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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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Alternative estimators of cointegrating parameters in models with nonstationary data : an application to US export demand
Forest, James J.; Turner, Paul - In: Applied economics 45 (2013) 4/6, pp. 629-636
Persistent link: https://www.econbiz.de/10009715020
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The admirable company : why corporate reputation matters so much and what it takes to be ranked among the best
Brown, Michael; Turner, Paul - 2008
Persistent link: https://www.econbiz.de/10003744566
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Swap agreement safe harbors at risk in latest Lehman dispute
Enochs, Craig R.; Pappenfus, James; Pincus, Andrea; … - In: The journal of investment compliance 16 (2015) 2, pp. 52-54
Persistent link: https://www.econbiz.de/10011405537
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Alternative Estimators of Cointegrating Parameters in Models With Non-Stationary Data : An Application to US Export Demand
Forest, James J. - 2009
This paper presents Monte Carlo simulations which compare the empirical performance of two alternative single equation estimators of the equilibrium parameters in a dynamic relationship. The estimators considered are Stock and Watson's dynamic ordinary least squares (DOLS) estimator and Bewley's...
Persistent link: https://www.econbiz.de/10013157499