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Disambiguation of "Psaradakis, Zacharias"

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An empirical reassessment of target-zone nonlinearities

, , and . Journal of International Money and Finance, 20 (4): 533--548 (August 2001)

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Walter Zacharias

Zacharias Bergweiler

Frank Zacharias

Helmut Zacharias

Bärbel Zacharias

 

Other publications of authors with the same name

Bootstrap-based evaluation of markov-switching time series models. Econometric Reviews, 17 (3): 275--288 (1998)On the power of tests for superexogeneity and structural invariance, and . Journal of Econometrics, 72 (1-2): 151--175 (00 1996)On the Autocorrelation Properties of Long-Memory GARCH Processes, , and . Journal of Time Series Analysis, 25 (2): 265--282 (61 03 2004)doi: 10.1046/j.0143-9782.2003.00349.x.Switching error-correction models of house prices in the United Kingdom, , and . Economic Modelling, 14 (4): 517--527 (October 1997)Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching, and . Journal of Econometrics, 86 (2): 369--386 (October 1998)Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching, and . Journal of Time Series Analysis, 27 (5): 753--766 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00487.x.Testing for unit roots in time series with nearly deterministic seasonal variation. Econometric Reviews, 16 (4): 421--439 (1997)ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS, and . Journal of Time Series Analysis, 24 (2): 237--252 (60 03 2003)doi: 10.1111/1467-9892.00305.Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors. Journal of Time Series Analysis, 22 (5): 577--594 (244 09 2001)doi: 10.1111/1467-9892.00242.On regression-based tests for persistence in logarithmic volatility models, and . Econometric Reviews, 18 (4): 441--448 (1999)