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Simon P. Burke

4 published titles

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

1 edition

  • Department of Economics, University of Reading
  • 1993
  • Details

Reparameterizing lag polynomials

1 edition

  • University of Reading, Department of Economics
  • 1994
  • Details

Analysing cointegrated systems using the MP inverse

1 edition

  • University of Reading Department of Economics
  • 1995
  • Details

Modelling non-stationary economic time series : a multivariate approach

1 edition

  • ISBN: 9781403902030
  • Palgrave Macmillan
  • 2005
  • Details

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