Publication | Date of Publication | Type |
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On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs | 2024-03-19 | Paper |
On the predictions of cumulative prospect theory for third and fourth order risk preferences | 2023-08-22 | Paper |
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule | 2023-03-30 | Paper |
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study | 2023-03-13 | Paper |
Flexible distribution functions, higher-order preferences and optimal portfolio allocation | 2019-09-26 | Paper |
On the Positive Expected Utility of Combination Wagers | 2018-10-24 | Paper |
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates | 2018-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4634714 | 2018-04-11 | Paper |
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation | 2017-06-09 | Paper |
Critical bounds for MA(2) and MA(3) processes | 2016-01-01 | Paper |
On testing the properties of directly obtained expectations data | 2016-01-01 | Paper |
A model-based approach to designing a fishery-independent survey | 2015-01-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5403729 | 2014-03-19 | Paper |
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets | 2014-03-17 | Paper |
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON | 2014-01-17 | Paper |
Deterministic impulse response in a nonlinear model. An analytical expression | 2013-01-28 | Paper |
Implementing the wild bootstrap using a two-point distribution | 2013-01-28 | Paper |
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation | 2013-01-07 | Paper |
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap | 2013-01-02 | Paper |
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed | 2012-12-18 | Paper |
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty | 2012-07-13 | Paper |
On lottery sales, jackpot sizes and irrationality: a cautionary note | 2011-01-21 | Paper |
Spreads versus professional forecasters as predictors of future output change | 2011-01-06 | Paper |
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form | 2010-07-02 | Paper |
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory | 2009-12-21 | Paper |
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 | 2008-04-04 | Paper |
On the equality of real interest rates across borders in integrated capital markets | 2007-09-10 | Paper |
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. | 2003-01-22 | Paper |
Finite mixture models | 2001-01-15 | Paper |
Optimal monetary policy with a nonlinear Phillips curve | 2000-06-04 | Paper |
Standard errors of fitted component means of normal mixture | 1999-09-15 | Paper |
Periodically collapsing stock price bubbles: A robust test | 1999-01-12 | Paper |
Rationality testing under asymmetric loss | 1999-01-12 | Paper |
The slope of the yield curve and real economic activity: tracing the transmission mechanism | 1998-08-13 | Paper |
A non-linear error correction mechanism based on the bilinear model | 1998-08-13 | Paper |
Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States | 1994-10-10 | Paper |
Some analysis of the long-run time series properties of consumption and income in the U.K | 1993-04-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3762174 | 1987-01-01 | Paper |
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand | 1979-01-01 | Paper |