Co-integration dynamics amongst the three MCX commodity indices : linear and non linear approaches
Year of publication: |
2020
|
---|---|
Authors: | Shahani, Rakesh ; Bhardwaj, Uttara |
Published in: |
IIMS journal of management science. - New Delhi : Diva Enterprises Pvt. Ltd., ISSN 0976-030X, ZDB-ID 3049871-5. - Vol. 11.2020, 3, p. 155-172
|
Subject: | ARDI | NARDI | Partial "F" bounds test | Serial correlation | Structural break | Strukturbruch | Kointegration | Cointegration | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
The impact of COVID-19 infections on money demand : a cointegration analysis in the euro area
Zangelidis, Leonidas, (2023)
-
Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R., (2021)
-
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R., (2016)
- More ...
-
Co-integration Dynamics amongst the Three MCX Commodity Indices : Linear and Non Linear Approaches
Shahani, Rakesh, (2020)
-
Shahani, Rakesh, (2008)
-
Financial markets in India : a research initiative
Shahani, Rakesh, (2011)
- More ...