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~accessRights:"free"
~isPartOf:"Reihe Ökonomie"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Güth, Werner"
~person:"Ours, Jan C. van"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Monte Carlo simulation
3
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Cointegration
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Caporale, Guglielmo Maria
Güth, Werner
Ours, Jan C. van
Polasek, Wolfgang
19
Kunst, Robert M.
18
Winter-Ebmer, Rudolf
17
Wagner, Martin
15
Fisher, Walter H.
11
Stark, Oded
10
Jumah, Adusei
9
Costantini, Mauro
8
Hlouskova, Jaroslava
8
Hofer, Helmut
7
Sellner, Richard
6
Weber, Andrea
6
Fortin, Ines
5
Mutl, Jan
5
Shorish, Jamsheed
5
Blume, Lawrence E.
4
Dorofeenko, Victor
4
Heijdra, Ben J.
4
Lee, Gabriel S.
4
Schneeweis, Nicole
4
Schwarzbauer, Wolfgang
4
Weichselbaumer, Doris
4
Dupont, Dominique Y.
3
Gluščenko, Konstantin P.
3
Hackl, Franz
3
Pittis, Nikitas
3
Ritzberger, Klaus
3
Salyer, Kevin Duff
3
Snower, Dennis J.
3
Vogelsang, Timothy J.
3
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2
Brock, William A.
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Chirinko, Robert S.
2
Di Maria, Corrado
2
Dulleck, Uwe
2
Durlauf, Steven N.
2
Fort, Margherita
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Gunter, Ulrich
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CESifo working papers
194
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ECONIS (ZBW)
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The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
Persistent link: https://www.econbiz.de/10002068650
Saved in:
2
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2004
Persistent link: https://www.econbiz.de/10002068642
Saved in:
3
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
-
2004
Persistent link: https://www.econbiz.de/10002139613
Saved in:
4
Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas
;
Caporale, Guglielmo Maria
;
Pittis, …
-
2004
Persistent link: https://www.econbiz.de/10002139996
Saved in:
5
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2004
Persistent link: https://www.econbiz.de/10002068644
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