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person:"Dreger, Christian"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Cheung, Yin-Wong"
~person:"Gil-Alaña, Luis A."
~person:"Polleit, Thorsten"
~subject:"Cointegration"
~subject:"Share price"
~subject:"Theorie"
~subject:"United Kingdom"
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Search: subject_exact:"ECM (Error correction model)"
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Cointegration
Share price
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Kointegration
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Dreger, Christian
Cheung, Yin-Wong
Gil-Alaña, Luis A.
Polleit, Thorsten
Lütkepohl, Helmut
6
Saikkonen, Pentti
5
Breitung, Jörg
4
Trenkler, Carsten
4
Caporale, Guglielmo Maria
3
Brüggemann, Ralf
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Myklebust, Terje
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
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Discussion papers of interdisciplinary research project 373
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
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ECONIS (ZBW)
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
2
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
3
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
4
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
5
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
6
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
8
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
9
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550570
Saved in:
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