Narrow search
Showing 1 - 10 of 80
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The equity premium and time-varying risk behavior
Nason, James Michael - 1988
Persistent link: https://www.econbiz.de/10001460535
Cover Image
The permanent income hypothesis when the bliss point is stochastic
Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000819840
Cover Image
Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412
Cover Image
Conflicts among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert - 1998
Persistent link: https://www.econbiz.de/10000995692
Cover Image
Conflicts among tests for cointegration
Gregory, Allan W. - 1998
Persistent link: https://www.econbiz.de/10000988171
Cover Image
Business cycle theory and econometrics
Gregory, Allan W. - In: The economic journal : the journal of the Royal … 105 (1995) 433, pp. 1597-1608
Persistent link: https://www.econbiz.de/10001333811