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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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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
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Modified rainbow tests
Burke, S. P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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Modifications of the rainbow test
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000829602
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Common trends, cointegration and competitive price behaviour
Burke, Simon P. (contributor); Hunter, John (contributor) - 2008
Persistent link: https://www.econbiz.de/10003671265
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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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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - 1999
Persistent link: https://www.econbiz.de/10001405756
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.; Hunter, J. - 1998
Persistent link: https://www.econbiz.de/10001351113
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A statistical analysis of trends from a century's technological evolution (1890 - 1990)
Andersen, Birgitte - 1996
Persistent link: https://www.econbiz.de/10000956440
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Historical evolution of national patterns of technological specialisation
Vertova, Giovanna - 1997
Persistent link: https://www.econbiz.de/10000956445