Narrow search
Showing 1 - 5 of 5
Cover Image
Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Horowitz, Joel; Lobato, Ignacio N.; Nankervis, John C.; … - In: Journal of econometrics 133 (2006) 2, pp. 841-862
Persistent link: https://www.econbiz.de/10003359657
Cover Image
Testing the autoregressive parameter with the statistic
Nankervis, John C.; Savin, N. E. - In: Journal of econometrics 27 (1985) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10002541673
Cover Image
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A. - In: Journal of econometrics 62 (1994) 2, pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
Cover Image
The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C. - In: Journal of econometrics 3 (1988), pp. 381-388
Persistent link: https://www.econbiz.de/10001040761
Cover Image
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/10007287900