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Search: person:"Terrell, R.D"
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Estimation theory
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purchasing power parity
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Penm, Jack H. W.
5
Terrell, R. D.
5
Penm, Jammie H.
3
Brailsford, Timothy J.
1
O'Neill, Timothy J.
1
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Econometric reviews
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Zi you zhong guo zhi gong ye
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1
Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, Timothy J.
;
Penm, Jack H. W.
;
Terrell, R. D.
- In:
Research in finance
22
(
2005
),
pp. 305-326
Persistent link: https://www.econbiz.de/10003753387
Saved in:
2
The sequential estimation of subset var with forgetting factor and intercept variable
O'Neill, Timothy J.
;
Penm, Jack H. W.
;
Terrell, R. D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 979-995
Persistent link: https://www.econbiz.de/10002476523
Saved in:
3
A technical note on the fitting of a multichannel subset FIR system within a potentially nonstationary environment, using the prewindowed case
Penm, Jack H. W.
- In:
Zi you zhong guo zhi gong ye
87
(
1997
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10001222577
Saved in:
4
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Penm, Jammie H.
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10001225570
Saved in:
5
Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 213-219
Persistent link: https://www.econbiz.de/10001124464
Saved in:
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