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~institution:"Centre for Quantitative Economics & Computing"
~language:"eng"
~language:"fra"
~subject:"Estimation theory"
~subject:"Experiment"
~type_genre:"Graue Literatur"
~type_genre:"Monografische Reihe"
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Burke, Simon P.
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Centre for Quantitative Economics & Computing
Forschungsinstitut zur Zukunft der Arbeit
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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3
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
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1995
Persistent link: https://www.econbiz.de/10000931962
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