Narrow search
Showing 1 - 10 of 1,046
Cover Image
Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011748557
Cover Image
Latent variable nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - 2017
Persistent link: https://www.econbiz.de/10011748571
Cover Image
Kernel-based inference in time-varying coefficient models with multiple integrated regressors
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782211
Cover Image
Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
Cover Image
GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
Cover Image
Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
Cover Image
On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
Cover Image
Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
Cover Image
Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind - 1991
Persistent link: https://www.econbiz.de/10000829098
Cover Image
New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1992
Persistent link: https://www.econbiz.de/10000831308