Growth effects of government expenditure and taxation in rich countries

Autor: Fölster, Stefan, Henrekson, Magnus
Rok: 2000

Moments and the autocorrelation structure of the exponential GARCH (p,q) process

Autor: He, Changli
Rok: 2000

Panel regression with unobserved classes

Autor: Salabasis, Mickael, Villani, Mattias
Rok: 2000

Higher-order dependence in the general power ARCH process and a special case

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1999

The net barter terms of trade : a smooth transition approach

Autor: Persson, Anna, Teräsvirta, Timo, 1941-
Rok: 1999

A Long memory panel unit root test : PPP revisited

Autor: Andersson, Jonas, Lyhagen, Johan, 1969-
Rok: 1999

Smooth transitions in macroeconomic relationships

Autor: Eliasson, Ann-Charlotte, 1965-
Rok: 1999

Fourth moment structure of a family of first-order exponential GARCH models

Autor: He, Changli, Malmsten, Hans, Teräsvirta, Timo, 1941-
Rok: 1999

Is the short-run Phillips curve nonlinear? : empirical evidence for Australia, Sweden and the United States

Autor: Eliasson, Ann-Charlotte, 1965-
Rok: 1999

A Tale of three seasonal adjustment procedures : the case of Sweden's GDP

Autor: Ermini, Luigi
Rok: 1998

A Simple nonlinear time series model with misleading linear properties

Autor: Teräsvirta, Timo, 1941-, Granger, C. W. J. 1934-2009
Rok: 1998

Modelling macroeconomic time series with smooth transition autoregressions

Autor: Skalin, Joakim
Rok: 1998

A Nonlinear time series model of el Niňo

Autor: Hall, Anthony D., Teräsvirta, Timo, 1941-, Skalin, Joakim
Rok: 1998

Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Fourth moment structure of the GARCH (p, q) process

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Do buyers and sellers behave similarly in a limit order book? : a high-frequency data examination of the finnish stock exchange

Autor: Hedvall, Kaj, Rosenqvist, Gunnar, Niemeyer, Jonas
Rok: 1997

A Second-order approximation to the bias of OLS estimates in bivariate VAR systems

Autor: Brännström, Tomas
Rok: 1995

Preliminary estimation of transfer function weights : a two-step regression approach

Autor: Edlund, Per-Olov
Rok: 1989