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Forecasting exchange rates using TSMARS
Gooijer, Jan G. de, (1998)
A nonparametric test for I(0)
Lobato, Ignacio N., (1998)
New panel unit root tests of PPP
Coakley, Jerry, (1997)
Testing non-linearities in world stock market prices
Gooijer, Jan G. de, (1989)
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de, (2023)