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Analysis of asymmetry in Slovak gasoline and diesel retail market
Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 5 (2019) 1, pp. 359-366
In this paper we examine if Slovak retail gasoline and diesel prices respond more quickly when crude oil price rises rather than when it decreases. The error correction model with irreversible behaviour of explanatory variables is considered to be basic tool for the analysis of asymmetric retail...
Persistent link: https://www.econbiz.de/10012214944
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
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Unit roots and cointegration for the economist
Holden, Darryl R.; Perman, Roger - In: Cointegration for the applied economist, (pp. 43-100). 2007
Persistent link: https://www.econbiz.de/10003767484
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The significance of unit roots and the pitfalls of mechanical statistics
Smith, Ron - In: Cointegration for the applied economist, (pp. 101-128). 2007
Persistent link: https://www.econbiz.de/10003767489
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Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.; Perman, Roger - In: Cointegration for the applied economist, (pp. 129-142). 2007
Persistent link: https://www.econbiz.de/10003767546
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New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Sen, Amit - In: Cointegration for the applied economist, (pp. 143-194). 2007
Persistent link: https://www.econbiz.de/10003767547
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Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette; Ohana, Steve - In: Risk management in commodity markets : from shipping to …, (pp. 183-205). 2008
Persistent link: https://www.econbiz.de/10003787698
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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael - In: Identification and inference for econometric models : …, (pp. 357-374). 2005
Persistent link: https://www.econbiz.de/10003352578
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Robust confidence intervals for autoregressive coefficients near one
Thompson, Samuel B. - In: Identification and inference for econometric models : …, (pp. 375-402). 2005
Persistent link: https://www.econbiz.de/10003352584
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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005
Persistent link: https://www.econbiz.de/10003352588