Martin Sola

MaRDI QIDQ198499zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On testing for bubbles during hyperinflations Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities Econometrica	2024-01-23	Paper
Rational bubbles: too many to be true? Journal of Economic Dynamics and Control	2023-07-06	Paper
Bond risk premia and the return forecasting factor Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
OPTIMAL INVESTMENT IN INTERRELATED PROJECTS International Journal of Theoretical and Applied Finance	2023-02-22	Paper
Multivariate contemporaneous-threshold autoregressive models Journal of Econometrics	2016-08-10	Paper
Contemporaneous threshold autoregressive models: estimation, testing and forecasting Journal of Econometrics	2016-05-27	Paper
Real options with priced regime-switching risk International Journal of Theoretical and Applied Finance	2013-10-21	Paper
Red signals: current account deficits and sustainability Economics Letters	2013-01-01	Paper
Contemporaneous-threshold smooth transition GARCH models Studies in Nonlinear Dynamics & Econometrics	2011-03-09	Paper
Selecting nonlinear time series models using information criteria Journal of Time Series Analysis	2011-02-22	Paper
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
On the Autocorrelation Properties of Long‐Memory GARCH Processes Journal of Time Series Analysis	2004-11-24	Paper
A simple method of testing for cointegration subject to multiple regime changes Economics Letters	2002-07-31	Paper
A test for volatility spillovers. Economics Letters	2002-07-15	Paper
A simple procedure for detecting periodically collapsing rational bubbles Economics Letters	2001-08-20	Paper
Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching Journal of Econometrics	2000-06-13	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching Journal of Economic Dynamics and Control	1999-11-08	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching Journal of Economic Dynamics and Control	1997-02-27	Paper
On the power of tests for superexogeneity and structural invariance Journal of Econometrics	1996-06-16	Paper

Research outcomes over time

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