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On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan; Peel, David - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668
Persistent link: https://www.econbiz.de/10003360464
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Habit and long memory in UK lottery sales
McHale, Ian; Peel, David - In: Economics letters 109 (2010) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10008806713
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Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
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Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - In: The European journal of finance 19 (2013) 5/6, pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
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The process followed by PPP data : on the properties of linearity tests
Payá, Ivan; Peel, David - In: Applied economics 37 (2005) 21, pp. 2515-2522
Persistent link: https://www.econbiz.de/10003241048
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Smooth transition models and arbitrage consistency
Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430
Persistent link: https://www.econbiz.de/10003015359
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Some empirical evidence on the time-series properties of four UK asset prices
Lane, J. A. - In: Economica 63 (1996) 251, pp. 405-426
Persistent link: https://www.econbiz.de/10001207841