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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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Evaluating the properties of analysts' forecasts: a bootstrap approach
Clatworthy, Mark; Peel, David; Pope, Peter F. - In: The British accounting review : the journal of the … 39 (2007) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003439199
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
Ioannidis, Christos; Peel, David - In: Economics letters 87 (2005) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10002837387
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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