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Grubb, David; Symons, James - 1983

Persistent link: https://www.econbiz.de/10003529856

Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data

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Measuring the impact of R&D on productivity from a econometric time series perspective

Balcombe, Kelvin G.; Bailey, Alastair; Fraser, Iain M. - In: Journal of productivity analysis 24 (2005) 1, pp. 49-72

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Momentum, business cycle, and time-varying expected returns

Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1019

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Essays in long memory and stock market volatility

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Integration of stock markets using autoregressive distributed lag bounds test approach

Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64

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Detection of lead-lag relationships using both time domain and time-frequency domain : an application to wealth-to-income ratio

Skoura, Angeliki - In: Economies : open access journal 7 (2019) 2/28, pp. 1-27

The objective of this paper is the joint application of two different methodological concepts for the detection of lead-lag relationships in economic time-series in order to investigate their consistency and their potential complementarity. The first methodology, a time domain analysis based on...

Persistent link: https://www.econbiz.de/10012021697

Diesel and soybean price relationship in the USA : evidence from a quantile autoregressive distributed lag model

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Statistical estimation of linear economic relationships : distributed lags and simultaneous equations

Gupta, Yash P. - 1971

Persistent link: https://www.econbiz.de/10000049058

Can economic time series be differenced to stationarity?

Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446

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