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~person:"McCabe, Brendan Peter Martin"
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Heteroskedasticity-robust test...
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McCabe, Brendan Peter Martin
Harris, David
127
Kew, Hsein
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Creedy, John
13
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Leybourne, Stephen James
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McCabe, Brendan
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Harvey, David I.
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Tourky, Rabee
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Harris, Charles Percy
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Aliprantis, Charalambos D.
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Gao, Jiti
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Mccabe, Brendan
5
Morck, Randall
5
Martin, Gael M.
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McCabe, Brendan P.M
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Slemrod, Joel
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Taylor, Robert
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Zhou, Weilun
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Hurn, Stan
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Kalb, Guyonne R.J
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Lee, Hyun-Hoon
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Sakkas, Nikolaos D.
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A residual-based test for stochastic cointegration
McCabe, Brendan Peter Martin
;
Leybourne, Stephen James
; …
- In:
Econometric theory
22
(
2006
)
3
,
pp. 429-456
Persistent link: https://www.econbiz.de/10003307479
Saved in:
2
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
3
Optimal probabilistic forecasts for counts
McCabe, Brendan Peter Martin
;
Martin, Gael M.
;
Harris, David
-
2009
Persistent link: https://www.econbiz.de/10003868967
Saved in:
4
Modified KPSS tests for near integration
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Econometric theory
23
(
2007
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10003429743
Saved in:
5
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
6
Stochastic cointegration : estimation and inference
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10001715761
Saved in:
7
Some limit theory for autocovariances whose order depends on sample size
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
19
(
2003
)
5
,
pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
Saved in:
8
Semiparametric independence testing for time series of counts and the role of the support
Harris, David
;
McCabe, Brendan Peter Martin
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280
Saved in:
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