John P. Small

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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!

PublicationDate of PublicationType
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series2006-01-27Paper
The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
Journal of Econometrics
1994-04-12Paper
The limiting power of point optimal autocorrelation tests
Communications in Statistics: Theory and Methods
1994-04-12Paper
The power of the Durbin-Watson test when the errors are heteroscedastic
Economics Letters
1991-01-01Paper


Research outcomes over time


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