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~person:"Dhrymes, Phoebus J."
~person:"Hunter, John"
~subject:"Time series analysis"
~subject:"United States"
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Time series analysis
United States
Estimation theory
3
Metal market
3
Metallmarkt
3
Schätztheorie
3
Zeitreihenanalyse
3
ARCH
1
Arbitrage
1
Benzinpreis
1
Cointegration
1
Collusion
1
Commodity exchange
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Gasoline
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Gasoline price
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Kointegration
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Market Efficiency
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Dhrymes, Phoebus J.
Hunter, John
Phillips, Peter C. B.
12
Magdalinos, Tassos
7
Nelson, Daniel B.
6
Engle, Robert F.
4
Gao, Jiti
4
Giraitis, Liudas
4
Watson, Mark W.
4
Baltagi, Badi H.
3
Bollerslev, Tim
3
Foster, Dean P.
3
Golosnoy, Vasyl
3
Haldrup, Niels
3
Hylleberg, Svend
3
Kang, Joong Shik
3
Koopman, Siem Jan
3
Lee, Yoonseok
3
Müller, Ulrich K.
3
Nelson, Charles R.
3
Onatski, Alexei
3
Prati, Alessandro
3
Rebucci, Alessandro
3
Smith, Ron
3
Williams, Noah
3
Addison, Tony
2
Anatolyev, Stanislav
2
Bell, William R.
2
Bernanke, Ben
2
Bohn, Henning
2
Burridge, Peter
2
Campbell, John Y.
2
Carroll, Raymond
2
Chatfield, Christopher
2
Cubadda, Gianluca
2
Doornik, Jurgen A.
2
Doukhan, Paul
2
Fraser, Patricia
2
Fuleky, Peter
2
Ghoshray, Atanu
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Giovannini, Alberto
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Discussion paper series / Department of Economics, Columbia University
2
Economics and finance working paper series
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ECONIS (ZBW)
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Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
2
A conformity test for cointegration
Dhrymes, Phoebus J.
-
1996
-
[Rev.]
Persistent link: https://www.econbiz.de/10000937846
Saved in:
3
A conformity test for cointegration
Dhrymes, Phoebus J.
-
1995
Persistent link: https://www.econbiz.de/10000937566
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