-stationarity and cointegration in both the time and spatial dimensions. This paper develops Granger representation theorems for spatial …

prices. We employ correlations, innovative trend and gap approaches, and cointegration analysis to study the long …

There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …

Housing markets typically exhibit a strong positive correlation between the rate of price increase and the number of … houses sold. We document this correlation on high-quality Dutch data for the period 1985-2007, and estimate a VEC-model that … allows us to study the mechanism giving rise to the correlation. The data identify the flows of new houses offered for sale …