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Publications & Outputs

  1. The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Using Random Quasi-Monte-Carlo Within Particle Filters, With Application to Financial Time Series.

    Fearnhead, P., 12/2005, In: Journal of Computational and Graphical Statistics. 14, 4, p. 751-769 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review