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~subject:"Kointegration"
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Kointegration
USA
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directed acyclic graphs
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Bessler, David A.
10
Mjelde, James W.
4
Babula, Ronald Alexander
3
Duangnate, Kannika
3
Rogowsky, Robert A.
3
Wang, Zijun
2
Awokuse, Titus O.
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Chopra, Aviral
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Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Applied economics
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1
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ECONIS (ZBW)
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Understanding cointegration : an application to the Western United States electricity market
Mjelde, James W.
;
Bessler, David A.
;
Jerko, Christine A.
- In:
The electricity journal
15
(
2002
)
9
,
pp. 81-98
Persistent link: https://www.econbiz.de/10001717196
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2
Railroad wheat transportation markets in the central plains : modeling with error correction and directed graphs
Bessler, David A.
;
Fuller, Stephen W.
- In:
Transportation research / E : an international journal
36
(
2000
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10001468987
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3
The structure of interdependence in international stock markets
Bessler, David A.
;
Yang, Jian
- In:
Journal of international money and finance
22
(
2003
)
2
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001745736
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4
The homogeneity restriction and forecasting performance of VAR-type demand systems : an empirical examination of US meat consumption
Wang, Zijun
;
Bessler, David A.
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 193-206
Persistent link: https://www.econbiz.de/10001662955
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5
A Monte Carlo study on the selection of cointegrating rank using information criteria
Wang, Zijun
;
Bessler, David A.
- In:
Econometric theory
21
(
2005
)
3
,
pp. 593-620
Persistent link: https://www.econbiz.de/10002794775
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6
The causal modelling on equity market innovations : fit or forecast?
Kim, Jin Woong
;
Bessler, David A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 635-646
Persistent link: https://www.econbiz.de/10003491207
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7
Exploiting the cointegration properties of the US soy-based market system
Babula, Ronald Alexander
;
Bessler, David A.
;
Rogowsky, …
- In:
Acta agriculturae Scandinavica / C : an official …
3
(
2006
)
2
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003390079
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8
Structural change and international stock market interdependence : evidence from Asian emerging markets
Awokuse, Titus O.
;
Chopra, Aviral
;
Bessler, David A.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 549-559
Persistent link: https://www.econbiz.de/10003870623
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9
Dynamic economic relationships among US soy product markets : using a cointegrated vector autoregression approach with directed acyclic graphs
Babula, Ronald Alexander
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003207323
Saved in:
10
Dynamic economic relationships among US soy product markets : using a cointegrated vector autoregression approach with directed acyclic graphs
Babula, Ronald Alexander
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003247455
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