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Items where Department is "Faculty of Social Sciences > Warwick Business School > Finance Group"
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Number of items: 2.
Journal Article
Britten-Jones, Mark, Neuberger, Anthony and Nolte, Ingmar (2011) Improved inference and estimation in regression with overlapping observations. Journal of Business Finance & Accounting, Vol.38 (No.5-6). pp. 657-683. doi:10.1111/j.1468-5957.2011.02244.x ISSN 0306-686X.
Chu, Ba M. and Kozhan, Roman (2011) Spurious regressions of stationary AR(p) processes with structural breaks. Studies in Nonlinear Dynamics & Econometrics, Vol.15 (No.1). doi:10.2202/1558-3708.1781 ISSN 1558-3708.