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Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
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Evidence for common features in G7 macroeconomic time series
Harvey, David I.; Mills, Terence C. - 1999
Persistent link: https://www.econbiz.de/10001428337
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Tests for multiple forecasting encompassing
Harvey, David I.; Newbold, Paul - 1998
Persistent link: https://www.econbiz.de/10000996877
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1998
Persistent link: https://www.econbiz.de/10000987502
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Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 30 (2011) 5, pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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Testing explosive bubbles with time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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Tests for an end-of-sample bubble in financial time series
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666
Persistent link: https://www.econbiz.de/10011795312