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~person:"Hall, Stephen G."
~subject:"Theory"
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Search: subject_exact:"Engle-Granger test"
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Cointegration
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Hall, Stephen G.
Lütkepohl, Helmut
64
Saikkonen, Pentti
39
Gil-Alaña, Luis A.
38
Nielsen, Morten Ørregaard
37
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34
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Hecq, Alain W. J.
15
Strachan, Rodney W.
15
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15
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14
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13
Shin, Yongcheol
13
Jansson, Michael
12
Palm, Franz C.
12
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12
Sul, Donggyu
12
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11
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11
Escribano, Álvaro
11
Granger, C. W. J.
11
Johansen, Soren
11
Löf, Mårten
11
Mark, Nelson C.
11
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11
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ECONIS (ZBW)
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1
Generalized cointegration : a new concept with an application to health expenditure and health outcomes
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
-
2011
Persistent link: https://www.econbiz.de/10009261112
Saved in:
2
A note on generalizing the concept of cointegration
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1633-1646
Persistent link: https://www.econbiz.de/10011515404
Saved in:
3
Generalized cointegration : a new concept with an application to health expenditure and health outcomes
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
2
,
pp. 603-618
Persistent link: https://www.econbiz.de/10009522908
Saved in:
4
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
5
Foreign exchange market efficiency and cointegration
Ferré, Montserrat
;
Hall, Stephen G.
- In:
Applied financial economics
12
(
2002
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10001646554
Saved in:
6
On the identification of cointegrated systems in small samples : a modelling strategy with an application to UK wages and prices
Greenslade, Jennifer V.
;
Hall, Stephen G.
;
Henry, S. G. B.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10001668437
Saved in:
7
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
Saved in:
8
On the identification of cointegrated systems in small samples : practical procedures with an application to UK wages and prices
Greenslade, Jennifer V.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726308
Saved in:
9
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
- In:
Economic modelling
17
(
2000
)
3
,
pp. 339-357
Persistent link: https://www.econbiz.de/10001496602
Saved in:
10
On the identification of cointegrated systems in small samples : practical procedures with an application to Uk wages and prices
Greenslade, Jennifer V.
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001373105
Saved in:
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