SCOPUS 정보 검색 플랫폼

Volumn 90, Issue 2, 2006, Pages 272-277

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

Author keywords

Bias; Bootstrapping; ESTAR

Indexed keywords

EID: 31344469347 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/j.econlet.2005.08.014 Document Type: Article

Times cited : (9)

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3
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- Eitrheim, O.¹ Terasvirta, T.²

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- Why is it so difficult to beat the random walk for exchange rates?
- L. Kilian M.P. Taylor Why is it so difficult to beat the random walk for exchange rates? Journal of International Economics 60 2003 85-107
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- Kilian, L.¹ Taylor, M.P.²

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- On conditional least squares estimation for stochastic processes
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- Klimko, L.A.¹ Nelson, P.²

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- Impulse response analysis in nonlinear multivariate models
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- Lai, T.L.¹

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- Real exchange rate behavior: The recent float from the perspective of the past two centuries
- J.R. Lothian M.P. Taylor Real exchange rate behavior: The recent float from the perspective of the past two centuries Journal of Political Economy 104 1996 488-509
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- Lothian, J.R.¹ Taylor, M.P.²

11
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- Transactions costs and non-linear adjustment in real exchange rates: An empirical investigation
- P. Michael A.R. Nobay D.A. Peel Transactions costs and non-linear adjustment in real exchange rates: An empirical investigation Journal of Political Economy 105 1997 862-879
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- Michael, P.¹ Nobay, A.R.² Peel, D.A.³

12
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- The purchasing power parity puzzle
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13
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- Nonlinear mean-reversion in real exchange rates: Toward a solution to the purchasing power parity puzzles
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- Taylor, M.P.¹ Peel, D.A.² Sarno, L.³

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