Narrow search
Showing 71 - 80 of 159
Cover Image
TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
Cover Image
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
Bu, Ruijun; Mccabe, Brendan - In: International journal of forecasting 24 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10007911035
Cover Image
MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; Mccabe, Brendan - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
Cover Image
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
Cover Image
Stochastic cointegration: estimation and inference
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Journal of econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10006766555
Cover Image
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Cover Image
Model Averaging of Integer-Valued Autoregressive Model With Covariates
Sun, Jiajing; Sun, Yuying; Zhang, Xinyu; McCabe, Brendan - 2021
This article considers model averaging in the class of the integer-valued autoregressive (INAR) processes. The INAR process is a class of structural models that can be used to model dependent count data in fields such as medicine, economics, finance and marketing. It specifies the data...
Persistent link: https://www.econbiz.de/10013227421
Cover Image
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10006955205
Cover Image
MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; McCabe, Brendan - In: Econometric Theory 23 (2007) 02, pp. 355-363
Persistent link: https://www.econbiz.de/10005104600
Cover Image
Stochastic cointegration: estimation and inference
Harris, David; McCabe, Brendan; Leybourne, Stephen - In: Journal of Econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10005192818