Martin Sola

Available identifiers

zbMath Open sola.martinMaRDI QIDQ198499

List of research outcomes

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

Research outcomes over time

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