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Markov chain tests of the unbi...
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Gregory, Allan W.
179
Smith, Gregor W.
38
Sampson, Michael J.
16
Allen, Jason
14
Backus, David K.
11
Shimotsu, Katsumi
11
Sampson, Michael
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Watt, David G.
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Head, Allen Charles
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ECONIS (ZBW)
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11
Output growth, the real wage, and employment fluctuations
Hercowitz, Zvi
- In:
The American economic review
81
(
1991
)
5
,
pp. 1215-1237
Persistent link: https://www.econbiz.de/10001115584
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12
Markov chain tests of the unbiasedness hypothesis in the forward foreign exchange market
Gregory, Allan W.
;
Sampson, Michael J.
- In:
Journal of quantitative economics : journal of the …
5
(
1989
)
1
,
pp. 143-154
Persistent link: https://www.econbiz.de/10009927076
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13
Testing for cointegration in linear quadratic models
Gregory, Allan W.
-
1991
Persistent link: https://www.econbiz.de/10000129420
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14
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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15
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
Saved in:
16
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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17
Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W.
- In:
The Canadian journal of economics
20
(
1987
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
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18
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison
Gregory, Allan W.
;
Sampson, Michael
- In:
International Journal of Forecasting
3
(
1987
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10005429121
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19
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000829964
Saved in:
20
Estimating linear quadratic models with integrated processes
Gregory, Allan W.
;
Pagan, Adrian R.
;
Smith, Gregor W.
-
1990
Persistent link: https://www.econbiz.de/10000798412
Saved in:
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