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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P. - 1994
Persistent link: https://www.econbiz.de/10000891381
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A taxonomy of certain unit root tests
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868756
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.; Hunter, John - 2012
Persistent link: https://www.econbiz.de/10009664471
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Arbitrage, market definition and monitoring : a time series approach
Hunter, John; Burke, Simon P. - In: International journal of applied economics and … 22 (2014) 4, pp. 1-38
Persistent link: https://www.econbiz.de/10010396226
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Some reparameterizations of lag polynomials for dynamic analysis
Burke, Simon P. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10001201678
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Modelling non-stationary economic time series : a multivariate approach
Burke, Simon P.; Hunter, John - 2005
Persistent link: https://www.econbiz.de/10001756493