Regression-based tests for persistence in conditional variances

Match tests for nonparametric analysis of variance problems

Worthington, P

January 1982

SIGLEAvailable from British Library Document Supply Centre- DSC:D42201/82 / BLDSC - British Library ...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

Non-normal variation and regression to the mean

Chesher, A.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(97/436) / BLDSC - British Li...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

Variance rationality A direct test

Batchelor, R.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(80) / BLDSC - British Libr...

Testing for covariance stationarity in stock returns UK evidence

Omran, M.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/04) / BLDSC - British...

Variance ratio test for mean reversion in financial and economic series

Poon, S.
Taylor, S.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

Available from British Library Document Supply Centre-DSC:3739.0605(R000221139) / BLDSC - British Li...

Nonparametric regression techniques An application to causality testing

Bell, D.
Kay, J.
Malley, J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(95/3) / BLDSC - British Li...

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...

Weak exogeneity and measures of persistence

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(03-97) / BLDSC - British Li...

F and t tests in multiple regression

Largey, A.
Spencer, J.E
Queen's Univ., Belfast (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.8457(QUB-WP--37) / BLDSC - Brit...

Regression analysis

Black, N
Health and Safety Executive, London (United Kingdom)

January 1992

Available from British Library Document Supply Centre- DSC:4274.847686(HSE-IR/L/SS--92/1) / BLDSC - ...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Variance function estimation

Kibua, T.K

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002700 / BLDSC - British Library ...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Match tests for nonparametric analysis of variance problems

Worthington, P

January 1982

SIGLEAvailable from British Library Document Supply Centre- DSC:D42201/82 / BLDSC - British Library ...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

Non-normal variation and regression to the mean

Chesher, A.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(97/436) / BLDSC - British Li...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

Variance rationality A direct test

Batchelor, R.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(80) / BLDSC - British Libr...

Testing for covariance stationarity in stock returns UK evidence

Omran, M.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/04) / BLDSC - British...

Variance ratio test for mean reversion in financial and economic series

Poon, S.
Taylor, S.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

Available from British Library Document Supply Centre-DSC:3739.0605(R000221139) / BLDSC - British Li...

Nonparametric regression techniques An application to causality testing

Bell, D.
Kay, J.
Malley, J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(95/3) / BLDSC - British Li...

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...

Weak exogeneity and measures of persistence

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(03-97) / BLDSC - British Li...

F and t tests in multiple regression

Largey, A.
Spencer, J.E
Queen's Univ., Belfast (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.8457(QUB-WP--37) / BLDSC - Brit...

Regression analysis

Black, N
Health and Safety Executive, London (United Kingdom)

January 1992

Available from British Library Document Supply Centre- DSC:4274.847686(HSE-IR/L/SS--92/1) / BLDSC - ...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Variance function estimation

Kibua, T.K

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002700 / BLDSC - British Library ...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Match tests for nonparametric analysis of variance problems

Worthington, P

January 1982

SIGLEAvailable from British Library Document Supply Centre- DSC:D42201/82 / BLDSC - British Library ...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

Non-normal variation and regression to the mean

Chesher, A.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(97/436) / BLDSC - British Li...

Regression-based tests for persistence in conditional variances

Abstract

Extracted data

Regression-based tests for persistence in conditional variances

Abstract

Extracted data

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