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Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Determinants of national saving in four West African countries

Abasimi, Ignatius; Martin, Agbassou Y. A. - In: International journal of economics and finance 10 (2018) 5, pp. 67-74

Persistent link: https://www.econbiz.de/10011861060

Dimensions of globalisation and economic growth of India : exploring causal linkages

Verma, Balraj; Srivastava, Amit - In: International journal of economic policy in emerging … 15 (2022) 2/4, pp. 197-213

Persistent link: https://www.econbiz.de/10013253406

Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach

Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703

Persistent link: https://www.econbiz.de/10013554939

Globalisation and cointegration among the states and convergence across the continents : a panel data analysis

De, Utpal Kumar - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 1, pp. 107-121

Persistent link: https://www.econbiz.de/10011481817

Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felsenstein, Daniel - 2019

Persistent link: https://www.econbiz.de/10011952653

Detecting tranquil and bubble periods in housing markets : a review and application of statistical methods

Nagayasu, Jun - In: Recent econometric techniques for macroeconomic and …, (pp. 79-111). 2021

We provide a brief review of recent developments in research on price movements of real estate, especially bubbles, and highlight the gap between theoretical and statistical approaches to bubble detection. We also propose applying a top-down strategy to a bounds testing method (Pesaran et al. in...

Persistent link: https://www.econbiz.de/10012395374

Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?

Wong, Wing Keung; Yue, Mu - 2024

Persistent link: https://www.econbiz.de/10015399266

The Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felsenstein, Daniel - 2019

and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data … -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 … Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in …

Persistent link: https://www.econbiz.de/10012398573