Search Results - person:"Byers, J. David"

The long memory model of political support : some further results

Byers, J. David; Davidson, James E. H.; Peel, David - In: Applied economics 39 (2007) 19/21, pp. 2547-2552

Persistent link: https://www.econbiz.de/10003609221

Support for governments and leaders : fractional cointegration analysis of poll evidence from the UK, 1960-2004

Davidson, James E. H. (contributor); Peel, David (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003286553

Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004

Davidson, James E. H.; Peel, David A; Byers, J. David - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 1

Two versions of a fractionally cointegrating vector error correction model (FVECM) are presented. In the case of regular cointegration, linear combinations of fractionally integrated variables are integrated to lower order. Generalized cointegration is defined as the case where the cointegrating...

Persistent link: https://www.econbiz.de/10014620966

Support for governments and leaders : fractional cointegration analysis of poll evidence from the UK, 1960-2004

Davidson, James E. H.; Peel, David A.; Byers, J. David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10009949861

Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004

Davidson James E. H.; A, Peel David; David, Byers J. - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10008501115

Another example of a non-linear time series with misleading linear properties

Byers, J. David; Peel, David - In: Applied economics letters 10 (2003) 1, pp. 47-51

Persistent link: https://www.econbiz.de/10001725693

Volatility persistence in asset markets : long memory in high/low prices

Byers, J. David; Peel, David - In: Applied financial economics 11 (2001) 3, pp. 253-260

Persistent link: https://www.econbiz.de/10001688780

Non-linear dynamics of inflation in high inflation economies

Byers, J. David; Peel, David - In: The Manchester School 68 (1999) Suppl, pp. 23-37

Persistent link: https://www.econbiz.de/10001514373

Long-memory risk premia in exchange rates

Byers, J. David - In: The Manchester School of Economic and Social Studies 64 (1996) 4, pp. 421-438

Persistent link: https://www.econbiz.de/10001214527

Forecasting industrial production using non-linear methods

Byers, J. David - In: Journal of forecasting 14 (1995) 4, pp. 325-336

Persistent link: https://www.econbiz.de/10001185219