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panel cointegration teststhe role of asset markets for private consumption: evidence from paneleconometric models 872 the role of asset markets for private consumption: evidence
pii: s0304-4076(01)00139-7nonparametric tests for unit roots and cointegration j#org breitung ∗ institute of statistics and econometrics, humboldt university berlin,
1 residuals based tests for cointegration: an analytical comparison. elena pesavento* department of economics emory university 5 march, 2002 *department of economics, emory…
enders, w., so im, k., lee, j., and strazicich, m.c. (2010). iv threshold cointegration tests and the taylor rule. economic modelling, 27(6): 1463-1472 (nov 2010). published
topics in time series econometrics phùng thanh bình [email protected] 1 unit root tests, cointegration, ecm, vecm, and causality models compiled by phung thanh binh 1 (sg…
page1.dvidavid demery & nigel duck discussion paper no 02/541 d!"#$%&!'% () e*('(&+*, u'+-!$,+%. () b$+,%(/ 8 w((0/#'0 r(#0 b$+,%(/ bs8
earth syst. dynam., 3, 173–188, 2012 www.earth-syst-dynam.net31732012 doi:10.5194esd-3-173-2012 © authors 2012. cc attribution 3.0 license. earth system dynamics polynomial…
earth syst dynam 3 173–188 2012 wwwearth-syst-dynamnet31732012 doi:105194esd-3-173-2012 © authors 2012 cc attribution 30 license earth system dynamics polynomial cointegration…
is opec a cartel? evidence from cointegration and causality tests s. gürcan gülen chestnut hill, ma 02167 may 1996 abstract: the energy shocks of the 1970's
estimation and inference in cointegration models economics 582 eric zivot may 17 2012 tests for cointegration let the × 1 vector y be 1 recall y is cointegrated…
sfb 649 discussion paper 2007-029 comparison of panel cointegration tests deniz dilan karaman Örsal* * humboldt-universität zu berlin, germany this research was supported…
nber working paper series cointegration and tests of present value mooels john y campbell robert j shiller working paper no 1885 national bureau of economic research 1050…
econometric theory, 11, 1995, 984-1014. printed in the united states of america. testing for cointegration when some of the cointegrating vectors are prespecified michael…
alternative asymptotics for cointegration tests in large vars alexei onatski and chen wang faculty of economics university of cambridge august 23 2016 abstract johansen’s…
journal of econometrics 44 (1990) 215-238. north-holland seasonal integration and cointegration” s. hylleberg ur~ic~rsi& of aarhus, dk-00 aurhus, denmurk r.f. engle…
ΣΠΟΥΔΑΙ spoudai ΕΤΟΣ 1993 ΙΑΝ - ΜΑΡΤΙΟΣ ΤΟΜΟΣ 43 ΤΕΥΧ 1 year 1993 jan - march vol 43 no 1 the accommodation hypothesis in greece a tri-variate…
is opec a cartel evidence from cointegration and causality tests s gürcan gülen department of economics boston college chestnut hill ma 02167 may 1996 abstract: the energy…
international journal of applied econometrics and quantitative studies . vol.1-2(2004) 67 unit-root, cointegration and granger causality test results for export and growth…
unit roots, cointegration and pre-testing in var models∗ nikolay gospodinov† concordia university, cirano and cireq ana maría herrera‡ university of kentucky elena…
is opec a cartel? evidence from cointegration and causality tests s. gürcan gülen department of economics boston college chestnut hill, ma 02167 may 1996 abstract: the…