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Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei; Maynard, Alex - In: Journal of empirical finance 12 (2005) 5, pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
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Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex - In: The review of economics and statistics 85 (2003) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10001762629
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The forward premium anomaly : statistical artefact or economic puzzle? : New evidence from robust tests
Maynard, Alex - In: The Canadian journal of economics 39 (2006) 4, pp. 1244-1281
Persistent link: https://www.econbiz.de/10003398280
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Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
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Localized level crossing random walk test robust to the presence of structural breaks
Alexeev, Vitali; Maynard, Alex - 2010
Persistent link: https://www.econbiz.de/10003925104
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Sensitivity of impulse responses to small low-frequency comovements : reconciling the evidence on the effects of technology shocks
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10009355691
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Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar; Maynard, Alex - In: Journal of econometrics 169 (2012) 2, pp. 293-300
Persistent link: https://www.econbiz.de/10009673188
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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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Assessing the power of long-horizon predictive tests in models of bull and bear markets
Maynard, Alex; Ren, Dongmeng - In: Essays in honor of Peter C. B. Phillips, (pp. 673-711). 2014
Persistent link: https://www.econbiz.de/10010442830
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10003816218