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Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Köse, Nezir; Ucar, Nuri - In: Applied economics letters 13 (2006) 4, pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
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The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan; Köse, Nezir; Yalcin, Yeliz - In: Applied economics letters 15 (2008) 1/3, pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
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Causal relationships between cryptocurrencies : the effects of sampling interval and sample size
Köse, Nezir; Ünal, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 625-644
Persistent link: https://www.econbiz.de/10015123072