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Testing for Linear Trend with Application to Relative Primary Commodity Prices
Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; … - 2003
Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices
Persistent link: https://www.econbiz.de/10014075120
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 6, pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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Statistics for business and economics
Newbold, Paul - 1984
Persistent link: https://www.econbiz.de/10000722257
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[Rezension von: Mills, Terence C., Time series techniques for economists]
Newbold, Paul - In: Journal of economic literature 29 (1991) 4, pp. 1745-1746
Persistent link: https://www.econbiz.de/10001345012
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[Rezension von: Advances in econometrics, ed. by Christopher A. Sims]
Newbold, Paul - In: The Manchester School of Economic and Social Studies 63 (1995) 1, pp. 119-120
Persistent link: https://www.econbiz.de/10001346958
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Structural decomposition of time series with implications in economics, accounting, and finance research
Newbold, Paul - In: Review of quantitative finance and accounting 1 (1991) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001109915
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Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul - In: Journal of monetary economics 26 (1990) 3, pp. 453-457
Persistent link: https://www.econbiz.de/10001102477
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Statistics for business and economics
Newbold, Paul - 1988 - 2. ed
Persistent link: https://www.econbiz.de/10011519494
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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302