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~subject:"Cointegration"
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Mármol, Francesc
9
Hassler, Uwe
3
Krämer, Walter
3
Velasco, Carlos
3
Reboredo, Juan Carlos
2
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1
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Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Energy economics
61
(
2017
),
pp. 241-252
Persistent link: https://www.econbiz.de/10011737787
Saved in:
2
An analysis of dependence between Central and Eastern European stock markets
Reboredo, Juan Carlos
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Economic systems
39
(
2015
)
3
,
pp. 474-490
Persistent link: https://www.econbiz.de/10011532315
Saved in:
3
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
-
1999
Persistent link: https://www.econbiz.de/10001398381
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4
Out-of-sample forecast errors in misspecific perturbed long memory processes
Arranz, Miguel A.
;
Mármol, Francesc
- In:
Statistical papers
42
(
2001
)
4
,
pp. 423-436
Persistent link: https://www.econbiz.de/10001615626
Saved in:
5
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Velasco, Carlos
-
2002
Persistent link: https://www.econbiz.de/10001751669
Saved in:
6
Instrumental variable interpretation of cointegration with inference results for fractional cointegration
Mármol, Francesc
;
Escribano, Álvaro
;
Aparicio, Felipe M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 646-672
Persistent link: https://www.econbiz.de/10001673447
Saved in:
7
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
- In:
Economics letters
82
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
Saved in:
8
Consistent testing of cointegrating relationships
Mármol, Francesc
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1809-1844
Persistent link: https://www.econbiz.de/10002435500
Saved in:
9
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
-
1998
Persistent link: https://www.econbiz.de/10010438727
Saved in:
10
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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