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~isPartOf:"Economics letters"
~subject:"Estimation theory"
~subject:"Share price"
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Search: subject:"Error Correction Model"
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Estimation theory
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Cointegration
156
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26
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26
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25
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Kurita, Takamitsu
2
Avino, Davide
1
Bae, Youngsoo
1
Beckmann, Joscha
1
Boswijk, Herman Peter
1
Boucher, Christophe
1
Chan, Ngai Hang
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Cheah, Eng-Tuck
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Costola, Michele
1
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1
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1
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1
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1
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Economics letters
Journal of econometrics
62
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32
International journal of economics and financial issues : IJEFI
31
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
28
Applied economics
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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11
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Global business review
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Investment management and financial innovations
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Journal of risk and financial management : JRFM
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Business and Economic Research : BER
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Oxford bulletin of economics and statistics
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1
On the "mementum" of meme stocks
Costola, Michele
;
Iacopini, Matteo
;
Santagiustina, …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013170175
Saved in:
2
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
3
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
4
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
Saved in:
5
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
6
Diagnostic checking of Markov multiplicative error models
Guo, Bin
;
Li, Shuo
- In:
Economics letters
170
(
2018
),
pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
Saved in:
7
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
8
Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo
- In:
Economics letters
165
(
2018
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011973843
Saved in:
9
Cointegration in singular ARMA models
Deistler, Manfred
;
Wagner, Martin
- In:
Economics letters
155
(
2017
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
Saved in:
10
Mean lag in general error correction models
Fuleky, Peter
;
Ventura, Luigi
- In:
Economics letters
143
(
2016
),
pp. 107-110
Persistent link: https://www.econbiz.de/10011616983
Saved in:
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