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~person:"Li, Qi"
~person:"Sephton, Peter S."
~person:"Westerlund, Joakim"
~subject:"Kointegration"
~type:"article"
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Kointegration
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Li, Qi
Sephton, Peter S.
Westerlund, Joakim
Phillips, Peter C. B.
11
Wang, Qiying
10
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6
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4
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Gold and crude oil prices after the great moderation
Sephton, Peter S.
;
Mann, Janelle
- In:
Energy economics
71
(
2018
),
pp. 273-281
Persistent link: https://www.econbiz.de/10011943022
Saved in:
2
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
3
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets
Sephton, Peter S.
;
Mann, Janelle
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 783-799
Persistent link: https://www.econbiz.de/10011377296
Saved in:
4
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
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