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Finite sample properties of estimators for autoregressive moving average models
Ansley, Craig F.; Newbold, Paul - In: Journal of Econometrics 13 (1980) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10005285410
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On the structure of moving average processes
Ansley, Craig F.; Spivey, W. Allen; Wrobleski, William J. - In: Journal of Econometrics 6 (1977) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10005052867
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - In: Journal of Econometrics 54 (1992) 1-3, pp. 277-300
Persistent link: https://www.econbiz.de/10005238996
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - In: Journal of Econometrics 64 (1994) 1-2, pp. 77-96
Persistent link: https://www.econbiz.de/10005192877
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Unit root tests with a break in innovation variance
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul - In: Journal of Econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10005228670
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen J.; C. Mills, Terence; Newbold, Paul - In: Journal of Econometrics 87 (1998) 1, pp. 191-203
Persistent link: https://www.econbiz.de/10005285623
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The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
Marriott, John; Newbold, Paul - In: Journal of Econometrics 98 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10005286052