Common components in co-integrated system and its estimation and application : evidence from five stock markets in Asia-Pacific Chinese Region

Hsiang-Hsi Liu and Chien-Kuo Tseng

Year of publication:	2022
Authors:	Liu, Hsiang-Hsi ; Tseng, Chien-Kuo
Published in:	Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 9.2022, 2, p. 101-121
Subject:	Co-integration \| Error Correction Model (ECM) \| Common Component \| Quah’s decomposition \| Kointegration \| Cointegration \| China \| Zeitreihenanalyse \| Time series analysis \| Aktienmarkt \| Stock market \| Schätzung \| Estimation \| Schätztheorie \| Estimation theory

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