Testing for drift in a time series

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Testing for a slowly changing level with special reference to stochastic volatility

Harvey, A.
Streibel, M
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/306) / BLD...

Fundamental tests of creep behaviour

Hyde, T.
Becker, A.
National Agency for Finite Element Methods and Standards (NAFEMS), East Kilbride (United Kingdom)

January 1993

Reference no. R0027Available from British Library Document Supply Centre-DSC:98/23739 / BLDSC - Brit...

Initial verification and validation of DRIFT

Jones, S.
Mercer, A.
Tickle, G.
AEA Technology, Culcheth (United Kingdom). Safety and Reliability Directorate (SRD)

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9091.9(SRD/HSE-R--580) / BLDSC - Brit...

Testing a time series for difference stationarity

McCabe, B.
Tremayne, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

Rev. edAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-RM--9420) / BLDSC -...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Diagnostics in time series analysis

Warnes, A

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX181566 / BLDSC - British Library D...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, E
City of London Polytechnic (United Kingdom)
Council for National Academic Awards (CNAA), London (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D75871/87 / BLDSC - British Library ...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

Detection of outliers in time series

Watson, S.
Tight, M.
Clark, S.
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.14(LU-ITS-WP--362) / BLDSC - Bri...

Spurious regressions with processes around linear trends or drifts

Kim, Tai-Hwan
Lee, Young-Sook
Newbold, Paul
University of Nottingham. School of Economics (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Threshold models for trended time series

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9905) / BLDSC - British Libr...

Testing for cointegration rank using Bayes factors

Sugita, Katsuhiro
University of Warwick. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Detection of changes in times series

Swe-Hee, K.K.K.Y

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:D60142 / BLDSC - British Library Doc...

Testing serial dependence in time series models of counts

Jung, R.C.
Tremayne, A.R.
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-09) / BLDSC - Britis...

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Testing for a slowly changing level with special reference to stochastic volatility

Harvey, A.
Streibel, M
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/306) / BLD...

Fundamental tests of creep behaviour

Hyde, T.
Becker, A.
National Agency for Finite Element Methods and Standards (NAFEMS), East Kilbride (United Kingdom)

January 1993

Reference no. R0027Available from British Library Document Supply Centre-DSC:98/23739 / BLDSC - Brit...

Initial verification and validation of DRIFT

Jones, S.
Mercer, A.
Tickle, G.
AEA Technology, Culcheth (United Kingdom). Safety and Reliability Directorate (SRD)

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9091.9(SRD/HSE-R--580) / BLDSC - Brit...

Testing a time series for difference stationarity

McCabe, B.
Tremayne, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

Rev. edAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-RM--9420) / BLDSC -...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Diagnostics in time series analysis

Warnes, A

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX181566 / BLDSC - British Library D...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, E
City of London Polytechnic (United Kingdom)
Council for National Academic Awards (CNAA), London (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D75871/87 / BLDSC - British Library ...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

Detection of outliers in time series

Watson, S.
Tight, M.
Clark, S.
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.14(LU-ITS-WP--362) / BLDSC - Bri...

Spurious regressions with processes around linear trends or drifts

Kim, Tai-Hwan
Lee, Young-Sook
Newbold, Paul
University of Nottingham. School of Economics (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Threshold models for trended time series

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9905) / BLDSC - British Libr...

Testing for cointegration rank using Bayes factors

Sugita, Katsuhiro
University of Warwick. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Detection of changes in times series

Swe-Hee, K.K.K.Y

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:D60142 / BLDSC - British Library Doc...

Testing serial dependence in time series models of counts

Jung, R.C.
Tremayne, A.R.
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-09) / BLDSC - Britis...

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Testing for a slowly changing level with special reference to stochastic volatility

Harvey, A.
Streibel, M
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/306) / BLD...

Fundamental tests of creep behaviour

Hyde, T.
Becker, A.
National Agency for Finite Element Methods and Standards (NAFEMS), East Kilbride (United Kingdom)

January 1993

Reference no. R0027Available from British Library Document Supply Centre-DSC:98/23739 / BLDSC - Brit...

Testing for drift in a time series

Abstract

Extracted data

Testing for drift in a time series

Abstract

Extracted data

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