Brailsford, T. J.; Penm, Jack; Terrell, R. D. Testing PPP by means of ZNZ patterned VECM. (English) Zbl 1152.91704 Int. J. Theor. Appl. Finance 11, No. 4, 345-362 (2008). MSC: 91B82 91B30 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., Int. J. Theor. Appl. Finance 11, No. 4, 345--362 (2008; Zbl 1152.91704) Full Text: DOI
Chen, Andrew H.; Penm, Jack H.; Terrell, R. D. An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering. (English) Zbl 1105.62090 J. Appl. Math. Decis. Sci. 2006, No. 1, Article 46592, 12 p. (2006). MSC: 62M20 62M45 62P05 PDFBibTeX XMLCite \textit{A. H. Chen} et al., J. Appl. Math. Decis. Sci. 2006, No. 1, Article 46592, 12 p. (2006; Zbl 1105.62090) Full Text: DOI EuDML
O’Neill, T. J.; Penm, J. H. W.; Terrell, R. D. The sequential estimation of subset VAR with forgetting factor and intercept variable. (English) Zbl 1093.91536 Int. J. Theor. Appl. Finance 7, No. 8, 979-995 (2004). MSC: 91B82 91B24 PDFBibTeX XMLCite \textit{T. J. O'Neill} et al., Int. J. Theor. Appl. Finance 7, No. 8, 979--995 (2004; Zbl 1093.91536) Full Text: DOI