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Autocorrelation
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Sollis, Robert
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Leybourne, Stephen James
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Evripidou, Andria C.
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Harvey, David I.
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Newbold, Paul
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Wohar, Mark E.
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1
Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
3
,
pp. 624-650
Persistent link: https://www.econbiz.de/10013348446
Saved in:
2
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
Saved in:
3
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert
- In:
Economic modelling
26
(
2009
)
1
,
pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
Saved in:
4
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
Saved in:
5
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
Saved in:
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