John C. Nankervis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests Econometrics Journal	2022-07-26	Paper
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness Journal of Econometrics	2016-04-25	Paper
Double bootstrap confidence intervals in the two-stage DEA approach Journal of Time Series Analysis	2015-10-12	Paper
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence Journal of Time Series Analysis	2015-10-12	Paper
Testing for serial correlation: generalized Andrews-Ploberger tests Journal of Business and Economic Statistics	2010-10-11	Paper
Markov-Switching GARCH Modelling of Value-at-Risk Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Computational algorithms for double bootstrap confidence intervals Computational Statistics and Data Analysis	2008-11-26	Paper
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE Econometric Theory	2003-05-18	Paper
Multiple optima and asymptotic approximations in the partial adjustment model Journal of Econometrics	1994-06-29	Paper
Integration Versus Trend Stationary in Time Series Econometrica	1992-09-26	Paper
Forecast Error Symmetry in ARIMA Models	1990-01-01	Paper
The Student's t Approximation in a Stationary First Order Autoregressive Model Econometrica	1988-01-01	Paper
Corrigendum to: Testing the autoregressive parameter with the t statistic Journal of Econometrics	1987-01-01	Paper
Testing the autoregressive parameter with the t statistic Journal of Econometrics	1985-01-01	Paper

Research outcomes over time

This page was built for person: John C. Nankervis