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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000829964
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W. - In: Journal of econometrics 71 (1996) 1, pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000135938
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Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W. - In: The Canadian journal of economics 20 (1987) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10001056919
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - 1991
Persistent link: https://www.econbiz.de/10000129420
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Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W. - 1985
Persistent link: https://www.econbiz.de/10002521805
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The equity premium and time-varying risk behavior
Nason, James Michael - 1988
Persistent link: https://www.econbiz.de/10001460535