In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …

employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …