Publications

Journal Articles

  1. & EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*. The Manchester School 81(1), 33-57.
  2. New Exact ML Estimation and Inference for a Gaussian MA(1) process. Economics Letters 99(1), 172-176.
  3. Generalized Least Squares Transformation and Estimation with Autoregressive Error’. Statistics and Probability Letters 78(4), 402-404.
  4. Unit Root Tests Based on BLUS Residuals, Statistics and Probability Letters. Statistics and Probability Letters’ 78(13), 1943-1947.
  5. GLS detrending and unit root testing. Economics Letters 97(3), 222
  6. Is the trend in post-WW II US real GDP uncertain or non-linear?. Economics Letters 94(3), 348
  7. & On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters 70(3), 175
  8. & A Direct Test for Cointegration Between a Pair of Time Series. Journal of Time Series Analysis 23(2), 173