-
1
-
-
0242670422
-
Testing Continous-Time Models of the Spot Interest Rate
-
Ait-Sahalia, Y., 1996. Testing Continous-Time Models of the Spot Interest Rate. Review of Financial Studies, 9: 385–426.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 385-426
-
-
Ait-Sahalia, Y.1
-
2
-
-
0032412897
-
Asymmetry and Duration Dependence in Australian GDP and
-
Bodman, P., 1198. Asymmetry and Duration Dependence in Australian GDP and. Economic Record, 74: 399–411.
-
Economic Record
, vol.74
, pp. 399-411
-
-
Bodman, P.1
-
5
-
-
0000250716
-
Specification Tests in Econometrics
-
Hausman, J. A., 1978. Specification Tests in Econometrics. Econometrica, 46: 1251–1271.
-
(1978)
Econometrica
, vol.46
, pp. 1251-1271
-
-
Hausman, J.A.1
-
6
-
-
0034912037
-
Exchange Rate Instability: A Threshold Autoregressive Approach
-
Henry, O. T., Olekans, N., and Summers, P. M., 2001. Exchange Rate Instability: A Threshold Autoregressive Approach. Economic Record, 77: 160–166.
-
(2001)
Economic Record
, vol.77
, pp. 160-166
-
-
Henry, O.T.1
Olekans, N.2
Summers, P.M.3
-
7
-
-
38249001989
-
Semiparametric Estimation of a Work-trip Mode Choice Model
-
Horowitz, J. L., 1993. Semiparametric Estimation of a Work-trip Mode Choice Model. Journal of Economics, 58: 49–70.
-
(1993)
Journal of Economics
, vol.58
, pp. 49-70
-
-
Horowitz, J.L.1
-
8
-
-
84952181953
-
Bayesian Analysis of Stochastic Volatility Models
-
Jacquier, E., Polson, N, and Rossi, P. 1994. Bayesian Analysis of Stochastic Volatility Models. Journal of Business and Economic Statistics, 12: 317–418.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 317-418
-
-
Jacquier, E.1
Polson, N.2
Rossi, P.3
-
9
-
-
0030139575
-
The Econometrics of Financial Markets
-
Pagan, A. R., 1996. The Econometrics of Financial Markets. Journal of Empirical Finance, 3: 15–102.
-
(1996)
Journal of Empirical Finance
, vol.3
, pp. 15-102
-
-
Pagan, A.R.1
-
10
-
-
45149141217
-
Alternative Models for Conditional Stock Volatility
-
Pagan, A. R., and Schwert, G. W., 1990. Alternative Models for Conditional Stock Volatility. Journal of Econometrics, 45: 267–290.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 267-290
-
-
Pagan, A.R.1
Schwert, G.W.2
-
11
-
-
85070125877
-
Some Simple Methods for Assessing Markow-Swithcing Models
-
London: Chapman and Hall,. In
-
Silverman, B., 1986. “ Some Simple Methods for Assessing Markow-Swithcing Models ”. In Density Estimation for Statistics and Data Analysis, London: Chapman and Hall.
-
(1986)
Density Estimation for Statistics and Data Analysis
-
-
Silverman, B.1
|