The following pages link to John C. Nankervis (Q275267):
Displayed 15 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Item:Q275267 (redirect page) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Computational algorithms for double bootstrap confidence intervals (Q957216) (← links)
- Corrigendum to: Testing the autoregressive parameter with the t statistic (Q1111309) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945) (← links)
- Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach (Q3192396) (← links)
- Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
- Forecast Error Symmetry in ARIMA Models (Q3484234) (← links)
- Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728) (← links)
- The Student's t Approximation in a Stationary First Order Autoregressive Model (Q3766682) (← links)
- Integration Versus Trend Stationary in Time Series (Q4006272) (← links)
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Q4807308) (← links)
- Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests (Q5093195) (← links)