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Noise Ratio As a Non-Nested Mo...
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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2
Identifying the sign of the slope of a monotonic function via OLS
Inoue, Atsushi
- In:
Economics letters
75
(
2002
)
3
,
pp. 419-424
Persistent link: https://www.econbiz.de/10001667240
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3
Testing for distributional change in time series
Inoue, Atsushi
- In:
Econometric theory
17
(
2001
)
1
,
pp. 156-187
Persistent link: https://www.econbiz.de/10001556090
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4
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
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5
On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
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6
On jumps and ARCH effects in natural resource prices : an application to stumpage prices from Pacific Northwest national forests
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
-
2000
Persistent link: https://www.econbiz.de/10001470050
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7
A new approach to drawing states in state space models
McCausland, William J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557167
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8
The reaction of exchange rates to economic news
Hakkio, Craig S.
;
Pearce, Douglas Kenneth
-
1985
Persistent link: https://www.econbiz.de/10000700626
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9
Exchange rates and discount rate changes
Hakkio, Craig S.
;
Pearce, Douglas Kenneth
-
1986
Persistent link: https://www.econbiz.de/10000723634
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10
The reaction of exchange rates to economic news
Hakkio, Craig S.
- In:
Economic inquiry : journal of the Western Economic …
23
(
1985
)
4
,
pp. 621-636
Persistent link: https://www.econbiz.de/10001012628
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