The Error Correction Model as a Test for Cointegration
Year of publication: |
2003-03
|
---|---|
Authors: | Kanioura, Athina ; Turner, Paul |
Institutions: | Department of Economics, University of Sheffield |
Subject: | Cointegration | error correction |
-
A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields
Park, Soo-Bin, (1999)
-
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra, (2022)
-
Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
- More ...
-
Asymmetries in Bank of England Monetary Policy
Gascoigne, Jamie, (2003)
-
The BSE Crisis and the Price of Red Meat in the UK
Leeming, John, (2003)
-
Estimating Quarterly GDP for the Interwar UK Economy: An Application to the Employment Function
Hayes, Peter, (2003)
- More ...