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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Rational and intrinsic bubbles : a reinterpretation of empirical results
Charemza, Wojciech; Deadman, Derek F. - 1992
Persistent link: https://www.econbiz.de/10000865605
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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000654971
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Assessing the impact of legal reform by intervention analysis
Pyle, David J. - In: International review of law and economics 13 (1993) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10001149752
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Forecasting recorded property crime using a time-series econometric model
Deadman, Derek F. - 1995
Persistent link: https://www.econbiz.de/10000924796
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New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed
Persistent link: https://www.econbiz.de/10000968525
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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000980476
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Speculative bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech - In: Journal of empirical finance 2 (1995) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001183229