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Autoregressive conditional kur...
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81
Reparameterizing lag polynomials
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000884532
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82
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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83
The implicit size of nested model selection by information criterion
Burke, Simon P.
-
1996
Persistent link: https://www.econbiz.de/10000944085
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84
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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85
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
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86
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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87
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P.
- In:
Economics letters
31
(
1989
)
4
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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88
Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P.
- In:
The review of economic studies
57
(
1990
)
1
,
pp. 135-145
Persistent link: https://www.econbiz.de/10001085019
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89
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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90
A taxonomy of certain unit root tests
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868756
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