Concepedia

John C. Nankervis

JC

25

Publications

1.9K

Citations

20

H-Index

1985

Active since

Affiliations

University of Essex(Current)

University of Iowa

National and Kapodistrian University of Athens

University of Surrey

University of Nottingham Ningbo China

John C. Nankervis is an author at University of Essex specializing in business, statistics, and econometrics.

Top concepts

BusinessStatisticsFinanceEconometricsEngineeringStatistical InferenceTime Series EconometricsEconomicsMacroeconomicsFinancial Economics

Publications per year

1985–2016

24

Publications

25

Integration Versus Trend Stationary in Time Series

David N. DeJong, John C. Nankervis, N. E. Savin et al. · Econometrica · 1992 · 509 citations

Macroeconomics, Business, Econometrics +3

The power problems of unit root test in time series with autoregressive errors

David N. DeJong, John C. Nankervis, N. E. Savin et al. · Journal of Econometrics · 1992 · 412 citations

Unit Root Test, Financial Time Series Analysis, Business +3

Testing for Autocorrelation Using a Modified Box‐Pierce <i>Q</i> Test

Ignacio N. Lobato, John C. Nankervis, N. E. Savin · International Economic Review · 2001 · 106 citations

Empirical Finance, Volatility Modeling, Measurement +16

TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE

Ignacio N. Lobato, John C. Nankervis, N. E. Savin · Econometric Theory · 2002 · 99 citations

Time Series Process, Engineering, Financial Time Series Analysis +8

Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness

Joël L. Horowitz, Ignacio N. Lobato, John C. Nankervis et al. · Journal of Econometrics · 2005 · 90 citations

Reliability, Engineering, Robust Test +6

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