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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Cointegration"
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
2
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
Saved in:
3
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2012
Persistent link: https://www.econbiz.de/10009676141
Saved in:
4
Energy consumption and economic growth : parametric and non-parametric causality testing for the case of Greece
Dergiades, Theologos
;
Martinopoulos, Georgios
; …
- In:
Energy economics
36
(
2013
),
pp. 686-697
Persistent link: https://www.econbiz.de/10009724607
Saved in:
5
Functional form aggregate energy demand elasticities : a nonparametric panel approach for 17 OECD countries
Karimu, Amin
;
Brännlund, Runar
- In:
Energy economics
36
(
2013
),
pp. 19-27
Persistent link: https://www.econbiz.de/10009724769
Saved in:
6
Nonparametric cointegration analysis
Bierens, Herman J.
-
1995
Persistent link: https://www.econbiz.de/10000926505
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7
Nonparametric cointegration tests
Bierens, Herman J.
-
1994
Persistent link: https://www.econbiz.de/10000888251
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