The following pages link to Ana-María Fuertes (Q951425):
Displayed 12 items.
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- (Q1010487) (redirect page) (← links)
- Early warning systems for sovereign debt crises: The role of heterogeneity (Q1010489) (← links)
- On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- (Q1127370) (redirect page) (← links)
- New panel unit root tests of PPP (Q1127371) (← links)
- (Q2724494) (← links)
- (Q3368278) (← links)
- Commodity Markets, Long-Run Predictability, and Intertemporal Pricing (Q4555676) (← links)