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~person:"Jansson, Michael"
~person:"Narayan, Paresh Kumar"
~subject:"Cointegration"
~subject:"Schätzung"
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Cointegration
Schätzung
Einheitswurzeltest
92
Unit root test
92
Theorie
32
Theory
31
Estimation
25
Structural break
25
Strukturbruch
25
Kointegration
16
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15
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15
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Jansson, Michael
Narayan, Paresh Kumar
Chang, Tsangyao
54
Gil-Alaña, Luis A.
39
Caporale, Guglielmo Maria
37
Su, Chi-Wei
28
Ramírez, Miguel D.
25
Bahmani-Oskooee, Mohsen
19
Chang, Hsu-Ling
16
Wagner, Martin
16
Westerlund, Joakim
16
Breitung, Jörg
14
Cheung, Yin-Wong
14
Kapetanios, George
14
Ranjbar, Omid
14
Smyth, Russell
14
Hanck, Christoph
13
Rault, Christophe
13
Tiwari, Aviral Kumar
13
Lee, Chien-chiang
12
Omay, Tolga
12
Kunst, Robert M.
11
Phillips, Peter C. B.
11
Österholm, Pär
10
Chortareas, Georgios E.
9
Christopulos, Dēmētrēs K.
9
Herwartz, Helmut
9
Nazlıoğlu, Şaban
9
Ozdemir, Zeynel Abidin
9
Pesaran, M. Hashem
9
Baharumshah, Ahmad Zubaidi
8
Balcilar, Mehmet
8
Franchi, Massimo
8
Hjalmarsson, Erik
8
Lee, Junsoo
8
McNown, Robert F.
8
Ng, Serena
8
Pesavento, Elena
8
Anoruo, Emmanuel
7
Benati, Luca
7
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7
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School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
4
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2
Department of Economics discussion papers / Monash University
2
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2
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1
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1
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1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
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1
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1
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1
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1
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1
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1
Pacific economic review
1
PhD thesis / Department of Economics, University of Aarhus
1
Testing the null hypothesis of cointegration
1
The American journal of economics and sociology
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ECONIS (ZBW)
35
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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar
;
Narayan, Seema
;
Popp, Stephan
; …
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
Saved in:
2
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
3
Testing the consumption based CAPM : evidence from a new approach
Narayan, Paresh Kumar
;
Popp, Stephan
-
2010
Persistent link: https://www.econbiz.de/10008665201
Saved in:
4
Investigating the relationship between health and economic growth : empirical evidence from a panel of 5 Asian countries
Narayan, Seema
;
Narayan, Paresh Kumar
;
Mishra, Sagarika
-
2010
Persistent link: https://www.econbiz.de/10008665202
Saved in:
5
Are shocks to commodity prices persistent?
Narayan, Paresh Kumar
;
Liu, Ruipeng
-
2010
Persistent link: https://www.econbiz.de/10003959109
Saved in:
6
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Saved in:
7
Output and labor productivity in organized manufacturing : a panel cointegration analysis for India
Bhattacharya, Madhumita
;
Narayan, Paresh Kumar
- In:
International journal of production economics
170
(
2015
),
pp. 171-177
Persistent link: https://www.econbiz.de/10011421825
Saved in:
8
Applied econometrics and implications for energy economics research
Smyth, Russell
;
Narayan, Paresh Kumar
- In:
Energy economics
50
(
2015
),
pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
Saved in:
9
A unit root model for trending time-series energy variables
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Energy economics
50
(
2015
),
pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
Saved in:
10
A nonlinear approach to testing the unit root null hypothesis : an application to international health expenditures
Narayan, Paresh Kumar
;
Popp, Stephan
-
2009
Persistent link: https://www.econbiz.de/10003959067
Saved in:
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