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Original Articles

Higher-order residual analysis for AR-ARCH models with the TR test

Pages 749-752 | Published online: 06 Oct 2010

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Steven Cook & Alan Speight. (2007) Time Irreversibility in Consumers’ Expenditure: An Analysis of Disaggregated Data. International Review of Applied Economics 21:4, pages 561-575.
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Steven Cook & Alan Speight. (2006) International Business Cycle Asymmetry and Time Irreversible Nonlinearities. Journal of Applied Statistics 33:10, pages 1051-1065.
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Alan E. H. Speight & Piers Thompson. (2006) Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data. Applied Economics 38:19, pages 2265-2275.
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