John C. Nankervis

Available identifiers

Publication	Date of Publication	Type
Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests	2022-07-26	Paper
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness	2016-04-25	Paper
Double bootstrap confidence intervals in the two-stage DEA approach	2015-10-12	Paper
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence	2015-10-12	Paper
Testing for serial correlation: generalized Andrews-Ploberger tests	2010-10-11	Paper
Markov-Switching GARCH Modelling of Value-at-Risk	2010-07-02	Paper
Computational algorithms for double bootstrap confidence intervals	2008-11-26	Paper
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE	2003-05-18	Paper
Multiple optima and asymptotic approximations in the partial adjustment model	1994-06-29	Paper
Integration Versus Trend Stationary in Time Series	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	1988-01-01	Paper
Corrigendum to: Testing the autoregressive parameter with the t statistic	1987-01-01	Paper
Testing the autoregressive parameter with the t statistic	1985-01-01	Paper

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