Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type

von Burke, Simon P.
Veröffentlicht in Economics letters (1996)

Some reparameterizations of lag polynomials for dynamic analysis

von Burke, Simon P.
Veröffentlicht in Oxford bulletin of economics and statistics (1996)

Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination

von Brooks, Chris
Veröffentlicht 1999

Arbitrage, market definition and monitoring : a time series approach

von Hunter, John
Veröffentlicht in International journal of applied economics and econometrics (2014)

Information criteria for GARCH model selection

von Brooks, Chris
Veröffentlicht in The European journal of finance (2003)

Modelling non-stationary economic time series : a multivariate approach

von Burke, Simon P.
Veröffentlicht 2005

Modelling non-stationary economic time series : a multivariate approach

von Burke, Simon P.
Veröffentlicht 2005

Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination

von Brooks, Chris
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2002)

Forecasting exchange rate volatility using conditional variance models selected by information criteria

von Brooks, Chris
Veröffentlicht in Economics letters (1998)

Modelling non-stationary economic time series : a multivariate approach

von Burke, Simon P.
Veröffentlicht 2005

Some results on the finite sample significance levels of instrumental variable tests for non-nested models

von Burke, Simon P.
Veröffentlicht in Economics letters (1989)

Multivariate GARCH models : software choice and estimation issues

von Brooks, Chris
Veröffentlicht in Journal of applied econometrics (2003)

Benchmarks and the accuracy of GARCH model estimation

von Brooks, Chris
Veröffentlicht in International journal of forecasting (2001)

The determinants of the location of foreign direct investment in UK regions

von Dimitropoulou, Dimitra
Veröffentlicht in Applied economics (2013)

Multinational investment in UK region

von Dimitropoulou, Dimitra
Veröffentlicht in Globalising worlds and new economic configurations (2008)

Finite sample weighting of recursive forecast errors

von Brooks, Chris
Veröffentlicht in International journal of forecasting (-2016)

An investigation of some small alternatives in autoregressive unit root testing with model selection

von Burke, Simon P.
Veröffentlicht 1993

Reparameterizing lag polynomials

von Burke, Simon P.
Veröffentlicht 1994

A unique set of cointegrating vectors with possible implications for cointegrating regressions

von Burke, Simon P.
Veröffentlicht 1995

Analysing cointegrated systems using the MP inverse

von Burke, Simon P.
Veröffentlicht 1995