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Testing for structural breaks...
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ECONIS (ZBW)
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1
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000829964
Saved in:
2
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
Saved in:
3
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000135938
Saved in:
4
Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W.
- In:
The Canadian journal of economics
20
(
1987
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Testing for cointegration in linear quadratic models
Gregory, Allan W.
-
1991
Persistent link: https://www.econbiz.de/10000129420
Saved in:
9
Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W.
-
1985
Persistent link: https://www.econbiz.de/10002521805
Saved in:
10
The equity premium and time-varying risk behavior
Nason, James Michael
-
1988
Persistent link: https://www.econbiz.de/10001460535
Saved in:
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