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Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
Maynard, Alex; Smallwood, Aaron; Wohar, Mark E. - In: Econometric reviews 32 (2012) 3, pp. 318-361
Persistent link: https://www.econbiz.de/10010043135
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Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
Maynard, Alex; Smallwood, Aaron; Wohar, Mark E. - In: Econometric reviews 32 (2013) 3, pp. 318-360
Persistent link: https://www.econbiz.de/10010053022
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Long memory regressors and predictive testing : a two-stage rebalancing approach
Maynard, Alex; Smallwood, Aaron D.; Wohar, Mark E. - In: Econometric reviews 32 (2013) 1/4, pp. 318-360
Persistent link: https://www.econbiz.de/10009717790
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992