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~person:"Fan, Lijun"
~person:"Leybourne, Stephen James"
~person:"Markellos, Raphael N."
~person:"Markellos, Raphaēl N."
~subject:"Theory"
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Fan, Lijun
Leybourne, Stephen James
Markellos, Raphael N.
Markellos, Raphaēl N.
Mills, Terence C.
77
Harvey, David I.
6
Coutts, J. Andrew
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Drake, Leigh M.
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Pelloni, Gianluigi
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Zervoyianni, Athina L.
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Economic research paper / Loughborough University of Technology, Department of Economics / Loughborough University of Technology, Department of Economics
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International journal of computational economics and econometrics
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ECONIS (ZBW)
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Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun
;
Mills, Terence C.
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 48-63
Persistent link: https://www.econbiz.de/10003984921
Saved in:
2
The econometric modelling of financial time series
Mills, Terence C.
-
2008
-
3. ed.
Persistent link: https://www.econbiz.de/10013500137
Saved in:
3
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
4
High-frequency random walks?
Markellos, Raphaēl N.
;
Mills, Terence C.
;
Gavridis, M.
-
1998
Persistent link: https://www.econbiz.de/10000991078
Saved in:
5
Trends and cycles in British industrial production, 1700 - 1913
Crafts, Nicholas
- In:
Journal of the Royal Statistical Society
152
(
1989
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001065240
Saved in:
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