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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos; Lobato, Ignacio N.; Zhu, Lin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
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Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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Testing for nonlinear autoregression
Lobato, Ignacio N. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 164-173
Persistent link: https://www.econbiz.de/10001728892
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Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David; Leybourne, Stephen James; McCabe, … - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Tests for forecast encompassing
Harvey, David I. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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A consistent test for a unit root
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10001167122