Nonlinear duration dependence in stock market cycles
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Bibliographic InfoArticle provided by Elsevier in its journal Review of Financial Economics.
Volume (Year): 16 (2007)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/inca/620170
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sichel, Daniel E, 1991.
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The Review of Economics and Statistics,
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- Daniel E. Sichel, 1989. "Business cycle duration dependence: a parametric approach," Working Paper Series / Economic Activity Section 98, Board of Governors of the Federal Reserve System (U.S.).
- John G. Cragg & Russell S. Uhler, 1970. "The Demand for Automobiles," Canadian Journal of Economics, Canadian Economics Association, vol. 3(3), pages 386-406, August.
- Thomas Zuehlke, 2003. "Estimation of a Tobit model with unknown censoring threshold," Applied Economics, Taylor & Francis Journals, vol. 35(10), pages 1163-1169.
- John Y. Campbell, 2000.
"Asset Pricing at the Millennium,"
Harvard Institute of Economic Research Working Papers
1897, Harvard - Institute of Economic Research.
- Zuehlke, Thomas W, 2003. "Business Cycle Duration Dependence Reconsidered," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 564-69, October.
- Francis X. Diebold & Glenn Rudebusch & Daniel Sichel, 1993.
"Further Evidence on Business-Cycle Duration Dependence,"
in: Business Cycles, Indicators and Forecasting, pages 255-284
National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1991. "Further evidence on business cycle duration dependence," Working Papers 91-11, Federal Reserve Bank of Philadelphia.
- Vitor Castro, 2011.
"The Portuguese Stock Market Cycle: Chronology and Duration Dependence,"
GEMF Working Papers
2011-17, GEMF - Faculdade de Economia, Universidade de Coimbra.
- Vítor Castro, 2011. "The Portuguese Stock Market Cycle: Chronology and Duration Dependence," NIPE Working Papers 13/2011, NIPE - Universidade do Minho.
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