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Empirically relevant power comparisons for limited-dependent-variable models
Savin, Nathan E.; Würtz, Allan H. - In: Nonlinear statistical modeling : proceedings of the …, (pp. 47-70). 2000
Persistent link: https://www.econbiz.de/10001586836
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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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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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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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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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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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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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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