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Search: subject_exact:"Engle-Granger test"
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ECONIS (ZBW)
119
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Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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6
Environmental impact of the tourism industry in China : analyses based on multiple environmental factors using novel Quantile Autoregressive Distributed Lag model
Zhu, Shengdong
;
Luo, Yuting
;
Aziz, Noshaba
;
Jamal, M. Abdul
- In:
Economic research
35
(
2022
)
1,4
,
pp. 3663-3689
Persistent link: https://www.econbiz.de/10014384487
Saved in:
7
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
8
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
9
Renewable electricity generation and economic growth nexus in developing countries : an ARDL approach
Azam, Anam
;
Rafiq, Muhammad
;
Shafique, Muhammad
;
Yuan, …
- In:
Economic research
34
(
2021
)
1,3
,
pp. 2433-2446
Persistent link: https://www.econbiz.de/10014231781
Saved in:
10
The missing link between wages and labour productivity in tourism : evidence from Croatia and Slovenia
Gričar, Sergej
;
Šugar, Violeta
;
Bojnec, Štefan
- In:
Economic research
34
(
2021
)
1,1
,
pp. 732-753
Persistent link: https://www.econbiz.de/10013347466
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