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The determinants of the Harare Stock Exchange (HSE) market capitalisation

Ilmolelian, Peter - Volkswirtschaftliche Fakultät, … - 2005

This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...

Persistent link: https://www.econbiz.de/10005787110

Non-cointegration and econometric evaluation of models of regional shift and share

Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990

Persistent link: https://www.econbiz.de/10000786474

Econometric theory

Davidson, James E. H.; Davidson, James E. H. - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10000591834

Co-integration, error correction, and the econometric analysis of non-stationary data

Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted

Persistent link: https://www.econbiz.de/10000592333

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics … Mathematical Finance ISEG - University of Lisbon Portugal This textbook for advanced econometrics students introduces key concepts …

Persistent link: https://www.econbiz.de/10015206755

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011499608

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011554319

Low frequency robust cointegrated regression in the presence of a near-unity regressor

Hwang, Jungbin; Valdés, Gonzalo - 2020

Persistent link: https://www.econbiz.de/10012214074

The discovery of long-run causal order : a preliminary investigation

Hoover, Kevin D. - In: Econometrics : open access journal 8 (2020) 3/31, pp. 1-24

The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling. It is assumed that the fundamental source of trending behavior is transmitted from exogenous (and typically latent) trending...

Persistent link: https://www.econbiz.de/10012265689