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Economics letters
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
- In:
Economics letters
61
(
1998
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
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2
Are different vintages of data on the components of GDP co-integrated? : some evidence for the United Kingdom
Patterson, Kerry D.
- In:
Economics letters
35
(
1991
)
4
,
pp. 409-413
Persistent link: https://www.econbiz.de/10001105628
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3
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P.
- In:
Economics letters
50
(
1996
)
3
,
pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P.
- In:
Economics letters
31
(
1989
)
4
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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5
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Saved in:
6
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
;
Burke, Simon P.
- In:
Economics letters
61
(
1998
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10006787345
Saved in:
7
Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models
Brooks, C.
;
Henry, O.T.
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-252
Persistent link: https://www.econbiz.de/10006780804
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