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Reparameterizing lag polynomials
Burke, Simon P. - 1994
Persistent link: https://www.econbiz.de/10000884532
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Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P. - 1994
Persistent link: https://www.econbiz.de/10000891381
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Analysing cointegrated systems using the MP inverse
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000921052
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
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The implicit size of nested model selection by information criterion
Burke, Simon P. - 1996
Persistent link: https://www.econbiz.de/10000944085
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695