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Business cycle turning points : two empirical business cycle model approaches / Andrew J. Filardo and Stephen F. Gordon -- Markov switching cookbook / Bruce Mizrach and James Watkins -- Reanalysis of the spectral properties of some economic and financial time series / James B. Ramsey and David J. Thomson -- Nonlinear econometric modelling : a selective review / Norman R. Swanson and Philip Hans Franses -- Unit-root tests and excess returns / Marie-Jos�e Godbout and Simon van Norden -- On the inherent nonlinearity of frequency dependent time series relationships / Hui Boon Tan and Richard Ashley -- Stationarity tests with multiple endogenized breaks / Junsoo Lee -- Nonlinear evolution in UK stock returns and volume / Chris Brooks, Melvin J. Hinich, and Michael J. Smith -- Nonlinear adjustment towards long-run money demand / Panos Michael, A. Robert Nobay, and David A. Peel -- Asymmetric nonlinear smooth transition GARCH models / Heather M. Anderson, Kiseok Nam, and Farshid Vahid -- Testing the present value hypothesis from a vector autoregression with stochastic regime switching / John Driffill and Martin Sola -- Business cycle dynamics : predicting transitions with macrovariables / Morten O. Ravn and Martin Sola -- Searching for the sources of ARCH behavior : testing the mixture of distributions model / Patrick de Fontnouvelle -- Improved testing and specification of smooth transition regression models / Alvaro Escribano and Oscar Jord� -- Speculative behavior, regime-switching, and stock market crashes / Simon van Norden and Huntley Schaller -- Higher-order residual analysis for simple bilinear and threshold autoregressive models with the TR test / Philip Rothman.
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