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Search: institution:"Centre for Quantitative Economics & Computing"
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English
55
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Burke, Simon P.
11
Patterson, Kerry D.
8
Pemberton, James
8
Greenblatt, Seth A.
6
Brooks, Chris
5
Ash, J. C. K
3
Cantwell, John
3
Heravi, Saeed M.
3
Kalyuzhnova, Yelena
3
Pitarakis, Jean-Yves
3
Smyth, David J.
3
Yanovskiy, Leonid
3
Andersen, Birgitte
2
Hart, Peter Edward
2
Oakes, H. D.
2
Burke, S. P.
1
Gonzalo, Jesús
1
Hall, Stephen G.
1
Hunter, J.
1
Mosley, Paul
1
Pesaran, Bahram
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Piscitello, Lucia
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Sowell, Fallaw
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Centre for Quantitative Economics & Computing
55
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
55
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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2
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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3
Historical evolution of national patterns of technological specialisation
Vertova, Giovanna
-
1997
Persistent link: https://www.econbiz.de/10000956445
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4
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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5
A note on the causality between technological diversification and internationalisation
Cantwell, John
-
1997
Persistent link: https://www.econbiz.de/10000971129
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6
A statistical analysis of trends from a century's technological evolution (1890 - 1990)
Andersen, Birgitte
-
1996
Persistent link: https://www.econbiz.de/10000956440
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7
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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8
The implicit size of nested model selection by information criterion
Burke, Simon P.
-
1996
Persistent link: https://www.econbiz.de/10000944085
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9
Are OECD forecasts rational and useful? : A directional analysis
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944090
Saved in:
10
The accuracy of OECD forecasts for Japan
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944091
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