Papers with John.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 663, doi. 10.1111/jtsa.12073
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2015 AND VI 36 AND IP 5
Results: 12
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Testing for Predictability in Financial Returns Using Statistical Learning Procedures.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 672, doi. 10.1111/jtsa.12120
- By:
- Publication type:
- Article
3
Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 630, doi. 10.1111/jtsa.12097
- By:
- Publication type:
- Article
4
Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 763, doi. 10.1111/jtsa.12121
- By:
- Publication type:
- Article
5
Bias Correction of Persistence Measures in Fractionally Integrated Models.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 721, doi. 10.1111/jtsa.12116
- By:
- Publication type:
- Article
6
Papers with John on the Demand for Mail.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 650, doi. 10.1111/jtsa.12084
- By:
- Publication type:
- Article
7
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 741, doi. 10.1111/jtsa.12107
- By:
- Publication type:
- Article
8
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 603, doi. 10.1111/jtsa.12067
- By:
- Publication type:
- Article
9
On the Transmission of Memory in Garch-in-Mean Models.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 706, doi. 10.1111/jtsa.12119
- By:
- Publication type:
- Article
10
Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 653, doi. 10.1111/jtsa.12122
- By:
- Publication type:
- Article
11
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 687, doi. 10.1111/jtsa.12124
- By:
- Publication type:
- Article
12
Introduction to the JTSA John Nankervis Memorial Issue.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 601, doi. 10.1111/jtsa.12127
- By:
- Publication type:
- Article