Simon P. Burke

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Books by Simon P. Burke (50 max)

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Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)

2005

Simon P. Burke, John Hunter

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Multivariate Modelling of Non-Stationary Economic Time Series

2016

Hunter, John, Simon P. Burke, Alessandra Canepa

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Augumented Dickey-Fuller unit root tests and the use of information criteria.

1993

Simon P. Burke

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A taxonomy of certain unit root tests.

1993

Simon P. Burke

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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter.

1993

Simon P. Burke

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Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)

2005

Simon P. Burke, John Hunter