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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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A seasonal error correction model of UK aggregate consumption
Currie, David; Holly, Sean; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130884
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Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi; Chang, Dongkoo - 1993
Persistent link: https://www.econbiz.de/10000147941
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Thailand's international tourism demand : seasonal panel unit roots and the related cointegration model
Jintranun, Jintanee; Songsak Sriboonchitta; Calkins, … - In: Review of economics & finance (2011) 3, pp. 63-76
Persistent link: https://www.econbiz.de/10009628893
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Forecasting annual water demands dominated by seasonal variations : the case of water demands in Mecca
McNown, Robert F.; Aburizaizah, Omar S.; Howe, Charles … - In: Applied economics 47 (2015) 4/6, pp. 544-552
Persistent link: https://www.econbiz.de/10010464742
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Labour demand in Germany and seasonal cointegration
Reimers, Hans-Eggert - In: Allgemeines statistisches Archiv : AStA ; journal of … 85 (2001) 3, pp. 283-299
Persistent link: https://www.econbiz.de/10001605122
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
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Assessing seasonal asymmetric price transmission in Ghanaian tomato markets with the Johansen estimation method
Ihle, Rico; Amikuzuno, Joseph - 2010
, Tamale and Accra, in a multivariate asymmetric price transmission framework. The estimation of the model is based on a unique … dataset and on a modified version of the Johansen estimation procedure which is suitable for estimating such multivariate …
Persistent link: https://www.econbiz.de/10010342911
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Stock Price Discovery in Earnings Season
Sun, Qi - 2016
This study investigates whether the timing of earnings announcement in earnings season affects stock price discovery process. This paper documents that market reaction is more favorable for earnings announcements made at the beginning of earnings season (“timing effect”). Price reaction on...
Persistent link: https://www.econbiz.de/10013003471
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The zonal and seasonal CO2 marginal emissions factors for the Italian power market
Beltrami, Filippo; Fontini, Fulvio; Giulietti, Monica; … - 2021
Persistent link: https://www.econbiz.de/10012660341