Papers with John (Q3192397): Difference between revisions

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+https://doi.org/10.1111/jtsa.12073
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+W2108621951
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+Forecast Error Symmetry in ARIMA Models
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+Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
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+Portfolio Analysis in a Stable Paretian Market
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+Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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+Multiple optima and asymptotic approximations in the partial adjustment model
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+Computational algorithms for double bootstrap confidence intervals
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+Testing the autoregressive parameter with the t statistic
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+The Student's t Approximation in a Stationary First Order Autoregressive Model
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+Testing for Serial Correlation: Generalized Andrews–Ploberger Tests
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+Inference For Autocorrelations Under Weak Assumptions
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+The exact moments of the least squares estimator for the autoregressive model
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