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~isPartOf:"Applied financial economics"
~subject:"Estimation"
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Search: subject_exact:"ECM (Error correction model)"
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Estimation
Cointegration
57
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57
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17
USA
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United States
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Börsenkurs
8
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8
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Caporale, Guglielmo Maria
1
Chou, Chih-hsien
1
Darrat, Ali F.
1
Dickens, Ross N.
1
Foresti, Pasquale
1
Gil-Alaña, Luis A.
1
Hamori, Shigeyuki
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Handa, Jagdish
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Hatemi-J, Abdulnasser
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1
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1
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Rafailidis, Panagiotis
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Rayner, Anthony J.
1
Reinton, Harald
1
Roca, Eduardo
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Sideris, Dimitrios
1
Siklos, Pierre L.
1
Tamakoshi, Go
1
Toyoshima, Yuki
1
Villeneuve, Jean-Francois
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Applied financial economics
Applied economics
123
Economic modelling
111
Applied economics letters
94
International Journal of Energy Economics and Policy : IJEEP
86
International journal of economics and financial issues : IJEFI
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
The empirical economics letters : a monthly international journal of economics
74
International journal of economics and finance
64
CESifo working papers
62
Energy economics
61
Cogent economics & finance
47
Theoretical and applied economics : GAER review
46
International review of economics & finance : IREF
45
The North American journal of economics and finance : a journal of financial economics studies
33
Research in international business and finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
Global business review
27
International journal of finance & economics : IJFE
26
Economies : open access journal
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Economics letters
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Modern economy
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Journal of international money and finance
21
Journal of risk and financial management : JRFM
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Panoeconomicus
21
Working paper
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Economic research
20
Journal of international financial markets, institutions & money
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Economic change & restructuring
19
Iranian economic review : journal of University of Tehran
19
Tourism economics : the business and finance of tourism and recreation
19
Discussion papers of interdisciplinary research project 373
18
Economics and finance working paper series
18
Journal of applied econometrics
18
Journal of banking & finance
18
Journal of econometrics
18
Journal of policy modeling : JPMOD ; a social science forum of world issues
18
Ruhr economic papers
18
The Pakistan development review : PDR
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
3
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
Saved in:
4
Modelling long-run money demand : a panel data analysis on nine developed economies
Foresti, Pasquale
;
Napolitano, Oreste
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10010336272
Saved in:
5
Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
Saved in:
6
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
7
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
8
Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
Saved in:
9
Purchasing power parity as a long-term memory process : evidence from Canada
Villeneuve, Jean-Francois
;
Handa, Jagdish
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 109-117
Persistent link: https://www.econbiz.de/10003291818
Saved in:
10
Purchasing power parity in economies in transition : evidence from Central and East European countries
Sideris, Dimitrios
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10003291843
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