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Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - 1996
Persistent link: https://www.econbiz.de/10000949552
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Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C. - In: Applied financial economics 7 (1997) 6, pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Is there convergence in national alcohol consumption patterns? : evidence from a compositional time series approach
Mills, Terence C. - In: Journal of wine economics 13 (2018) 1, pp. 92-98
Persistent link: https://www.econbiz.de/10011881624
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Evidence for common features in G7 macroeconomic time series
Harvey, David I.; Mills, Terence C. - 1999
Persistent link: https://www.econbiz.de/10001428337
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The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.; Jordanov, Jordan - 1999
Persistent link: https://www.econbiz.de/10001428365
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Sectoral shifts and unemployment fluctuations : a test of the Lilien hypothesis for the UK
Mills, Terence C.; Pelloni, Gianluigi; Zervoyianni, … - 1993
Persistent link: https://www.econbiz.de/10000913044
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Would contemporary empiricism have supported the Keynesian revolution? : Testing the Keynesian debate on wages and unemployment for the pre-1914 period
Mills, Terence C.; Presley, John Ralph - 1996
Persistent link: https://www.econbiz.de/10000951938
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Cyclical unemployment and sectoral shifts : further tests of the Lilien hypothesis for the UK
Mills, Terence C. - In: Economics letters 52 (1996) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10001207400