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Price dynamics in Tanzanian maize markets : insights from a semiparametric cointegration model
Ihle, Rico, (2010)
Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar, (2017)
Modelling nonlinearities in cointegration relationships
Schweikert, Karsten, (2017)
A NOTE ON THE OPTIMAL LEVEL OF MONETARY AGGREGATION IN THE UNITED KINGDOM
Elger, C.Thomas, (2008)
Divisia Second Moments
Barnett, William A., (2008)
Divisia Second Moments: An Application of Stochastic Index Number Theory