The following pages link to Simon P. Burke (Q1274415):
Displaying 5 items.
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- (Q1351231) (redirect page) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
- Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (Q3470025) (← links)
