Causality and Cointegration Tests in the Framework of a Single Zero-Non Zero Patterned Vector Time Series Modeling von Penm, J.H.W., ., R.D. Terrell, ., Wong Wing-Keung

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Selecting the forgetting factor in subset autoregressive modelling von Brailsford, T. J., Penm, Jack H. W., Terrell, R. D.

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AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS von BRAILSFORD, T. J., PENM, J. H. W., TERRELL, R. D.

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THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE von O'NEILL, T. J., PENM, J. H. W., TERRELL, R. D.

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A note on the sequential fitting of multichannel subset autoregressions using the prewindowed case von Penm, J.H.W., Penm, J.H., Terrell, R.D.

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USING ZERO-NON-ZERO PATTERNED VECTOR AUTOREGRESSIVE MODELLING TO TEST FOR CAUSALITY BETWEEN MONEY SUPPLY, GDP GROWTH, THE LONDON STOCK MARKET INDEX AND THE EURO EXCHANGE RATE von Lin, Edward J.Y., Penm, J.H.W., Terrell, R.D., Wu, Soushan

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A NEW APPROACH TO TESTING PPP: EVIDENCE FROM THE YEN von Brailsford, T.J., Penm, J.H.W., Terrell, R.D.

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The Sequential Fitting of Subset Autoregressions with a Forgetting Factor von T. J. Brailsford, Nam Won Hyung, J. H. W. Penm, R. D. Terrell

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Zero–Non-Zero Patterned Vector Error Correction Modelling For I von Brailsford, T.J., Penm, J.H.W., Terrell, R.D.

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Multivariate subset autoregressive modelling with zero constraints for detecting ‘overall causality’ von Penm, J.H.W., Terrell, R.D.

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