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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A.
;
Nankervis, John C.
;
Savin, N. E.
- In:
Journal of Econometrics
62
(
1994
)
2
,
pp. 91-128
Persistent link: https://www.econbiz.de/10005192282
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2
The power problems of unit root test in time series with autoregressive errors
DeJong, David N.
;
Nankervis, John C.
;
Savin, N. E.
; …
- In:
Journal of Econometrics
53
(
1992
)
1-3
,
pp. 323-343
Persistent link: https://www.econbiz.de/10005228581
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3
Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness
Horowitz, Joel L.
;
Lobato, I.N.
;
Nankervis, John C.
; …
- In:
Journal of Econometrics
133
(
2006
)
2
,
pp. 841-862
Persistent link: https://www.econbiz.de/10005228685
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