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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Fraser, Patricia"
~person:"Harvey, Andrew C."
~person:"Lucas, André"
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
20
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1
What drives stock prices? : fundamentals,
bubbles
and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
2
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
3
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
Saved in:
4
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
5
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
6
UK stock and government bond markets : predictability and the term structure
Fraser, Patricia
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001181323
Saved in:
7
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
8
Seasonality tests
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
Saved in:
9
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
Saved in:
10
Time series models for count or qualitative observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 407-417
Persistent link: https://www.econbiz.de/10001075379
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