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Chaos in foreign exchange markets : a sceptical view
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911562
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Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P. - 1994
Persistent link: https://www.econbiz.de/10000891381
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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A. - 1994
Persistent link: https://www.econbiz.de/10000897123
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124
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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000897126
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A taxonomy of certain unit root tests
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868756
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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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