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Testing for cointegration in linear quadratic models
Gregory, Allan W. - 1991
Persistent link: https://www.econbiz.de/10000129420
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10001056919
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000829964
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Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000129433
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Residual-based tests for cointegration in models with regime shifts
Gregory, Allan W.; Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000141685
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Estimation and inference in ARCH models in the presence of outliers
Gregory, Allan W.; Reeves, Jonathan J. - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10008665738
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919