 38 (2000) 3, pp. 442-457
Persistent link: https://www.econbiz.de/10001500579
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Computation of the GLS estimator of a model with anticipated and unanticipated effects
Higgins, Matthew Lawrence - In: Economics letters 45 (1994) 2, pp. 125-129
Persistent link: https://www.econbiz.de/10001163985
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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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Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.; Higgins, Matthew Lawrence - 1994
Persistent link: https://www.econbiz.de/10000909583
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Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.; Higgins, Matthew Lawrence; Lee, Sangkyu - 1995
Persistent link: https://www.econbiz.de/10000911331
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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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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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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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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