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
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