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~isPartOf:"International journal of economics and finance"
~subject:"Cointegration"
~subject:"Estimation"
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Cointegration
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Estimation theory
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Abraham, Santosh Mon
1
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International journal of economics and finance
Journal of econometrics
351
Discussion paper series / IZA
248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
172
Applied economics letters
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IZA Discussion Paper
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Quantitative economics : QE ; journal of the Econometric Society
46
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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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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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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CREATES research paper
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Journal of banking & finance
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Discussion papers of interdisciplinary research project 373
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International journal of forecasting
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Discussion paper / Centre for Economic Policy Research
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Cowles Foundation discussion paper
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SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
ZEW discussion papers
33
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32
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1
Dynamic quantile panel data analysis of stock returns predictability
Güloğlu, Bülent
;
Uyar, Sinem Güler Kangalli
;
Uyar, Umut
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10011442125
Saved in:
2
Leveraged bootstrap test of volatility : a novel approach to the energy consumption and economic growth puzzle
Lee, Kuo-Hao
;
Ohn, Jonathan
;
Eryilmaz, Evren
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 117-122
Persistent link: https://www.econbiz.de/10011762714
Saved in:
3
The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach
Masih, Junaid
;
Liu, Dongsheng
;
Pervaiz, Javed
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 35-47
Persistent link: https://www.econbiz.de/10011814996
Saved in:
4
Modeling long range dependence in wheat food price returns
Musunuru, Naveen
- In:
International journal of economics and finance
11
(
2019
)
9
,
pp. 46-54
Persistent link: https://www.econbiz.de/10012107483
Saved in:
5
An S-shaped crude oil price return-implied volatility relation : parametric and nonparametric estimations
Silva Júnior, Júlio César Araújo da
- In:
International journal of economics and finance
9
(
2017
)
12
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011782652
Saved in:
6
A multivariate filter to estimate potential output and NAIRU for the Maltese economy
Micallef, Brian
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 13-22
Persistent link: https://www.econbiz.de/10011487244
Saved in:
7
Determinants of export growth rate : the case of Madagascar
Tovonjatovo, Seraphin
;
Dong, Yinguo
- In:
International journal of economics and finance
7
(
2015
)
9
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011346663
Saved in:
8
The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks
Abraham, Santosh Mon
- In:
International journal of economics and finance
5
(
2013
)
11
,
pp. 82-94
Persistent link: https://www.econbiz.de/10010221327
Saved in:
9
Estimating the level of the Brazilian yield curve using the time-varying coefficient model GAS (2,2) with gamma distribution
Rodrigues dos Santos, Daiane
;
Ribeiro, Tiago Costa
; …
- In:
International journal of economics and finance
11
(
2019
)
9
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012107436
Saved in:
10
Public-private investment and macroeconomic determinants : evidence from MENA countries
Alber, Nader
;
Kheir, Vivian Bushra
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10011962235
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