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Modified rainbow tests
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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Some reparameterizations of lag polynomials for dynamic analysis
Burke, Simon P. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10001201678
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Modifications of the rainbow test
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000829602
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Analysing cointegrated systems using the MP inverse
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000921052
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P. - In: The review of economic studies 57 (1990) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10001085019