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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Economic modelling"
~subject:"Cointegration"
~subject:"Nonparametric statistics"
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Cointegration
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328
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Economic modelling
Journal of econometrics
126
Econometric theory
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
4
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
5
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
6
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
7
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
8
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
9
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
10
A multivariate time series analysis of energy consumption, real output and pollutant emissions in a developing economy : new evidence from Nepal
Nepal, Rabindra
;
Paija, Nirash
- In:
Economic modelling
77
(
2019
),
pp. 164-173
Persistent link: https://www.econbiz.de/10012198458
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