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Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market
de Peretti, Christian - In: Computational economics 22 (2003) 2, pp. 187-212
Persistent link: https://www.econbiz.de/10007031023
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Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
Chan, Chia-Ying; de Peretti, Christian; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-175
Persistent link: https://www.econbiz.de/10009817546
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IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON‐LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON‐OECD COUNTRIES*
CERRATO, MARIO; DE PERETTI, CHRISTIAN; STEWART, CHRIS - In: The Manchester School 81 (2013) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10010052990
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Growth and money in Post Keynesian models
Rochon, Louis-Philippe; Lang, Dany - In: Journal of post-Keynesian economics : JPKE 34 (2012) 3, pp. 387-393
Persistent link: https://www.econbiz.de/10009960752
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Post Keynesian modeling: where are we, and where are we going to?
Asensio, Angel; Lang, Dany; Charles, Sébastien - In: Journal of post-Keynesian economics : JPKE 34 (2012) 3, pp. 393-413
Persistent link: https://www.econbiz.de/10009960753
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History versus equilibrium? on the possibility and realist basis of a general critique of traditional equilibrium analysis
Lang, Dany; Setterfield, Mark - In: Journal of post-Keynesian economics : JPKE 29 (2007) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10007597951
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Why Economists should Choose their Inheritance: Physics and Path-independence in Economic Systems
Lang, Dany - In: Review of political economy 20 (2008) 3, pp. 405-420
Persistent link: https://www.econbiz.de/10008075213
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Stability, equilibrium, and realism: a response to Sardoni
Lang, Dany; Setterfield, Mark - In: Journal of post-Keynesian economics : JPKE 30 (2008) 3, pp. 491
Persistent link: https://www.econbiz.de/10007996079
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The NAIRU : still "not an interesting rate of unemployment"
Cross, Rod; Lang, Dany - In: Intervention : european journal of economics and … 8 (2011) 2, pp. 317-340
Persistent link: https://www.econbiz.de/10009955913
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Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de; Siani, Carole - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3
Persistent link: https://www.econbiz.de/10009949823