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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
ARFURIMA models: simulations of their properties and application
Jibrin, Sanusi Alhaji, (2022)
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku, (2000)
The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K., (2004)
Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Wan, Alan T. K., (2003)
Bayesian inference of a dynamic linear model with Edgeworth series disturbances
Chaturvedi, Anoop, (2002)