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2011
Mark Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data
Li, Yushu ^LU and Shukur, Ghazi (2011) In Communications in Statistics: Theory and Methods 40(13). p.2385-2396
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment
Li, Yushu ^LU and Shukur, Ghazi (2011) In Journal of Statistical Computation and Simulation 81(12). p.1913-1925
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Testing for unit roots in panel data using wavelet ratio method
Li, Yushu ^LU and Shukur, Ghazi (2011) In Computational Economics
- Contribution to specialist publication or newspaper › Specialist publication article
2010
Mark Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion
Li, Yushu ^LU and Shukur, Ghazi (2010) In Communications in Statistics: Simulation and Computation 39(2). p.277-286
- Contribution to specialist publication or newspaper › Specialist publication article
Mark The effect of spillover on the Granger causality test
Mantalos, Panagiotis ^LU and Shukur, Ghazi (2010) In Journal of Applied Statistics 37(9). p.1473-1486
- Contribution to journal › Article
2008
Mark Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
Mantalos, Panagiotis ^LU and Shukur, Ghazi (2008) In Economic Modelling 25(5). p.1040-1050
- Contribution to journal › Article
2005
Mark The effect of the GARCH(1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis ^LU and Shukur, Ghazi (2005) In Applied Economics 37(16). p.1907-1913
- Contribution to journal › Article
2003
Mark An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data
Almasri, Abdullah ^LU and Shukur, Ghazi (2003) In Journal of Applied Statistics 30(5). p.571-584
- Contribution to journal › Article
1999
Mark Testing Autocorrelation in a System Perspective
Edgerton, David ^LU and Shukur, Ghazi (1999) In Econometric Reviews 18(4). p.343-386
- Contribution to journal › Article
1997
Mark Some aspects of statistical inference in systems of equations
Shukur, Ghazi ^LU (1997)
- Thesis › Doctoral thesis (compilation)

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