Details about Emily J. Whitehouse

Access statistics for papers by Emily J. Whitehouse.

Last updated 2024-12-13. Update your information in the RePEc Author Service.

Short-id: pwh58

Working Papers

2022

1. Real-time monitoring of bubbles and crashes
   Working Papers, The University of Sheffield, Department of Economics View citations (1)
   See also Journal Article Real‐Time Monitoring of Bubbles and Crashes, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) View citations (1) (2023)

2020

2. Sequential monitoring for cointegrating regressions
   Papers, arXiv.org View citations (1)

2017

3. Forecast evaluation tests and negative long-run variance estimates in small samples
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics View citations (20)
   See also Journal Article Forecast evaluation tests and negative long-run variance estimates in small samples, International Journal of Forecasting, Elsevier (2017) View citations (19) (2017)
4. Testing for a unit root against ESTAR stationarity
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
   See also Journal Article Testing for a unit root against ESTAR stationarity, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) (2018)

Journal Articles

2023

1. Real‐Time Monitoring of Bubbles and Crashes
   Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 482-513 View citations (1)
   See also Working Paper Real-time monitoring of bubbles and crashes, Working Papers (2022) View citations (1) (2022)

2020

2. Date-stamping multiple bubble regimes
   Journal of Empirical Finance, 2020, 58, (C), 226-246 View citations (6)

2019

3. Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition
   Oxford Bulletin of Economics and Statistics, 2019, 81, (1), 20-41 View citations (4)

2018

4. Testing for a unit root against ESTAR stationarity
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 29
   See also Working Paper Testing for a unit root against ESTAR stationarity, Discussion Papers (2017) (2017)

2017

5. Forecast evaluation tests and negative long-run variance estimates in small samples
   International Journal of Forecasting, 2017, 33, (4), 833-847 View citations (19)
   See also Working Paper Forecast evaluation tests and negative long-run variance estimates in small samples, Discussion Papers (2017) View citations (20) (2017)