|Место работы||City University, London / Professor Department of Economics|
- Time Series Analysis
- Bootstrapping the HEGY Seasonal Unit Root Tests. With Robert Taylor, ESEM, Venice, Aug 2002. Updated Dec 2002 pdf file
- Relationships between economic growth, FDI, and trade: evidence from China. With Xiaohui Liu and P.J.N.Sinclair, Applied Economics, 2002, 34, 1433-1440.
- On the properties of regression-based tests for seasonal unit roots in the presence of higher order serial correlation. With Robert Taylor, ASA Journal of Business and Economic Statistics, July 2001. pdf file (not jnl format)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity. With Robert Taylor, Journal of Econometrics, Vol 104, Sept. 2001. pdf file (not jnl format)
- An integral inequality on C([0,1]) and dispersion of OLS under near-integration. With Ralph Bailey and Shasi Nandeibam, Econometric Theory, Vol 17, April 2001. pdf file (not in jnl format)
- On the power of GLS-type unit root tests. With Robert Taylor, Oxford Bulletin of Economics and Statistics Vol 62, 633-645, Dec. 2000.
- Value-at-risk: applying the EV approach to Asian markets in the recent financial turmoil. With Lan-Chih Ho, John Cadle, and Michael Theobald, Pacific Basin Finance Journal Vol 8, 249-275, May 2000.
- Unit root tests in the presence of uncertainty about the non-stochastic trend. With Leila Ayat, Journal of Econometrics Vol 95, 71-96, March 2000.
- The limit distribution of level crossings of a random walk, and a simple unit root test. With Emmanuel Guerre, Econometric Theory Vol 12, 705-723, 1996.
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School of Social Sciences