The following pages link to Martin Sola (Q198499):
Displayed 21 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- A test for volatility spillovers. (Q1603866) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Red signals: current account deficits and sustainability (Q1927547) (← links)
- Bond risk premia and the return forecasting factor (Q2697065) (← links)
- REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Contemporaneous-Threshold Smooth Transition GARCH Models (Q3081589) (← links)
- Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. (Q3368304) (← links)
- The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing (Q3574736) (← links)
- On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
- OPTIMAL INVESTMENT IN INTERRELATED PROJECTS (Q5878694) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5906546) (← links)
- A simple procedure for detecting periodically collapsing rational bubbles (Q5941401) (← links)
- Rational bubbles: too many to be true? (Q6111430) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)