Testing the Predictability of Stock Returns.
Year of publication: |
2000
|
---|---|
Authors: | Lanne, M. |
Institutions: | Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta |
Subject: | TESTS | FORECASTS | MODELS |
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Testing for ARCH in the Presence of Additive Outliners
Van Dijk, D., (1996)
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Threshold Autoregression for Strongly Autocorrelated Time Series.
Lanne, M., (2000)
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Properties of Unit Root Tests for Models with Trend and Cycles.
Barthelemy, F., (1996)
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Threshold Autoregression for Strongly Autocorrelated Time Series.
Lanne, M., (2000)
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Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M., (2003)
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Lanne, M., (1999)
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