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Applied time series modelling...
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Harris, Richard
305
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111
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84
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59
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57
Trainor, Mary
28
Li, Qian Cher
27
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21
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18
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6
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Scottish journal of political economy : the journal of the Scottish Economic Society
15
Applied economics
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Discussion papers in economics
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Economics letters
10
Environment and Planning A
10
The Canadian journal of economics
10
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8
LSE Research Online Documents on Economics
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7
Regional studies : journal of the Regional Studies Association
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Oxford bulletin of economics and statistics
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5
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ECONIS (ZBW)
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1
US dollar real exchange rates : nonlinearity revisited
Sollis, Robert
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 516-528
Persistent link: https://www.econbiz.de/10003717294
Saved in:
2
Testing for bubbles : an application of tests for change in persistence
Sollis, Robert
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 491-498
Persistent link: https://www.econbiz.de/10003335024
Saved in:
3
Value at risk : a critical overview
Sollis, Robert
- In:
Journal of financial regulation and compliance : an …
17
(
2009
)
4
,
pp. 398-414
Persistent link: https://www.econbiz.de/10003919668
Saved in:
4
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
Saved in:
5
Spurious regression : a higher-order problem
Sollis, Robert
- In:
Economics letters
111
(
2011
)
2
,
pp. 141-143
Persistent link: https://www.econbiz.de/10009242392
Saved in:
6
Empirical finance for finance and banking
Sollis, Robert
-
2012
Persistent link: https://www.econbiz.de/10009424023
Saved in:
7
Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Sollis, Robert
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011440443
Saved in:
8
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert
- In:
Economic modelling
26
(
2009
)
1
,
pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
Saved in:
9
Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
Saved in:
10
Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
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