Macroeconomic Forecasting Using Diffusion Indexes
Mark W. Watson, James H. Stock
págs. 147-162
Regime Switches in Interest Rates
Andrew Ang, Geert Bekaert
págs. 163-182
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates
Daniel R. Smith
págs. 183-197
Estimation of Continuous-Time Processes via the Empirical Characteristic Function
John L. Knight, Goerge J. Jiang
págs. 198-212
págs. 213-226
págs. 227-240
págs. 241-253
Bootstrap-Based Inference in Models With a Nearly Noninvertible Moving Average Component
Nikolay Gospodinov
págs. 254-268
págs. 269-281
págs. 282-289
págs. 290-295
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