Papers with John (Q3192397): Difference between revisions

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Property / cites work: Forecast Error Symmetry in ARIMA Models / rank
 
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Property / cites work: Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function / rank
 
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Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank
 
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Property / cites work: Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness / rank
 
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Property / cites work: TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE / rank
 
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Property / cites work: Multiple optima and asymptotic approximations in the partial adjustment model / rank
 
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Property / cites work: Computational algorithms for double bootstrap confidence intervals / rank
 
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Property / cites work: Testing the autoregressive parameter with the t statistic / rank
 
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Property / cites work: The Student's t Approximation in a Stationary First Order Autoregressive Model / rank
 
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Property / cites work: Testing for Serial Correlation: Generalized Andrews–Ploberger Tests / rank
 
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Property / cites work: Inference For Autocorrelations Under Weak Assumptions / rank
 
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Property / cites work: The exact moments of the least squares estimator for the autoregressive model / rank
 
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Latest revision as of 20:54, 10 July 2024

scientific article
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English
Papers with John
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    Papers with John (English)
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    12 October 2015
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    efficient markets
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    hypothesis testing
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    random walks
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    statistical independence
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    uncorrelatedness
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