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The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 37 (1988) 3, pp. 381-388
Persistent link: https://www.econbiz.de/10005228559
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Testing the autoregressive parameter with the t statistic
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 27 (1985) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10005115494
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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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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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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