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~subject:"Kointegration"
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Kointegration
Theorie
22
Theory
22
Cointegration
19
Estimation
11
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11
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10
United States
10
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8
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8
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14
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Gabriel, Vasco J.
9
Martins, Luís Filipe
8
Gupta, Rangan
2
Miller, Stephen M.
2
Sangduan, Pataaree
2
Alexandre, Fernando
1
Bação, Pedro
1
Bierens, Herman J.
1
Psaradakis, Zacharias G.
1
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1
Sola, Martin
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Econometric reviews
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
Econometric theory
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
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ECONIS (ZBW)
14
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1
Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.
;
Martins, Luís Filipe
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
Saved in:
2
Time-varying cointegration, identification, and cointegration spaces
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 199-209
Persistent link: https://www.econbiz.de/10009739595
Saved in:
3
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
4
Bootstrap tests for time varying cointegration
Martins, Luís Filipe
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
Saved in:
5
Cointegration and the joint confirmation hypothesis
Gabriel, Vasco J.
- In:
Economics letters
78
(
2003
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10001728083
Saved in:
6
Tests for the null hypothesis of cointegration : a Monte Carlo comparison
Gabriel, Vasco J.
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 411-435
Persistent link: https://www.econbiz.de/10001843552
Saved in:
7
Time-varying cointegration
Bierens, Herman J.
;
Martins, Luís Filipe
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
Saved in:
8
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
-
2014
Persistent link: https://www.econbiz.de/10010415548
Saved in:
9
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
- In:
Macroeconomic dynamics
23
(
2019
)
2
,
pp. 775-797
Persistent link: https://www.econbiz.de/10012126634
Saved in:
10
Tests for segmented cointegration : an application to US governments budgets
Martins, Luís Filipe
;
Rodrigues, Paulo M. M.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 567-600
Persistent link: https://www.econbiz.de/10013440317
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