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The homogeneity restriction and forecasting performance of VAR-type demand systems : an empirical examination of US meat consumption

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Testing for cointegrating rank via model selection : evidence from 165 data sets

Baltagi, Badi H.; Wang, Zijun - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10003491969

A note on cointegration of health expenditures and income

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A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market

Qian, Yan; Wang, Zijun - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 799-825

Persistent link: https://www.econbiz.de/10012616897

Testing for Cointegrating Rank via Model Selection : Evidence from 165 Data Sets

Baltagi, Badi H. - 2011

The model selection approach has been proposed as an alternative to the popular tests for cointegration such as the residual-based ADF test and the system-based trace test. Using information criteria, we conduct cointegration tests on 165 data sets used in published studies. The empirical...

Persistent link: https://www.econbiz.de/10013126674

Structural change and international stock market interdependence : evidence from Asian emerging markets

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The causal modelling on equity market innovations : fit or forecast?

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Exploiting the cointegration properties of the US soy-based market system

Babula, Ronald Alexander; Bessler, David A.; Rogowsky, … - In: Acta agriculturae Scandinavica / C : an official … 3 (2006) 2, pp. 81-98

Persistent link: https://www.econbiz.de/10003390079