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The effect of oil price changes on the price of Russian and Chinese oil shares
Hall, Stephen G.; Kenjegaliev, Amangeldi - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1639-1656
Persistent link: https://www.econbiz.de/10012019415
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Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
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Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
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Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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Bounded dividends, earnings and fundamental stock values
Lim, Guay C. - In: Empirical economics : a journal of the Institute for … 30 (2005) 2, pp. 411-426
Persistent link: https://www.econbiz.de/10003075822
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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The patterns of output growth of firms and countries : scale invariances and scale specificities
Castaldi, Carolina; Dosi, Giovanni - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10003900920