Martin Sola

Available identifiers

zbMath Open sola.martinMaRDI QIDQ198499

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Martin Sola