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| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
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Does noncausality help in forecasting economic time series? |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2012 |
Yunmi Kim |
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Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
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The fractional integrated bi- parameter smooth transition autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 25 2011 |
Tiziana Caliman and Enrico di Bella |
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Spatial Autoregressive Models for House Price Dynamics in Italy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2010 |
Matthew J. Holian and Ali M. Reza |
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The persistence of accounting versus economic profit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 13 2009 |
Md abdul Wadud |
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Financial development and economic growth: a cointegration and error-correction modeling approach for south Asian countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| May 23 2006 |
Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew |
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Estimation of the Autoregressive Order in the Presence of Measurement Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 26 2005 |
Jean-Claude Maswana |
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Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2005 |
Boriss Siliverstovs |
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The Bi-parameter Smooth Transition Autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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