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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
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Energy consumption and gross domestic product in the Philippines : an application of maximum entropy bootstrap framework
Barroga, Kenneth; Tan-Cruz, Agustina - In: International journal of computational economics and … 8 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011990354
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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
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Are the non-agricultural commodities markets efficient? : an ARDL model approach
Jain, Vaishali - In: International journal of public sector performance … 8 (2021) 1/2, pp. 157-177
Persistent link: https://www.econbiz.de/10012696743
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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
Persistent link: https://www.econbiz.de/10012798071
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Financial development and dollarization in Ghana : an empirical investigation
Tweneboah, George; Gatsi, John Garchie; Asamoah, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-21
This study strengthens the frontiers of research on the drivers of dollarization in emerging economies by exploring the case of Ghana using the autoregressive distributed lag modelling framework. The data for the study spanned from January 2002 to March 2016. The evidence suggests that...
Persistent link: https://www.econbiz.de/10014232353
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Environmental Kuznets curve and India : evidence from autoregressive distributed lag model
Behera, Jaganath - In: Theoretical and applied economics : GAER review 28 (2021) 3/628, pp. 129-142
Persistent link: https://www.econbiz.de/10013258906