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Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert D.; King, Maxwell L. - In: Journal of quantitative economics : journal of the … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10009927207
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The size and power properties of combining choice set partition tests for the IIA property in the logit model
Brooks, Robert D.; Fry, Tim R. L.; Harris, Mark N. - In: Journal of quantitative economics : journal of the … 13 (1997) 2, pp. 45-61
Persistent link: https://www.econbiz.de/10009927275
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Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert D. - In: Journal of quantitative economics : journal of the … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10009927289
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Testing for linear and nonlinear granger causality between the Australian current account and trade weighted index
Brooks, Robert D.; Silvapulle, Param - In: Journal of quantitative economics : journal of the … 17 (2001) 1, pp. 102-116
Persistent link: https://www.econbiz.de/10009927335