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Boubaker, Heni
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Computational economics
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1
Stationarity
statistics on rolling windows
Ross, Joseph
- In:
Computational economics
57
(
2021
)
2
,
pp. 655-691
Persistent link: https://www.econbiz.de/10012486950
Saved in:
2
Non-linear
cointegration
test, based on record counting statistic
Atil, Lynda
;
Fellag, Hocine
;
Sipols, Ana E.
; …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2205-2230
Persistent link: https://www.econbiz.de/10015144009
Saved in:
3
Long-run linkages between US stock prices and cryptocurrencies : a fractional
cointegration
analysis
Caporale, Guglielmo Maria
;
Dios Mazariegos, José Javier
; …
- In:
Computational economics
64
(
2024
)
6
,
pp. 3543-3553
Persistent link: https://www.econbiz.de/10015144252
Saved in:
4
Optimal estimation strategies for bivariate fractional
cointegration
systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
5
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam
;
Sapena, Juan
;
Tamarit …
- In:
Computational economics
56
(
2020
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Saved in:
6
Fast and adaptive
cointegration
based model for forecasting high frequency financial time series
Arce, Paola
;
Antognini, Jonathan
;
Kristjanpoller …
- In:
Computational economics
54
(
2019
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Saved in:
7
Observation driven long run equilibria
Łasak, Katarzyna
;
Lont, Johannes
- In:
Computational economics
55
(
2020
)
2
,
pp. 551-575
Persistent link: https://www.econbiz.de/10012223650
Saved in:
8
Multivariate
cointegration
and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
9
Controlling heterogeneous structure of smooth breaks in panel unit root and
cointegration
testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
10
ARDL : an R package for ARDL models and
cointegration
Natsiopoulos, Kleanthis
;
Tzeremes, Nickolaos G.
- In:
Computational economics
64
(
2024
)
3
,
pp. 1757-1773
Persistent link: https://www.econbiz.de/10015143962
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