Narrow search
Showing 1 - 10 of 25
Cover Image
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
Harris, David; Leybourne, Stephen; McCabe, Brendan - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10008223084
Cover Image
TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
Cover Image
MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; Mccabe, Brendan - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
Cover Image
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
Cover Image
Stochastic cointegration: estimation and inference
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Journal of econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10006766555
Cover Image
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10006955205
Cover Image
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
Bu, Ruijun; Mccabe, Brendan - In: International journal of forecasting 24 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10007911035
Cover Image
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman)
Martin, Gael - In: The econometrics journal 15 (2012) 3, pp. B11
Persistent link: https://www.econbiz.de/10010047736
Cover Image
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - In: Journal of applied econometrics 24 (2009) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10008210114
Cover Image
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10007730234