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Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 9, pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
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A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Applied economics 49 (2017) 31/33, pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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Testing for non-linearity in daily sterling exchange rates
Brooks, Chris - In: Applied financial economics 6 (1996) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
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Convergence and catching up in ASEAN : a comparative analysis
Lim, Lee K.; McAleer, Michael - In: Applied economics 36 (2004) 2, pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
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Testing for unit roots : a simple alternative to Dickey-Fuller
Leybourne, Stephen James - In: Applied economics 26 (1994) 7, pp. 721-729
Persistent link: https://www.econbiz.de/10001164780
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An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 49 (2017) 7, pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
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The long-run performance of IPOs : the case of the Stock Exchange of Mauritius
Agathee, Ushad Subadar; Sannassee, Raja Vinesh; Brooks, … - In: Applied financial economics 24 (2014) 16/18, pp. 1123-1145
Persistent link: https://www.econbiz.de/10010418946