-
1
-
-
0001211603
-
Estimation and inference in nonlinear structural models
-
Berndt, E.K., Hall, B.H., Hall, R.E. and Hausman J.A. (1974) Estimation and inference in nonlinear structural models. Annuals of Social and Economic Measurement, 3/4, 653-665.
-
(1974)
Annuals of Social and Economic Measurement
, vol.3-4
, pp. 653-665
-
-
Berndt, E.K.1
Hall, B.H.2
Hall, R.E.3
Hausman, J.A.4
-
2
-
-
42449156579
-
Generalized autoregressive conditional heteroscedasticity
-
Bollerslev, T. (1986) Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics, 31, 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
3
-
-
0000375581
-
A conditional heteroscedastic time series model for speculative prices and rates of return
-
Bollerslev, T. (1987) A conditional heteroscedastic time series model for speculative prices and rates of return. Review of Econometrics and Statistics, 69, 542-547.
-
(1987)
Review of Econometrics and Statistics
, vol.69
, pp. 542-547
-
-
Bollerslev, T.1
-
4
-
-
8344288995
-
ARCH modelling in finance: A review of the theory and empirical evidence
-
Bollerslev, T., Chow, R.Y. and Kroner, K.F. (1992) ARCH modelling in finance: a review of the theory and empirical evidence. Journal of Econometrics, 42, 121-131.
-
(1992)
Journal of Econometrics
, vol.42
, pp. 121-131
-
-
Bollerslev, T.1
Chow, R.Y.2
Kroner, K.F.3
-
6
-
-
0003566244
-
-
MIT Press, Cambridge, MA
-
Brock, W.A., Hsieh, D.A. and LeBaron, B. (1991) Nonlinear Dynamics, Chaos, and Instability, MIT Press, Cambridge, MA.
-
(1991)
Nonlinear Dynamics, Chaos, and Instability
-
-
Brock, W.A.1
Hsieh, D.A.2
Lebaron, B.3
-
8
-
-
0026268151
-
Institutional legacies and the economic, social and political environment for transition in Hungary and Poland
-
Crane, K. (1991) Institutional legacies and the economic, social and political environment for transition in Hungary and Poland. American Economic Review, 81, 318-322.
-
(1991)
American Economic Review
, vol.81
, pp. 318-322
-
-
Crane, K.1
-
9
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation
-
Engle, R.F. (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation. Econometrica, 50, 987-1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
10
-
-
43949148159
-
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
-
forthcoming
-
Funke, M., Hall, S. and Sola, M. (1994) Rational bubbles during Poland's hyperinflation: implications and empirical evidence. European Economic Review (forthcoming).
-
(1994)
European Economic Review
-
-
Funke, M.1
Hall, S.2
Sola, M.3
-
13
-
-
45149138487
-
Analysis of time series subject to changes in regime
-
Hamilton, J.D. (1990) Analysis of time series subject to changes in regime. Journal of Econometrics, 45, 39-70.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 39-70
-
-
Hamilton, J.D.1
-
15
-
-
84977719043
-
Chaos and nonlinear dynamics: Application to financial markets
-
Hsieh, D.A. (1991) Chaos and nonlinear dynamics: application to financial markets. Journal of Finance, 46, 1839-1877.
-
(1991)
Journal of Finance
, vol.46
, pp. 1839-1877
-
-
Hsieh, D.A.1
-
18
-
-
0001881265
-
Creating a market economy in eastern Europe: The case of Poland
-
Lipton, D. and Sachs, J. (1990) Creating a market economy in eastern Europe: the case of Poland, Brookings Papers on Economic Activity, 75-147.
-
(1990)
Brookings Papers on Economic Activity
, pp. 75-147
-
-
Lipton, D.1
Sachs, J.2
-
19
-
-
84972091517
-
Stationary and persistence in the GARCH(1,1) model
-
Nelson, D.B. (1990) Stationary and persistence in the GARCH(1,1) model. Econometric Theory, 6, 318-334.
-
(1990)
Econometric Theory
, vol.6
, pp. 318-334
-
-
Nelson, D.B.1
-
20
-
-
0000641348
-
Conditional heteroscedasticity in asset returns: A new approach
-
Nelson, D.B. (1991) Conditional heteroscedasticity in asset returns: a new approach. Econometica, 59, 347-370.
-
(1991)
Econometica
, vol.59
, pp. 347-370
-
-
Nelson, D.B.1
-
22
-
-
84986817195
-
State-dependent models: A general approach to non-linear time series analysis
-
Priestley, M.B. (1980) State-dependent models: a general approach to non-linear time series analysis. Journal of Time Series Analysis, 1, 47-71.
-
(1980)
Journal of Time Series Analysis
, vol.1
, pp. 47-71
-
-
Priestley, M.B.1
|