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Selected problems in the analysis of nonstationary & nonlinear time series
Nachane, Dilip M. - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10010337924
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The impact of structural break to permanent and transitory components of Malaysian stock market
Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 83-94
Persistent link: https://www.econbiz.de/10003789602
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Bilateral trade deficit of Bangladesh with other selected SAARC countries : an empirical investigation on the temporal behavior
Hossain, Md. Sharif - In: Journal of quantitative economics : official journal of … 5 (2007) 1, pp. 112-139
Persistent link: https://www.econbiz.de/10003674429
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Estimating structural breaks endogenously in India's post-independence growth path : an empirical critique
Dholakia, Ravindra H.; Sapre, Amey A. - In: Journal of quantitative economics : official journal of … 9 (2011) 2, pp. 73-87
Persistent link: https://www.econbiz.de/10010337910
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Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach
Suresh K. G.; Tiwari, Aviral Kumar - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10010338423
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The dynamics between inflation and inflation uncertainty : evidence from India
Balaji, B.; Durai, S. Raja Sethu; Ramachandran, Marudarajan - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011639820
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Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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Cointegration and error correction models : a historical and methodological perspective
Kumar, T. Krishna - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 143-154
Persistent link: https://www.econbiz.de/10001196290
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Inference for a superimposed autoregressive time series
Chandra, K. S. - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 135-142
Persistent link: https://www.econbiz.de/10001196292
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Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10001196305