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Cointegration and an error correction model of money demand for Australia
Lim, Lee K. - 1994
Persistent link: https://www.econbiz.de/10000147977
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GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James - 1992
Persistent link: https://www.econbiz.de/10000122460
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Multi co-integrating equations and parameter reduction techniques in vector autogressive modelling
Bewley, Ronald; Fisher, Lance; Parry, Thomas - 1988
Persistent link: https://www.econbiz.de/10000127253
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - 1991
Persistent link: https://www.econbiz.de/10000129420
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An expanded, cointegrated model of US trade
Hickok, Susan A.; Hung, Juann H.; Wulfekuhler, Kurt C. - 1991
Persistent link: https://www.econbiz.de/10000135359
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku - 1992
Persistent link: https://www.econbiz.de/10000136069
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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
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Cointegration and an error correction model of money demand for Australia
Lim, Lee K. - 1994
Persistent link: https://www.econbiz.de/10000900102
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On the meaning of certain cointegration tests
Dhrymes, Phoebus J. - 1994
Persistent link: https://www.econbiz.de/10000910028
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Looking for structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000910189