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~isPartOf:"International economic review"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gregory, Allan W."
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
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Gregory, Allan W.
Ghysels, Eric
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Hall, Alastair R.
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International economic review
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Institute for Economic Research, Queen's University
1
Econometric reviews
1
Journal of econometrics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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