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Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina; Turner, Paul - 2005
Critical values for a test for cointegration are generated based on the joint significance of the levels terms in an error-correction equation. It is shown that the appropriate critical values are higher than those derived from the standard F-distribution. The power properties of this test are...
Persistent link: https://www.econbiz.de/10009461072
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Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10002546515
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The BSE crisis and the price of red meat in the UK
Leeming, John (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922273
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Asymmetries in Bank of England monetary policy
Gascoigne, Jamie (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922285
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Estimating quarterly GDP for the interwar UK economy : an application to the employment function
Hayes, Peter (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922318
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A cointegration analysis of US interest rates
Kanioura, Athina - 2001
Persistent link: https://www.econbiz.de/10001620107
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Special issue on Forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2005
Persistent link: https://www.econbiz.de/10003081451
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Special issue on forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382881
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Augmenting the GTAP database with data on inter-regional transactions
McDonald, Scott (contributor); Sonmez, Yontem (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625951
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Giant firms in the information economy
Dietrich, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922244