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~subject:"Aktienmarkt"
~subject:"Time series analysis"
~subject:"cointegration"
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A flexible nonparametric test for conditional independence
Huang, Meng
;
Sun, Yixiao
;
White, Halbert
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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2
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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3
Robust optimal tests for causality in multivariate time series
Saidi, Abdessamad
;
Roy, Roch
- In:
Econometric theory
24
(
2008
)
4
,
pp. 948-987
Persistent link: https://www.econbiz.de/10003736842
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4
Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
Saved in:
5
Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis
- In:
Econometric theory
20
(
2004
)
3
,
pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
Saved in:
6
Cointegration and distance between information sets
Triacca, Umberto
- In:
Econometric theory
16
(
2000
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10001568492
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