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Bootstrapping the Box-Pierce Q...
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ECONIS (ZBW)
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1
Testing for serial correlation : generalized Andrews-Ploberger tests
Nankervis, John C.
;
Savin, N. Eugene
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 246-255
Persistent link: https://www.econbiz.de/10008736225
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2
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 161-168
Persistent link: https://www.econbiz.de/10001203172
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3
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A.
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
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Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
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5
Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
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6
Mirror-image and invariant distributions in ARMA models
Cryer, Jonathan D.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10001065764
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7
The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C.
- In:
Journal of econometrics
3
(
1988
),
pp. 381-388
Persistent link: https://www.econbiz.de/10001040761
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8
How profitable are FX technical trading rules?
Coakley, Jerry
;
Marzano, Michele
;
Nankervis, John C.
- In:
International review of financial analysis
45
(
2016
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011583851
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9
Ill-posed inverse problems in economics
Horowitz, Joel
- In:
Annual review of economics
6
(
2014
),
pp. 21-51
Persistent link: https://www.econbiz.de/10011379933
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10
Specification testing in nonparametric instrumental variable estimation
Horowitz, Joel
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10009612864
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