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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Fethi, Sami"
~person:"Jawadi, Fredj"
~person:"Nielsen, Morten Ørregaard"
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Search: subject_exact:"Vector error correction model"
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Fethi, Sami
Jawadi, Fredj
Nielsen, Morten Ørregaard
Escribano, Álvaro
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Queen's Economics Department working paper
17
CREATES research paper
13
Journal of econometrics
5
Applied economics letters
3
Energy economics
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Queen's Economics Department Working Paper
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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CREATES Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
2
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
3
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003559004
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