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Nankervis, John C.
8
Savin, N. Eugene
7
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1
How profitable are FX technical trading rules?
Coakley, Jerry
;
Marzano, Michele
;
Nankervis, John C.
- In:
International review of financial analysis
45
(
2016
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011583851
Saved in:
2
Testing for serial correlation : generalized Andrews-Ploberger tests
Nankervis, John C.
;
Savin, N. Eugene
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 246-255
Persistent link: https://www.econbiz.de/10008736225
Saved in:
3
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
Saved in:
4
Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
Saved in:
5
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 161-168
Persistent link: https://www.econbiz.de/10001203172
Saved in:
6
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A.
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
Saved in:
7
Mirror-image and invariant distributions in ARMA models
Cryer, Jonathan D.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10001065764
Saved in:
8
The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C.
- In:
Journal of econometrics
3
(
1988
),
pp. 381-388
Persistent link: https://www.econbiz.de/10001040761
Saved in:
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